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Vector autoregression
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361	Microsoft Word - SAFE EWS - Oct24_2011-JBFsubmission-final.docx Add to Reading List Source URL: www.clevelandfed.org Language: English - Date: 2011-11-01 13:33:56 Time series analysis Economic bubbles Systemic risk Financial risk Distributed lag Economic model Vector autoregression Macroprudential policy Granger causality Economics Statistics Financial crises
362	Estimating the Parameters of a Small Open Economy DSGE Model: Indentifiability and Inferential Validity Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2008-11-19 16:40:54 Econometrics Statistical theory Statistical inference Dynamic stochastic general equilibrium Vector autoregression Maximum likelihood Prior probability Bayesian inference Generalized method of moments Statistics Bayesian statistics Estimation theory
363	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 1056 October[removed]Evaluating a Global Vector Autoregression for Forecasting Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2012-11-09 14:20:11 Error correction model Cointegration Vector autoregression Mohammad Hashem Pesaran Economic model Macroeconomic model Normal distribution Statistics Econometrics Time series analysis
364	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Effects of Monetary Policy Shocks across Time and across Sectors Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2013-10-21 15:48:50 Monetary policy Economic theories Inflation Impulse response Shock Real versus nominal value Contractionary monetary policy Gross domestic product Vector autoregression Economics Statistics Macroeconomics
365	Board of Governors of the Federal Reseme System InternationalFinance DiscussionPapers Number 537 January[removed]USING MEASURESOF EXPECTATIONSTO IDENTIFY THE Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2001-09-12 18:13:30 Vector autoregression Variance Economic model Monetary policy Value at risk Biconjugate gradient stabilized method Statistics Econometrics Time series analysis
366	PDF Document Add to Reading List Source URL: www.clevelandfed.org Language: English - Date: 2011-05-03 10:26:02 Econometrics Probability theory Data analysis Forecasting Conjugate prior Law of large numbers Vector autoregression Marginal likelihood Statistics Time series analysis Bayesian statistics
367	Measuring the Stance of Monetary Policy Ben S.C. Fung and Mingwei Yuan Introduction In this paper we construct a quantitative measure of the stance of monetary policy in Canada using a vector autoregression (VAR)–based Add to Reading List Source URL: publications.gc.ca Language: English - Date: 2001-03-20 08:51:00 Money Inflation Monetary conditions index Demand for money Money supply Vector autoregression Monetary inflation Interest rate Federal Reserve System Economics Macroeconomics Monetary policy
368	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2001-09-12 17:42:32 Time series analysis Econometrics Data analysis Bootstrapping Resampling Akaike information criterion Autoregressive conditional heteroskedasticity Vector autoregression Non-parametric statistics Statistics Statistical inference Computational statistics
369	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2001-09-12 17:47:59 Time series analysis Macroeconomics Econometrics Unemployment Labor force Vector autoregression Labour economics Kalman filter Macroeconomic model Statistics Labor economics Economics
370	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2001-04-26 14:27:19 Actuarial science Mathematical sciences Value at risk Vector autoregression Fat-tailed distribution Risk Volatility Mixture model Estimation theory Statistics Financial risk Mathematical finance

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