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Vector autoregression
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#	Item
191	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Practical Tools for Policy Analysis in DSGE Models with Missing Channels Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2013-02-07 18:08:38 Econometrics New Keynesian economics New classical macroeconomics Dynamic stochastic general equilibrium Multivariate statistics Macroeconomic model Shock Economic model Vector autoregression Economics Macroeconomics Statistics
192	A Flexible Finite-Horizon Identification of Technology Shocks Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2008-09-30 13:28:05 Macroeconomics Economic growth Time series analysis Manufacturing Real business cycle theory Productivity Vector autoregression Technology shock Shock Statistics Economics Econometrics
193	Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2008-01-17 10:48:13 Mathematical finance Cointegration Unit root Johansen test Vector autoregression Regression analysis Statistical hypothesis testing Economic model Stationary process Statistics Time series analysis Econometrics
194	A Quantitative Comparison of Sticky-Price and Sticky-Information Models of Price Setting Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2006-12-11 12:24:54 Inflation Vector autoregression Phillips curve Economic model Bayesian information criterion Parameter identification problem Maximum likelihood Structural estimation Sticky Statistics Economics Econometrics
195	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 1056 October[removed]Evaluating a Global Vector Autoregression for Forecasting Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2013-07-09 11:41:19 Error correction model Cointegration Vector autoregression Mohammad Hashem Pesaran Economic model Macroeconomic model Normal distribution Statistics Econometrics Time series analysis
196	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 790 December 2003 Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2003-12-23 11:40:24 Macroeconomics Regression analysis Time series analysis Actuarial science Real business cycle theory Vector autoregression Shock Economic model Value at risk Statistics Economics Econometrics
197	Estimating the Parameters of a Small Open Economy DSGE Model: Indentifiability and Inferential Validity Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2008-11-19 16:40:54 Econometrics Statistical theory Statistical inference Dynamic stochastic general equilibrium Vector autoregression Maximum likelihood Prior probability Bayesian inference Generalized method of moments Statistics Bayesian statistics Estimation theory
198	Identification and Inference with Many Invalid Instruments∗ Michal Koles´ar† Raj Chetty‡ John Friedman§ Guido W. Imbensk Add to Reading List Source URL: obs.rc.fas.harvard.edu Language: English - Date: 2014-10-01 16:15:37 Estimation theory Simultaneous equation methods Instrumental variable Multivariate statistics Least squares Normal distribution Maximum likelihood Vector autoregression Estimator Statistics Econometrics Regression analysis
199	Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2008-09-30 13:28:32 Statistical inference Regression analysis Least squares Estimator Vector autoregression Mean squared error Bootstrapping Ordinary least squares Linear regression Statistics Estimation theory Econometrics
200	On the Sources of Movements in Inflation Expectations: A Few Insights from a VAR Model Add to Reading List Source URL: www.richmondfed.org Language: English - Date: 2010-07-21 09:02:49 Real interest rate Monetary policy Vector autoregression Monetary inflation Macroeconomics Real versus nominal value Deflation Phillips curve Inflation Economics Disinflation

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