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Vector autoregression
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241	PDF Document Add to Reading List Source URL: clevelandfed.org Language: English - Date: 2012-03-14 14:11:14 Stochastic volatility Autoregressive conditional heteroskedasticity Vector autoregression Normal distribution Markov chain Variance Statistics Mathematical finance Volatility
242	E574 APPLIED ECONOMETRICS AND FORECASTING STATA CONSTRUCT AN ML FUNCTION FORECASTING EVALUATION Add to Reading List Source URL: liberalarts.iupui.edu Language: English - Date: 2013-08-28 11:47:29 Statistical forecasting Stata Forecasting Economic forecasting Plagiarism David Forbes Hendry Academic dishonesty Vector autoregression Macroeconomic model Statistics Time series analysis Econometrics
243	Foreign Entanglements: Estimating the Source and Size of Spillovers Across Industrial Countries; Tamim Bayoumi and Andrew Swiston; IMF Working Paper[removed]; July 1, 2007 Add to Reading List Source URL: www.imf.org Language: English - Date: 2007-07-23 13:31:01 Time series analysis Vector autoregression Numerical linear algebra Variance decomposition Variance Shock Gross domestic product Cholesky decomposition Covariance matrix Statistics Econometrics Data analysis
244	A Flexible Finite-Horizon Identification of Technology Shocks Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2008-09-30 13:28:06 Macroeconomics Economic growth Time series analysis Manufacturing Real business cycle theory Productivity Vector autoregression Technology shock Shock Statistics Economics Econometrics
245	How Has Empirical Monetary Policy Analysis Changed After the Financial Crisis? Add to Reading List Source URL: research.stlouisfed.org Language: English - Date: 2014-07-30 17:39:31 Money Quantitative easing Interest rate Federal Reserve System Money supply Vector autoregression Contractionary monetary policy Central bank Federal funds rate Economics Macroeconomics Monetary policy
246	Analysing and forecasting price dynamics across euro area countries and sectors: a panel VAR approach Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2014-08-21 04:32:39 Time series analysis Economy of the European Union Statistical forecasting Data analysis Forecasting Dynamic stochastic general equilibrium Macroeconomic model Vector autoregression Euro Statistics Economics Macroeconomics
247	Microsoft Word - Article 4 - Figure 1.doc Add to Reading List Source URL: www.ijcb.org Language: English - Date: 2013-05-31 03:49:00 Economic policy New Keynesian economics Public finance Yield curve Vector autoregression Economic model Dynamic stochastic general equilibrium Quantitative easing Recession Macroeconomics Economics Monetary policy
248	This PDF is a selection from an out-of-print volume from the National Bureau of Economic Research Volume Title: Exchange Rates and International Macroeconomics Volume Author/Editor: Jacob A. Frenkel, ed. Volume Publisher Add to Reading List Source URL: scholar.harvard.edu Language: English - Date: 2013-02-05 00:20:58 Economic model Variance Regression analysis Instrumental variable Endogeneity Covariance Ordinary least squares Statistics Econometrics Vector autoregression
249	U.S. Wage and Price Dynamics: A Limited-Information Approach - IJCB - September 2006 Add to Reading List Source URL: www.ijcb.org Language: English - Date: 2006-09-08 05:53:47 Labour economics Real versus nominal value General equilibrium theory Perfect competition Economic equilibrium Vector autoregression Real wage Economics Statistics Employment compensation
250	JSS Journal of Statistical Software MMMMMM YYYY, Volume VV, Book Review II. http://www.jstatsoft.org/ Reviewer: Dirk Eddelbuettel Add to Reading List Source URL: dirk.eddelbuettel.com Language: English - Date: 2009-04-08 21:16:19 Economics Cointegration Vector autoregression Unit root Time series Economic model Error correction model Autoregressive integrated moving average Autoregressive conditional heteroskedasticity Statistics Time series analysis Econometrics

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