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Vector autoregression
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211	Linking distress of financial institutions to macrofinancial shocks Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2014-12-16 03:51:32 Macroeconomics Crowd psychology Financial contagion Economic model Euro Macroeconomic model Vector autoregression Central bank JEL classification codes Statistics Economics European Union
212	PDF Document Add to Reading List Source URL: eudevdays.eu Language: English - Date: 2013-11-13 16:02:37 Macroeconomics International relations Regression analysis Gross domestic product Vector autoregression Aid Human capital Social vulnerability Least developed country Economics Statistics Econometrics
213	International Role of Credit Shocks: Evidence from Global Vector Autoregression Add to Reading List Source URL: www.macroeconomics.lv Language: English - Date: 2014-09-25 08:01:06 New classical macroeconomics New Keynesian economics Shock Business cycle Vector autoregression Credit channel Inflation Economic model Supply and demand Economics Macroeconomics Financial crises
214	1 Appendix: Capital flows and the risk-taking channel of monetary 2 Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2014-11-08 12:19:53 Macroeconomics VIX Federal Reserve System Vector autoregression Leverage Exchange rate Monetary policy SQL Value at risk Economics Statistics Mathematical finance
215	NBER WORKING PAPER SERIES DISENTANGLING THE CHANNELS OF THE[removed]RECESSION James H. Stock Mark W. Watson Working Paper 18094 Add to Reading List Source URL: scholar.harvard.edu Language: English - Date: 2013-02-05 00:29:41 Recessions Econometrics Multivariate statistics New classical macroeconomics Dynamic factor National Bureau of Economic Research Factor analysis Economic model Vector autoregression Economics Statistics Macroeconomics
216	Understanding the Cross Country Effects of U.S. Technology Shocks∗ Wataru Miyamoto and Thuy Lan Nguyen Columbia University July 22, 2014 Abstract Add to Reading List Source URL: www.scu.edu Language: English - Date: 2014-09-10 14:48:10 Real business cycle theory Shock Economic model Vector autoregression Business cycle Productivity Technology shock Supply and demand Economics Macroeconomics Statistics
217	Microsoft Word - Reading List JV - MF14. 10 Final.docx Add to Reading List Source URL: www.jvi.org Language: English - Date: 2014-08-05 08:29:57 Econometrics EViews Vector autoregression Forecasting Clive Granger OxMetrics Cointegration Unit root test Autoregressive conditional heteroskedasticity Statistics Time series analysis Economics
218	Microsoft Word - Program-JV14.09 Advanced Macro Forecasting _MF-A Apr 2014_.doc Add to Reading List Source URL: www.jvi.org Language: English - Date: 2014-08-05 08:29:57 Statistical forecasting Control theory Estimation theory Kalman filter Forecasting Economic model Vector autoregression Linear regression Macroeconomic model Statistics Econometrics Time series analysis
219	Monetary policy analysis in a small open economy using bayesian cointegrated structural VARS Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2004-02-02 11:26:44 Multivariate statistics Bayesian statistics Cointegration Mathematical finance Vector autoregression Bayesian inference Regression analysis Gibbs sampling Statistics Econometrics Time series analysis
220	FEDERAL RESERVE BANK OF PHILADELPHIA Ten Independence Mall Philadelphia, Pennsylvania[removed][removed], www.phil.frb.org Working Papers Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2001-03-21 10:21:30 Econometrics Statistical forecasting Bayesian VAR Vector autoregression Economic model Forecasting Inflation Economic forecasting Macroeconomic model Statistics Economics Time series analysis

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