Vector autoregression

Results: 504



#Item
231New Keynesian economics / Real business cycle theory / Dynamic stochastic general equilibrium / Shock / Vector autoregression / Macroeconomic model / Technology shock / Real rigidity / Productivity / Macroeconomics / Economics / New classical macroeconomics

DISCUSSION PAPER SERIES No[removed]CEPR/EABCN No[removed]WHAT DOES A TECHNOLOGY

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Source URL: www.eabcn.org

Language: English - Date: 2014-07-17 06:45:28
232Time series analysis / Vector autoregression / Economic model / Kalman filter / Reduced form / Statistics / Econometrics / Multivariate statistics

Dynare Working Papers Series http://www.dynare.org/wp/ Estimation and Solution of Models with Expectations and Structural Changes

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Source URL: www.dynare.org

Language: English - Date: 2014-02-04 12:49:09
233Multivariate statistics / Time series analysis / Vector autoregression / Shock / Economic model / Algorithm / Impulse response / Parameter identification problem / Statistics / Econometrics / Economics

Dynare Working Papers Series http://www.dynare.org/wp/ Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications

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Source URL: www.dynare.org

Language: English - Date: 2014-01-03 12:30:15
234Vector autoregression / Variance / Bayesian VAR / Autoregressive conditional heteroskedasticity / Regression analysis / Least squares / Unit root / Forecasting / Economic model / Statistics / Econometrics / Time series analysis

PDF Document

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Source URL: clevelandfed.org

Language: English - Date: 2014-09-08 12:41:55
235Multivariate statistics / Time series analysis / Vector autoregression / Shock / Economic model / Algorithm / Impulse response / Parameter identification problem / Statistics / Econometrics / Economics

Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications

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Source URL: federalreserve.gov

Language: English - Date: 2014-04-02 15:18:49
236Vector autoregression / Statistics / Econometrics / Time series analysis

NBER Summer Institute What’s New in Econometrics: Time Series Lecture 7 July 15, 2008 Recent Developments in Structural VAR Modeling

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Source URL: www.nber.org

Language: English - Date: 2008-07-23 17:30:25
237Robot control / Stochastic differential equations / Kalman filter / State observer / Standard deviation / Estimation theory / Vector autoregression / Variance / Extended Kalman filter / Statistics / Control theory / Data analysis

Robust Model Predictive Control with Imperfect Information Arthur Richards Jonathan How

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Source URL: acl.mit.edu

Language: English - Date: 2011-06-05 16:48:18
238Multiplier / Impulse response / Vector autoregression / Fiscal multiplier / Gross domestic product / Late-2000s financial crisis / Macroeconomic model / Business cycle / Economic model / Economics / Macroeconomics / Recession

NBER WORKING PAPER SERIES FISCAL MULTIPLIERS IN RECESSION AND EXPANSION Alan J. Auerbach Yuriy Gorodnichenko Working Paper 17447

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Source URL: www.nber.org

Language: English - Date: 2011-12-05 15:40:50
239Time series analysis / Data analysis / Regression analysis / Vector autoregression / Factor analysis / Covariance / Economic model / Variance / Statistics / Multivariate statistics / Econometrics

Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper No. 180 http://www.dallasfed.org/assets/documents/institute/wpapers[removed]pdf Theory and Practice of GVAR Modeling *

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Source URL: www.dallasfed.org

Language: English - Date: 2014-05-19 16:21:20
240Macroeconomics / Time series analysis / New classical macroeconomics / Vector autoregression / Economic model / Dynamic stochastic general equilibrium / STAR model / Macroeconomic model / Factor analysis / Statistics / Econometrics / Multivariate statistics

Financial Stress Regimes and the Macroeconomy

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Source URL: research.stlouisfed.org

Language: English - Date: 2014-07-30 18:08:07
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