Vector autoregression

Results: 504



#Item
331Univariate / Seasonal adjustment / Kalman filter / Seasonality / Vector autoregression / Statistics / Time series analysis / Time series

CONFERENCE ON SEASONALITY, SEASONAL ADJUSTMENT AND THEIR IMPLICATIONS FOR SHORT-TERM ANALYSIS AND FORECASTING[removed]MAY[removed]Seasonal Adjustment of Aggregate Series

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Source URL: epp.eurostat.ec.europa.eu

Language: English
332New classical macroeconomics / Real business cycle theory / Business cycle / Inflation / Vector autoregression / Statistics / Economics / Macroeconomics

Microsoft Word - S. Papanyan_cover.doc

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Source URL: epp.eurostat.ec.europa.eu

Language: English
333Regression analysis / Time series analysis / Least squares / Vector autoregression / Ordinary least squares / Estimator / Linear least squares / Maximum likelihood / Covariance / Statistics / Estimation theory / Econometrics

5TH EUROSTAT COLLOQUIUM ON MODERN TOOLS FOR BUSINESS CYCLE ANALYSIS Jointly organised by EUROSTAT and European University Institute (Florence, Italy)

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Source URL: epp.eurostat.ec.europa.eu

Language: English
334Distributed lag / Regression analysis / Linear regression / Economic model / Ivar / Vector autoregression / Dimensional analysis / Statistics / Econometrics / JEL classification codes

Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit* M. Hashem Pesaran1 and Alexander Chudik2 1 Faculty of Economics, Austin Robinson Building, Sidgwick Avenue,

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Source URL: epp.eurostat.ec.europa.eu

Language: English
335New Keynesian economics / New classical macroeconomics / Monetary policy / Great Moderation / Dynamic stochastic general equilibrium / Economic model / Keynesian economics / Money supply / Vector autoregression / Macroeconomics / Economics / Economic theories

Discussion Paper No.18 Vector Autoregression Analysis and the Great Moderation

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Source URL: webarchive.nationalarchives.gov.uk

Language: English
336Time series analysis / Vector autoregression / Shock / Ordinary least squares / Economic model / Factor analysis / Dimensional analysis / Equation of state / Differential equation / Statistics / Multivariate statistics / Econometrics

Microsoft Word - ELM_inttransmFiguresTables.doc

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Source URL: www.bancaditalia.it

Language: English - Date: 2010-09-24 11:04:56
337Time series analysis / Mathematical finance / Stochastic volatility / Volatility / Autoregressive conditional heteroskedasticity / Variance / Vector autoregression / Unit root / Phillips curve / Statistics / Economics / Econometrics

manuscript_AEJ_Macro_2008_R2.dvi

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Source URL: faculty.wcas.northwestern.edu

Language: English - Date: 2009-03-07 18:14:47
338Time series analysis / Data analysis / Covariance and correlation / Macroeconomics / Vector autoregression / Monetary policy / Variance / Covariance / Inflation targeting / Statistics / Economics / Econometrics

PDF Document

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Source URL: www.ecb.europa.eu

Language: English - Date: 2014-02-19 03:54:15
339New Keynesian economics / New classical macroeconomics / Dynamic stochastic general equilibrium / Econometrics / Macroeconomic model / Economic model / Shock / Antonio Caldara / Vector autoregression / Macroeconomics / Economics / Statistics

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Source URL: www.cepr.org

Language: English - Date: 2014-04-07 12:36:38
340Monetary policy / Macroeconomic policy / Public finance / Inflation / Futures contract / Gold standard / Great Depression / Economy of Japan / Vector autoregression / Economics / Macroeconomics / Economic theories

PDF Document

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Source URL: eh.net

Language: English - Date: 2013-11-14 05:19:43
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