Vector autoregression

Results: 504



#Item
201Statistical forecasting / Economic forecasting / Nowcasting / Macroeconomics / Vector autoregression / Macroeconomic model / Economic model / Regression analysis / Forecasting / Statistics / Econometrics / Time series analysis

Nowcasting Norway∗ Matteo Luciania,b and Lorenzo Riccia a ECARES, SBS-EM, Universit´e libre de Bruxelles b

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Source URL: www.ijcb.org

Language: English - Date: 2014-12-01 03:22:00
202Inflation / Shock / Monetary policy / Vector autoregression / Economic model / Investment / Real business cycle theory / Economics / Macroeconomics / Statistics

Using Structural Shocks to Identify Models of Investment

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Source URL: federalreserve.gov

Language: English - Date: 2005-12-23 13:39:54
203Econometrics / Time series analysis / Dynamic stochastic general equilibrium / Vector autoregression / Bayesian VAR / Value at risk / Statistical hypothesis testing / Investment / Economic model / Statistics / Economics / Macroeconomics

Evaluating Feedback Links Between the Financial and Real Sectors in a Small Open Economy Tomáš Konečný Czech National Bank

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Source URL: www.cnb.cz

Language: English - Date: 2014-08-17 06:14:09
204Time series analysis / Covariance and correlation / Multivariate statistics / RiskMetrics / Variance / Vector autoregression / Autoregressive conditional heteroskedasticity / Covariance matrix / Covariance / Statistics / Econometrics / Data analysis

Statistics & Operations Research Transactions SORT[removed]January-June 2010, 21-44 ISSN: [removed]www.idescat.net/sort Statistics &

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Source URL: www.idescat.cat

Language: English - Date: 2010-11-29 02:39:03
205Economics / Vector autoregression / Economic model / Threshold model / Shock / Autoregressive conditional heteroskedasticity / Endogeneity / Value at risk / Vars / Statistics / Econometrics / Time series analysis

Tomas Konecny and Oxana Babecka Kucharcukova Links Between the Financial and Real Sectors in SOE: The case of the Czech Republic Discussion by: Michal Rubaszek

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Source URL: www.cnb.cz

Language: English - Date: 2014-08-16 13:05:50
206Econometrics / New Keynesian economics / Time series analysis / Data analysis / Dynamic stochastic general equilibrium / Macroeconomic model / Vector autoregression / Parameter / Autoregressive conditional heteroskedasticity / Statistics / Macroeconomics / Economics

Working Paper No. 507 Estimating time-varying DSGE models using minimum distance methods Liudas Giraitis, George Kapetanios, Konstantinos Theodoridis and Tony Yates August 2014

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Source URL: www.bankofengland.co.uk

Language: English - Date: 2014-08-22 11:52:46
207Pricing / Inflation / Supply and demand / Vector autoregression / Shock / Macroeconomics / Economic model / Real business cycle theory / Stagflation / Economics / Commodities market / Price of petroleum

Discussion Paper Series A No.619 The Macroeconomic Effects of Oil Price Fluctuations in ASEAN Countries:

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Source URL: www.ier.hit-u.ac.jp

Language: English - Date: 2014-12-04 20:04:45
208Time series analysis / Multivariate statistics / Regression analysis / Macroeconomics / Bayesian VAR / Vector autoregression / Economic model / Least squares / Dynamic stochastic general equilibrium / Statistics / Economics / Econometrics

Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections

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Source URL: www.ecb.europa.eu

Language: English - Date: 2014-09-11 05:00:44
209Econometrics / George Soros / Vector autoregression / Roman Frydman / Copenhagen / Economic model / Statistics / Economics / Søren Johansen

Microsoft Word - Welcome speech new

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Source URL: www.econ.ku.dk

Language: English - Date: 2012-04-26 05:44:07
210Public finance / Multiplier / Macroeconomic policy / Fiscal multiplier / Keynesian economics / Recession / Business cycle / Monetary policy / Vector autoregression / Economics / Macroeconomics / Statistics

[removed]Working paper ECONOMETRIC ANALYSIS OF REGIME SWITCHES AND OF FISCAL MULTIPLIERS

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Source URL: www.ofce.sciences-po.fr

Language: English - Date: 2014-02-04 05:35:16
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