Vector autoregression - PDFSEARCH.IO - Document Search Engine

Vector autoregression
Results: 504

#	Item
11	Journal of Monetary Economics–546 Monetary policy in a data-rich environment$ Ben S. Bernankea,, Jean Boivinb b Add to Reading List Source URL: faculty.wcas.northwestern.edu Language: English* - Date: 2007-05-02 09:21:05 Economic forecasting Time series models Econometrics Statistical forecasting Greenbook Forecasting Autoregressive model Forecast error Macroeconomics Macroeconomic model Vector autoregression Economic data
12	Wieland-Wolters-Revised-May19-2010.dvi Add to Reading List Source URL: www.monfispol.eu Language: English - Date: 2011-11-16 06:33:07 New 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
13	doi:j.jmoneco Add to Reading List Source URL: www.ericswanson.us Language: English - Date: 2012-07-30 14:56:22 Federal Reserve System Federal funds rate Futures contract Monetary policy Inflation targeting Federal Open Market Committee Vector autoregression Shock
14	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 Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:43 Time series models Signal processing Econometrics Vector autoregression Control theory Value at risk Autoregressive model Kalman filter
15	Wieland-Wolters-Revised-May19-2010.dvi Add to Reading List Source URL: www.monfispol.eu Language: English - Date: 2014-08-01 10:59:10 New 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
16	An International Journal of the Polish Statistical Association Add to Reading List Source URL: pts.stat.gov.pl Language: English Econometrics Time series models Time series analysis Econometricians Cointegration Mathematical finance Vector autoregression Statistics Sampling
17	A Reconciliation of SVAR and Narrative Estimates of Tax MultipliersI Karel Mertensa,c,∗, Morten O. Ravnb,c a Cornell University Add to Reading List Source URL: www.homepages.ucl.ac.uk Language: English - Date: 2013-03-06 09:22:43 Public finance Keynesian economics Fiscal policy Taxation Fiscal multiplier Tax Vector autoregression Multiplier Shock Macroeconomics
18	Microsoft PowerPoint - M. Corazza1, A.G. Malliaris2, E. Scalco1.ppt Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:46:57 Econometrics Time series analysis Time series models Financial risk Actuarial science Error correction model Heteroscedasticity Value at risk Autoregressive conditional heteroskedasticity Vector autoregression
19	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 Add to Reading List Source URL: pages.uoregon.edu Language: English - Date: 2009-07-22 15:59:27 Time 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
20	The Transmission of US Shocks to Emerging Markets KOLVER H ERNANDEZ ˘ Add to Reading List Source URL: cemla.org Language: English - Date: 2015-04-21 11:20:19 Econometrics Vector autoregression Futures contract Business cycle Economy Economics