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Vector autoregression
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#	Item
261	M787 HEIN TEXT M/UP.qxd[removed]:32 am Add to Reading List Source URL: static.squarespace.com Language: English - Date: 2014-10-24 21:49:32 Time series analysis Causality Regression analysis Multivariate statistics Economic model Macroeconomic model Endogeneity Dummy variable Vector autoregression Statistics Econometrics Economics
262	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 1056 October[removed]Evaluating a Global Vector Autoregression for Forecasting Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2012-11-09 14:20:11 Error correction model Cointegration Vector autoregression Mohammad Hashem Pesaran Economic model Macroeconomic model Normal distribution Statistics Econometrics Time series analysis
263	Structural FECM: Cointegration in large-scale structural FAVAR models Anindya Banerjee Massimiliano Marcellinoy Add to Reading List Source URL: www.ijf.hr Language: English - Date: 2013-10-21 09:30:44 Econometrics Mathematics Multivariate statistics Mathematical finance Vector autoregression Cointegration Autoregressive integrated moving average Dimensional analysis Eigenvalues and eigenvectors Statistics Algebra Time series analysis
264	Introduction FAVAR FECM Estimation MA representation Identification schemes Empirical example Monte Carlo Conclusi Structural FECM: Cointegration in large-scale structural FAVAR models Anindya Banerjee (University of Bi Add to Reading List Source URL: www.ijf.hr Language: English - Date: 2013-10-21 09:04:29 Cointegration Mathematical finance Vector autoregression Hexadecimal Statistics Econometrics Time series analysis
265	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 647 October 1999 Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 1999-11-08 09:58:13 Real business cycle theory Vector autoregression Business cycle Shock Economic model Statistics Economics Macroeconomics
266	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: 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
267	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 610 April[removed]THE ROBUSTNESS OF IDENTIFIED VAR CONCLUSIONS ABOUT MONEY Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 1999-05-01 19:07:47 Fellows of the Econometric Society New classical macroeconomics Econometrics Vector autoregression Christopher A. Sims Monetary policy Value at risk Federal Reserve System Variance Statistics Economics Macroeconomics
268	News Shocks and Business Cycles∗† Robert Barsky Eric Sims University of Michigan & NBER Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2011-05-25 14:23:09 New classical macroeconomics Econometrics Time series analysis Vector autoregression Shock Real business cycle theory Dynamic stochastic general equilibrium Technology shock Macroeconomic model Economics Macroeconomics Statistics
269	Simple Forecasts of Bank Loan Quality in the Business Cycle Michele Gambera Emerging Issues Series Supervision and Regulation Add to Reading List Source URL: chicagofed.org Language: English - Date: 2009-10-29 15:36:02 Estimation theory Parametric statistics Macroeconomics Linear regression Macroeconomic model Vector autoregression Coefficient of determination Economic data Federal Reserve System Statistics Econometrics Regression analysis
270	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 612 May 1998 Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 1999-05-01 19:07:49 Econometrics Time series analysis New classical macroeconomics Foreign exchange market Vector autoregression Exchange-rate flexibility Demand for money Monetary policy Unit root Economics Statistics Macroeconomics

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