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Vector autoregression
Results: 504

#	Item
291	A Flexible Finite-Horizon Identification of Technology Shocks Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2008-09-30 13:28:05 Macroeconomics Economic growth Time series analysis Manufacturing Real business cycle theory Productivity Vector autoregression Technology shock Shock Statistics Economics Econometrics
292	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 739 October 2002 Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2002-10-15 11:39:25 Monetary policy Economic policy Econometrics Vector autoregression Overshooting model Economic model Inflation targeting Statistics Economics Macroeconomics
293	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 734 August 2002 Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2002-08-23 10:47:30 Phillips curve Vector autoregression Business cycle Disinflation Economic model Monetary policy Real versus nominal value Monetary inflation Macroeconomics Economics Inflation Statistics
294	Causal Modelling Combining Instantaneous and Lagged Effects: an Identifiable Model Based on Non-Gaussianity Aapo Hyv¨ arinen Dept of Computer Science and HIIT, University of Helsinki, Finland Add to Reading List Source URL: www.machinelearning.org Language: English - Date: 2008-05-10 06:32:08 Multivariate statistics Statistical methods Regression analysis Autoregressive conditional heteroskedasticity Causality Structural equation modeling Granger causality Vector autoregression Time series Statistics Econometrics Time series analysis
295	Microsoft Word - Barnes Gumbau-Brisa Olivei - draft Septemebr 06.doc Add to Reading List Source URL: www.clevelandfed.org Language: English - Date: 2006-09-19 17:57:50 Multivariate statistics Statistical methods Time series analysis Vector autoregression Parameter Variance Phillips curve Structural equation modeling Economic model Statistics Econometrics Regression analysis
296	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Dynamic Factor Value-at-Risk for Large, Heteroskedastic Portfolios Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2011-04-19 15:34:41 Economics Vector autoregression Autoregressive conditional heteroskedasticity Implied volatility Volatility Value at risk Variance Historical simulation Financial risk Statistics Mathematical finance Mathematical sciences
297	Markov-Chain Approximations of Vector Autoregressions: Application of General Multivariate-Normal Integration Techniques Edward S. Knotek II and Stephen J. Terry February 2009; Revised October 2010 Add to Reading List Source URL: kansascityfed.com Language: English - Date: 2010-10-25 13:08:23 Markov models Data analysis Algebra of random variables Vector autoregression Markov chain Multivariate normal distribution Covariance Normal distribution Statistics Covariance and correlation Multivariate statistics
298	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Practical Tools for Policy Analysis in DSGE Models with Missing Channels Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2012-10-15 16:53:44 Econometrics New Keynesian economics New classical macroeconomics Dynamic stochastic general equilibrium Multivariate statistics Macroeconomic model Shock Economic model Vector autoregression Economics Macroeconomics Statistics
299	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2012-06-12 11:00:33 Macroeconomics Elasticity Microeconomics Multiplier Economic theories Vector autoregression Fiscal multiplier Keynesian economics Economic model Economics Statistics Public finance
300	Analysis of Cointegration in Capital Markets of France, Germany and United Kingdom Hande Erdinc Joniada Milla University of Nebraska at Omaha Add to Reading List Source URL: ecedweb.unomaha.edu Language: English - Date: 2010-06-16 12:35:08 Economics Mathematical finance Cointegration Market integration Unit root Vector autoregression Efficient-market hypothesis Financial market Stock market Time series analysis Econometrics Statistics

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