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Vector autoregression
Results: 504

#	Item
251	Working Paper/Document de travail[removed]Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Add to Reading List Source URL: www.bankofcanada.ca Language: English - Date: 2012-07-23 07:31:41 Econometrics Economic policy Finance Vector autoregression Yield curve Quantitative easing Economic model Interest rate Recession Macroeconomics Economics Monetary policy
252	Does Monetary Policy React to Asset Prices? Some International Evidence Add to Reading List Source URL: www.ijcb.org Language: English - Date: 2011-08-31 11:40:00 Macroeconomics Time series analysis Regression analysis New classical macroeconomics Mathematical finance Vector autoregression Monetary policy Autoregressive conditional heteroskedasticity Economic model Statistics Economics Econometrics
253	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Unspanned macroeconomic factors in the yield curve Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2014-08-08 15:51:26 Fixed income market Yield curve Factor analysis Dynamic factor Vector autoregression Yield Economic model Principal component analysis Normal distribution Statistics Econometrics Multivariate statistics
254	Macroeconomic Default Modeling and Stress Testing Add to Reading List Source URL: www.ijcb.org Language: English - Date: 2009-08-18 05:52:11 Macroeconomics Estimation theory Parametric statistics Economic model Macroeconomic model Vector autoregression Probability of default Logistic regression Ordinary least squares Statistics Regression analysis Econometrics
255	Multivariate Time Series Analysis in R Ruey S. Tsay Booth School of Business University of Chicago May 2013, R/Finance Conference Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2013-05-16 17:20:28 Mathematical finance Econometrics Financial risk Vector autoregression Akaike information criterion Time series Value at risk Economic model Statistics Multivariate statistics Time series analysis
256	Fiscal Shocks and the Real Exchange Rate∗ Agust´ın S. B´en´etrixa and Philip R. Lanea,b a IIIS, Trinity College Dublin b Add to Reading List Source URL: www.ijcb.org Language: English - Date: 2013-11-28 09:22:00 National accounts Econometrics Time series analysis Vector autoregression Monetary policy Gross domestic product Economic growth Shock Real business cycle theory Economics Statistics Macroeconomics
257	Growth Trends and Cycles in the American Postwar Period, with Implications for Policy Add to Reading List Source URL: www.levyinstitute.org Language: English - Date: 2013-02-11 16:43:06 Econometrics Time series analysis Real business cycle theory Cointegration Vector autoregression Economic model Keynesian economics Econometric model Unit root Macroeconomics Economics Statistics
258	A Retrospective Analysis of the House Price Macro-Relationship in the United States∗ Ibrahim Ahamadaa and Jose Luis Diaz Sanchezb,c,d a International Monetary Fund Add to Reading List Source URL: www.ijcb.org Language: English - Date: 2013-11-28 12:02:00 Regression analysis Estimation theory Vector autoregression Maximum likelihood Value at risk Least squares Covariance Variance Structural break Statistics Time series analysis Econometrics
259	DSGE Model Restrictions for Structural VAR Identiﬁcation∗ Philip Liua and Konstantinos Theodoridisb a International Monetary Fund Add to Reading List Source URL: www.ijcb.org Language: English - Date: 2012-11-30 09:32:00 New Keynesian economics Macroeconomics New classical macroeconomics Dynamic stochastic general equilibrium Macroeconomic model Vector autoregression Variance Economic model Mathematical optimization Statistics Data analysis Covariance and correlation
260	SIGMA: A New Open Economy Model for Policy Analysis - IJCB - March 2005 Add to Reading List Source URL: www.ijcb.org Language: English - Date: 2006-03-08 09:01:09 Statistics Economic model Dynamic stochastic general equilibrium Real business cycle theory Multiplier Open economy Vector autoregression Aggregate demand Macroeconomics Economics New classical macroeconomics

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