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Vector autoregression
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#	Item
311	12TH EABCN WORKSHOP INTERNATIONAL BUSINESS CYCLE – LINKAGES, DIFFERENCES AND IMPLICATIONS Hosted by Magyar Nemzeti Bank Sponsored by Add to Reading List Source URL: www.eabcn.org Language: English - Date: 2014-07-17 06:45:27 Covariance and correlation Multivariate statistics Vector autoregression Macroeconomics Variance Cholesky decomposition Covariance Structural break Correlation and dependence Statistics Econometrics Time series analysis
312	Econometrics Journal (1999), volume 2, pp. 167–191. Data mining reconsidered: encompassing and the general-to-specific approach to specification search K EVIN D. H OOVER , S TEPHEN J. P EREZ Department of Economics, U Add to Reading List Source URL: www.bauer.uh.edu Language: English - Date: 2003-09-25 01:09:39 Specification Regression analysis Vector autoregression Economic model Econometric model Heteroscedasticity Autoregressive conditional heteroskedasticity Mathematical model Breusch–Godfrey test Statistics Econometrics Stepwise regression
313	ISSN[removed]EUROPEAN ECONOMY Economic Papers 480 \| April 2013 Add to Reading List Source URL: ec.europa.eu Language: English - Date: 2013-04-15 09:54:46 Macroeconomics Economic policy Government debt Fiscal sustainability Vector autoregression Economic model Macroeconomic model Debt-to-GDP ratio Economics Fiscal policy Statistics
314	Microsoft Word - V_1_07_Art_45_MMOTI_Emmenegger Bardadym Golikova Add to Reading List Source URL: www.aticmd.md Language: English - Date: 2014-04-07 06:27:18 Econometrics Economy of Ukraine Cointegration Johansen test PFTS index Error correction model Vector autoregression Swiss Market Index PFTS Ukraine Stock Exchange Statistics Time series analysis Mathematical finance
315	Gimme a Break! Identi…cation and Estimation of the Macroeconomic E¤ects Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-04-10 13:11:48 New classical macroeconomics New Keynesian economics Dynamic stochastic general equilibrium Macroeconomic policy Macroeconomic model Vector autoregression Economic model Monetary policy Macroeconomics Statistics Economics
316	Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit Hashem Pesaran Alexander Chudik† Cambridge University and USC †European Central Bank and CIMF Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Vector autoregression Matrix theory Linear algebra Statistics Multivariate statistics Matrix
317	ECCU Business Cycles: Impact of the United States; Yan Sun and Wendell Samuel; IMF Working Paper, 09/71; April 1, 2009 Add to Reading List Source URL: www.imf.org Language: English - Date: 2009-04-13 12:44:54 Macroeconomics Econometrics Eastern Caribbean Currency Union Business cycle Vector autoregression Cointegration Inflation Hodrick–Prescott filter Economic growth Economics Statistics Time series analysis
318	Regime-switching global vector autoregressive models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-08-02 05:44:48 Markov models Autoregressive conditional heteroskedasticity Markov chain Vector autoregression Economic model Expectation–maximization algorithm Forecasting SETAR Statistics Time series analysis Econometrics
319	Forecasting Socioeconomic Trends With Cell Phone Records Vanessa Frias-Martinez Cristina Soguero-Ruiz Add to Reading List Source URL: www.vanessafriasmartinez.org Language: English - Date: 2014-08-12 11:35:48 Multivariate statistics Data analysis Statistical methods Vector autoregression Coefficient of determination Univariate General linear model Variance Statistics Regression analysis Econometrics
320	Macroeconomic Fluctuations in the Caribbean: the Role of Climatic and External Shocks; by Sebastián Sosa and Paul Cashin; IMF Working Paper[removed], July 1, 2009 Add to Reading List Source URL: www.imf.org Language: English - Date: 2009-07-28 17:35:13 Shock Vector autoregression Ordinary least squares Business cycle Economic model Inflation Economic growth Gross domestic product Statistics Economics Macroeconomics

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