Vector autoregression - PDFSEARCH.IO - Document Search Engine

Vector autoregression
Results: 504

#	Item
301	PDF Document Add to Reading List Source URL: www.clevelandfed.org Language: English - Date: 2011-10-27 14:41:25 Econometrics Statistical forecasting Bayesian VAR Vector autoregression Conjugate prior Forecasting Bayesian inference Macroeconomic model Economic model Statistics Bayesian statistics Time series analysis
302	Speculation in the Oil Market Luciana Juvenaly Ivan Petrellaz Federal Reserve Bank of St. Louis Add to Reading List Source URL: www.eia.gov Language: English - Date: 2012-08-24 14:39:00 Pricing Commodities market Price of petroleum Commodity Business cycle Shock Futures contract Vector autoregression Energy crisis Economics Statistics Goods
303	PDF Document Add to Reading List Source URL: www.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
304	Comments on "How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference" by V.P.M. Le, P. Minford, and M. Wickens Masao Ogaki Add to Reading List Source URL: gcoe.ier.hit-u.ac.jp Language: English - Date: 2010-01-20 21:08:15 Resampling Non-parametric statistics Dynamic stochastic general equilibrium Estimator Estimation theory Vector autoregression Statistics Statistical inference Bootstrapping
305	How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference∗ Vo Phuong Mai Le (Cardiff University)† Patrick Minford (Cardiff University and CEPR)‡ Michael Wicke Add to Reading List Source URL: gcoe.ier.hit-u.ac.jp Language: English - Date: 2010-01-18 20:07:58 Statistical theory Econometrics Bayesian statistics Wald test Dynamic stochastic general equilibrium Maximum likelihood Confidence interval Vector autoregression Likelihood function Statistics Statistical inference Estimation theory
306	BANK OF GREECE EUROSYSTEM Working Paper Macroeconomic and credit forecasts in a small economy during crisis: Add to Reading List Source URL: www.bankofgreece.gr Language: English - Date: 2014-08-28 08:07:05 Time series analysis Data analysis Actuarial science Statistical forecasting Bayesian VAR Forecasting Vector autoregression Dynamic stochastic general equilibrium Economic model Statistics Economics Econometrics
307	Estimating GVAR weight matrices Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-03-06 05:17:12 Multivariate statistics Data analysis Statistical methods Vector autoregression Least squares Economic model Principal component analysis Variance Matrix Statistics Econometrics Regression analysis
308	Reflections on Macroeconometric Modeling Ray C. Fair∗ Revised March 2014 Abstract I have been doing research in macroeconomics since the late 1960s, almost Add to Reading List Source URL: fairmodel.econ.yale.edu Language: English - Date: 2014-03-24 22:09:32 Regression analysis Multivariate statistics Macroeconomics Estimation theory Dynamic stochastic general equilibrium Macroeconomic model Economic model Instrumental variable Vector autoregression Statistics Economics Econometrics
309	Nonlinear Time Series for Modeling Ancient Climates Justin R. Sims and Jane L. Harvill The layers of speleothems (stalactites and stalagmites) hold information on ancient climates. Geologists hypothesize that the layers Add to Reading List Source URL: srcos2014.blogs.rice.edu Language: English - Date: 2014-07-29 16:21:25 Paleoclimatology Econometrics Multivariate statistics Geology Time series Stalagmite Economic model Stalactite Vector autoregression Statistics Speleothems Time series analysis
310	Microsoft Word - BCSpillovers_wo pw.docx Add to Reading List Source URL: www.eabcn.org Language: English - Date: 2014-07-17 06:45:27 Data analysis Probability theory Variance Cholesky decomposition Vector autoregression Normal distribution Autoregressive conditional heteroskedasticity Unit root Covariance matrix Statistics Econometrics Time series analysis

UPDATE