Vector autoregression

Results: 504



#Item
11Economic forecasting / Time series models / Econometrics / Statistical forecasting / Greenbook / Forecasting / Autoregressive model / Forecast error / Macroeconomics / Macroeconomic model / Vector autoregression / Economic data

Journal of Monetary Economics–546 Monetary policy in a data-rich environment$ Ben S. Bernankea,*, Jean Boivinb b

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Source URL: faculty.wcas.northwestern.edu

Language: English - Date: 2007-05-02 09:21:05
12New classical macroeconomics / Economic forecasting / Econometrics / Time series models / Macroeconomic model / Economy of the United States / Dynamic stochastic general equilibrium / Macroeconomics / Survey of Professional Forecasters / Greenbook / Economic model / Vector autoregression

Wieland-Wolters-Revised-May19-2010.dvi

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Source URL: www.monfispol.eu

Language: English - Date: 2011-11-16 06:33:07
13Federal Reserve System / Federal funds rate / Futures contract / Monetary policy / Inflation targeting / Federal Open Market Committee / Vector autoregression / Shock

doi:j.jmoneco

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Source URL: www.ericswanson.us

Language: English - Date: 2012-07-30 14:56:22
14Time series models / Signal processing / Econometrics / Vector autoregression / Control theory / Value at risk / Autoregressive model / Kalman filter

A, B,C’S (AND D)’S FOR UNDERSTANDING VARS JESÚS FERNÁNDEZ-VILLAVERDE UNIVERSITY OF PENNSYLVANIA, NBER, AND CEPR JUAN F. RUBIO-RAMÍREZ FEDERAL RESERVE BANK OF ATLANTA THOMAS J. SARGENT

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Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:03:43
15New classical macroeconomics / Economic forecasting / Econometrics / Time series models / Macroeconomic model / Dynamic stochastic general equilibrium / Greenbook / Economic model / Survey of Professional Forecasters / Vector autoregression / Macroeconomics / New Keynesian economics

Wieland-Wolters-Revised-May19-2010.dvi

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Source URL: www.monfispol.eu

Language: English - Date: 2014-08-01 10:59:10
16Econometrics / Time series models / Time series analysis / Econometricians / Cointegration / Mathematical finance / Vector autoregression / Statistics / Sampling

An International Journal of the Polish Statistical Association

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Source URL: pts.stat.gov.pl

Language: English
17Public finance / Keynesian economics / Fiscal policy / Taxation / Fiscal multiplier / Tax / Vector autoregression / Multiplier / Shock / Macroeconomics

A Reconciliation of SVAR and Narrative Estimates of Tax MultipliersI Karel Mertensa,c,∗, Morten O. Ravnb,c a Cornell University

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Source URL: www.homepages.ucl.ac.uk

Language: English - Date: 2013-03-06 09:22:43
18Econometrics / Time series analysis / Time series models / Financial risk / Actuarial science / Error correction model / Heteroscedasticity / Value at risk / Autoregressive conditional heteroskedasticity / Vector autoregression

Microsoft PowerPoint - M. Corazza1, A.G. Malliaris2, E. Scalco1.ppt

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:46:57
19Time series models / Econometrics / Time series analysis / Mathematical finance / Regression analysis / Error correction model / Vector autoregression / Cointegration / Economic model / Forecasting / Macroeconomic model / Autoregressive integrated moving average

Modeling and Forecasting Cointegrated Variables: Some Practical Experience Timothy A. Duy* and Mark A. Thoma Although the issue of identifying cointegrating relationships between time-series variables has become increasi

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Source URL: pages.uoregon.edu

Language: English - Date: 2009-07-22 15:59:27
20Econometrics / Vector autoregression / Futures contract / Business cycle / Economy / Economics

The Transmission of US Shocks to Emerging Markets KOLVER H ERNANDEZ ˘

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Source URL: cemla.org

Language: English - Date: 2015-04-21 11:20:19
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