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Vector autoregression
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#	Item
181	Foreign Entanglements: Estimating the Source and Size of Spillovers Across Industrial Countries; Tamim Bayoumi and Andrew Swiston; IMF Working Paper[removed]; July 1, 2007 Add to Reading List Source URL: www.cid.harvard.edu Language: English - Date: 2008-02-20 16:26:53 Time series analysis Vector autoregression Numerical linear algebra Variance decomposition Variance Shock Gross domestic product Cholesky decomposition Covariance matrix Statistics Econometrics Data analysis
182	Backtesting VaR models: Quantitative and Qualitative Tests Carlos Blanco and Maksim Oks This is the first article in a two-part series analyzing the accuracy of risk measurement models. In this first article, we will pre Add to Reading List Source URL: www.fea.com Language: English - Date: 2012-03-30 09:42:00 Financial risk Mathematical finance Statistical inference Value at risk Statistical hypothesis testing Statistical power Risk Vector autoregression Backtesting Statistics Hypothesis testing Actuarial science
183	The Interaction between Baseball Attendance and Winning Percentage: A VAR Analysis Michael C. Davis Department of Economics University of Missouri-Rolla 101 Harris Hall Add to Reading List Source URL: umresearchboard.org Language: English - Date: 2009-04-28 14:20:45 Econometrics Time series analysis Vector autoregression Baseball Sports Statistics Games
184	Franke_Jang_Sacht_Oct2011.pdf Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2014-11-17 08:49:09 Statistical inference Statistical theory Bayesian inference Maximum likelihood Confidence interval Bayes estimator Vector autoregression Parameter Normal distribution Statistics Econometrics Estimation theory
185	Franke_Jang_Sacht_Oct2011.pdf Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2014-11-17 08:49:09 Statistical inference Statistical theory Bayesian inference Maximum likelihood Confidence interval Bayes estimator Vector autoregression Parameter Normal distribution Statistics Econometrics Estimation theory
186	Microsoft Word - SFB DP Frontpage.doc Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2011-06-22 03:37:02 Actuarial science Covariance and correlation Summary statistics RiskMetrics Vector autoregression Covariance Variance Principal component analysis Standard deviation Statistics Data analysis Multivariate statistics
187	Microsoft Word - SFB DP Frontpage.doc Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2011-06-22 03:37:02 Actuarial science Covariance and correlation Summary statistics RiskMetrics Vector autoregression Covariance Variance Principal component analysis Standard deviation Statistics Data analysis Multivariate statistics
188	The Error Term in the History of Time Series Econometrics Duo Qin Christopher L. Gilbert initial draft: December 1995 this revision: November 1999# Add to Reading List Source URL: web.uvic.ca Language: English - Date: 2014-12-12 15:58:40 Vector autoregression Ordinary least squares Errors and residuals in statistics Linear regression Least squares Autoregressive conditional heteroskedasticity Errors-in-variables models Autocorrelation Structural equation modeling Statistics Econometrics Regression analysis
189	Reading the Minds of Investors: An Empirical Term Structure Model for Policy Analysis Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2004-11-02 16:48:06 Econometrics Mathematical finance Macroeconomics Monetary policy Yield curve Vector autoregression Economic model Inflation Macroeconomic model Economics Statistics Fixed income market
190	SIGMA: A New Open Economy Model for Policy Analysis Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2008-09-30 13:28:13 New classical macroeconomics Econometrics Time series analysis New Keynesian economics Dynamic stochastic general equilibrium Economic model Real business cycle theory Vector autoregression JEL classification codes Macroeconomics Economics Statistics

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