Vector autoregression

Results: 504



#Item
351Multivariate statistics / Statistical forecasting / Psychometrics / Forecasting / Dynamic factor / Factor analysis / Kalman filter / Economic model / Vector autoregression / Statistics / Econometrics / Time series analysis

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Source URL: www.cepr.org

Language: English - Date: 2014-03-11 12:46:20
352Estimation theory / Statistical theory / Bayesian inference / Bayesian linear regression / Loss function / Bayesian VAR / Bayes factor / Vector autoregression / Linear regression / Statistics / Bayesian statistics / Econometrics

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Source URL: www.cepr.org

Language: English - Date: 2014-03-13 11:32:30
353Vector autoregression / Wavelet / Endogeneity / Discrete wavelet transform / Economic model / Regression analysis / Variance / Normal distribution / Time series / Statistics / Econometrics / Cointegration

M PRA Munich Personal RePEc Archive Causality between Stock Market Index and Macroeconomic Variables: A Case Study for Malaysia

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Source URL: mpra.ub.uni-muenchen.de

Language: English - Date: 2014-06-29 10:07:22
354Normal distribution / Regression analysis / Econometrics / Normality test / Quantile / Multivariate normal distribution / Errors and residuals in statistics / Resampling / Vector autoregression / Statistics / Statistical inference / Statistical tests

IMF Staff Papers & 2009 International Monetary Fund On the Probabilistic Approach to Fiscal Sustainability: Structural Breaks and Non-Normality

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Source URL: siteresources.worldbank.org

Language: English - Date: 2009-08-25 15:32:27
355Macroeconomics / Linear algebra / Matrix theory / Mathematical finance / Fixed income market / Yield curve / Vector autoregression / Real business cycle theory / Eigenvalues and eigenvectors / Algebra / Economics / Mathematics

Economic Determinants of the Nominal Treasury Yield Curve ;

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Source URL: chicagofed.org

Language: English - Date: 2009-12-20 12:31:25
356Estimation theory / Regression analysis / Data analysis / Vector autoregression / Forecasting / Multicollinearity / Linear regression / Forecast error / Bayesian VAR / Statistics / Econometrics / Time series analysis

Vector Autoregressive Forecasts of Recession and Recovery: Is Less More?

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Source URL: www.clevelandfed.org

Language: English - Date: 2006-06-23 11:37:51
357Econometrics / Regression analysis / Data analysis / Vector autoregression / Least squares / Kalman filter / Variance / Maximum likelihood / Factor analysis / Statistics / Estimation theory / Multivariate statistics

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Source URL: www.cepr.org

Language: English - Date: 2014-03-13 12:35:03
358Time series analysis / Cointegration / Vector autoregression / Unit root / Real business cycle theory / Money supply / Bank / Econometric model / Normal distribution / Statistics / Econometrics / Economics

Financial Efficiency and Aggregate Fluctuations: An Exploration by Joseph G. Haubrich Introduction

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Source URL: www.clevelandfed.org

Language: English - Date: 2005-09-23 17:19:42
359Vector autoregression / Forecasting / Linear regression / Economic model / Regression analysis / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Multicollinearity / Bayesian VAR / Statistics / Econometrics / Time series analysis

Economic Review. Quarter II 1985

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Source URL: www.clevelandfed.org

Language: English - Date: 2006-06-23 11:43:52
360Regression analysis / Employment compensation / Macroeconomics / Payroll / Economic model / Economic indicator / Vector autoregression / Autocorrelation / Forecasting / Statistics / Time series analysis / Econometrics

The 0hio Economy: a Time Series Analysis

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Source URL: www.clevelandfed.org

Language: English - Date: 2006-06-23 11:40:18
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