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Vector autoregression
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321	Prior Selection for Vector Autoregressions∗ Domenico Giannone Universit´e Libre de Bruxelles and CEPR Michele Lenza European Central Bank Add to Reading List Source URL: faculty.wcas.northwestern.edu Language: English - Date: 2013-10-10 10:20:32 Hyperprior Hyperparameter Empirical Bayes method Prior probability Bayesian inference Hierarchical Bayes model Bayesian VAR Vector autoregression Ordinary least squares Statistics Bayesian statistics Conjugate prior
322	Time Varying Structural Vector Autoregressions and Monetary Policy Giorgio E. Primiceri∗ Northwestern University First draft: April 2002 This version: July 2004 Add to Reading List Source URL: faculty.wcas.northwestern.edu Language: English - Date: 2004-07-23 12:55:00 Data analysis Covariance and correlation Mathematical finance Vector autoregression Variance Covariance matrix Autoregressive conditional heteroskedasticity Heteroscedasticity Stochastic volatility Statistics Econometrics Time series analysis
323	THE TIME VARYING VOLATILITY OF MACROECONOMIC FLUCTUATIONS ALEJANDRO JUSTINIANO AND GIORGIO E. PRIMICERI Abstract. We investigate the sources of the important shifts in the volatility of U.S. macroeconomic variables in th Add to Reading List Source URL: faculty.wcas.northwestern.edu Language: English - Date: 2007-09-16 21:14:06 Econometrics Time series analysis Macroeconomics Dynamic stochastic general equilibrium Autoregressive conditional heteroskedasticity Volatility Stochastic volatility Vector autoregression Unit root Statistics Mathematical finance Economics
324	Microsoft Word - Pervukhina_Elena_ISF2011.doc Add to Reading List Source URL: www.forecasters.org Language: English - Date: 2011-07-17 15:33:58 Econometrics Markov models Robot control Vector autoregression Kalman filter Forecasting Time series Seasonality Cointegration Statistics Time series analysis Control theory
325	Microsoft Word - Banerjee cover.doc Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Macroeconomics Multivariate statistics Cointegration Mathematical finance Error correction model Vector autoregression Macroeconomic model Forecasting Economic model Statistics Time series analysis Econometrics
326	Simple Forecasts of Bank Loan Quality in the Business Cycle Michele Gambera Emerging Issues Series Supervision and Regulation Add to Reading List Source URL: www.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
327	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: www.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
328	Discussion Paper No.23 Time-Varying Yield Curve Dynamics and Monetary Policy Add to Reading List Source URL: webarchive.nationalarchives.gov.uk Language: English Statistics Macroeconomic policy Yield curve Monetary policy Inflation Macroeconomic model Economic model Expectation hypothesis Vector autoregression Economics Fixed income market Macroeconomics
329	5TH EUROSTAT COLLOQUIUM ON MODERN TOOLS FOR BUSINESS CYCLE ANALYSIS Jointly organised by EUROSTAT and European University Institute (Florence, Italy) Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Eurostat Vector autoregression Søren Johansen Statistics Econometrics Business cycle
330	Microsoft Word - Program cover page portrait with logos _FINAL_.doc Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Economics Macroeconomics Vector autoregression Business cycle Real business cycle theory Søren Johansen Cointegration Statistics Econometrics Time series analysis

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