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Vector autoregression
Results: 504

#	Item
271	Microsoft Word - Ericsson_Neil_ISF2011.docx Add to Reading List Source URL: www.albany.edu Language: English - Date: 2011-11-09 18:08:10 Time series analysis Macroeconomics Multivariate statistics Statistical models Cointegration Vector autoregression Error correction model David Forbes Hendry Mohammad Hashem Pesaran Statistics Econometrics Economics
272	Fundamental Economic Shocks and the Macroeconomy Charles L. Evans and David A. Marshall Federal Reserve Bank of Chicago April 10, 2007 Abstract Add to Reading List Source URL: chicagofed.org Language: English - Date: 2010-01-15 17:16:35 Macroeconomics Time series analysis New classical macroeconomics Vector autoregression Shock Dynamic stochastic general equilibrium Economic model Solow residual Dynamic factor Economics Econometrics Statistics
273	Microsoft Word - WP511_paper.doc Add to Reading List Source URL: www.levyinstitute.org Language: English - Date: 2007-08-15 10:54:29 Inflation Federal Reserve Monetary inflation Yield curve Unemployment Taylor rule Economic indicator Full employment Vector autoregression Economics Macroeconomics Monetary policy
274	Learning Bi-clustered Vector Autoregressive Models Tzu-Kuo Huang and Jeff Schneider School of Computer Science, Carnegie Mellon University {tzukuoh,schneide}@cs.cmu.edu Add to Reading List Source URL: www.cs.cmu.edu Language: English - Date: 2013-02-04 21:32:29 Cluster analysis Singular value decomposition Machine learning Hierarchical clustering Variance Eigenvalues and eigenvectors Vector autoregression Mixture model Standard deviation Statistics Data analysis Multivariate statistics
275	Learning Auto-regressive Models from Sequence and Non-sequence Data Jeff Schneider Robotics Institute Carnegie Mellon University Add to Reading List Source URL: www.cs.cmu.edu Language: English - Date: 2012-01-12 12:56:42 Covariance and correlation Estimation theory Data analysis Covariance Estimation of covariance matrices Linear regression Vector autoregression Variance Least squares Statistics Econometrics Regression analysis
276	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 660 February[removed]MONETARY DISTURBANCES MATTER Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2000-03-27 11:54:23 Data analysis Time series analysis Vector autoregression Variance Orthogonal matrix Economic model Monetary policy SO Orthogonality Statistics Econometrics Multivariate statistics
277	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 792 January 2004 Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2004-01-30 14:47:33 Real business cycle theory Solow residual Economic model Shock Business cycle Economic growth Technology shock Impulse response Vector autoregression Macroeconomics Economics Statistics
278	Preliminary and Incomplete Fiscal Multipliers in Recession and Expansion Alan J. Auerbach and Yuriy Gorodnichenko University of California, Berkeley Add to Reading List Source URL: www.kof.ethz.ch Language: English - Date: 2012-09-16 14:08:38 Multiplier Impulse response Recession Business cycle Vector autoregression Fiscal multiplier Economic model Shock Macroeconomic model Economics Macroeconomics Statistics
279	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 866 August[removed]Assessing Structural VARs Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2006-10-24 09:20:37 Time series analysis Econometrics New classical macroeconomics Vector autoregression Mathematical finance Real business cycle theory Value at risk Dynamic stochastic general equilibrium Unit root Statistics Economics Macroeconomics
280	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 792 (updated version) March 2005 Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2005-03-29 14:45:51 Real business cycle theory Economic model Vector autoregression Solow residual Shock Productivity Business cycle Technology shock Macroeconomic model Macroeconomics Economics Statistics

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