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Vector autoregression
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371	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2001-09-12 17:39:06 Estimator Bayes estimator Point estimation Vector autoregression Statistics Estimation theory Statistical inference
372	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2001-07-16 11:28:35 Actuarial science Econometrics Time series analysis Value at risk Autoregressive conditional heteroskedasticity Vector autoregression Volatility Standard deviation Variance Statistics Mathematical finance Financial risk
373	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2004-11-02 16:48:06 Econometrics Mathematical finance Macroeconomics Monetary policy Yield curve Vector autoregression Economic model Inflation Macroeconomic model Economics Statistics Fixed income market
374	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2005-12-23 13:39:54 Inflation Shock Monetary policy Vector autoregression Economic model Investment Real business cycle theory Economics Macroeconomics Statistics
375	THE EFFECT OF STABILIZATION POLICY ON US POSTWAR BUSINESS CYCLE FLUCTUATIONS Giorgio E. Primiceri Add to Reading List Source URL: www.amstat.org Language: English - Date: 2005-08-19 11:24:46 Time series analysis Phillips curve Monetary policy Variance Autoregressive conditional heteroskedasticity Inflation Vector autoregression Macroeconomics Heteroscedasticity Statistics Economics Econometrics
376	FINANCIAL INSTABILITY AND THE EURO AREA MACROECONOMIC DYNAMICS ´ STEPHANE LHUISSIER* Abstract. How different have the role played by the financial sector during the doubledip recession been from historical patterns ? Us Add to Reading List Source URL: www.ofce.sciences-po.fr Language: English - Date: 2014-06-26 11:59:09 Business cycle Vector autoregression Monetary policy Euro Late-2000s financial crisis Inflation Recession Macroeconomic model Economics Macroeconomics Economic model
377	Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2014-04-02 15:18:49 Multivariate statistics Time series analysis Vector autoregression Shock Economic model Algorithm Impulse response Parameter identification problem Statistics Econometrics Economics
378	ECO 513 Fall 2005 C. Sims Add to Reading List Source URL: sims.princeton.edu Language: English - Date: 2010-11-18 17:01:47 Time series analysis Multivariate statistics Bayesian statistics Vector autoregression Prior probability Parameter Variance Unit root Seemingly unrelated regressions Statistics Econometrics Regression analysis
379	PDF - Can external shocks explain the Asian side of global imbalances? Lessons from a structural VAR model with block exogeneity (WP 41) Add to Reading List Source URL: www-cfap.jbs.cam.ac.uk Language: English - Date: 2012-03-12 12:05:37 Macroeconomics Statistics Financial crises Economic indicators Balance of payments Balance of trade Vector autoregression Global saving glut Asian financial crisis Economics National accounts International economics
380	When did unsystematic monetary policy have an effect on inflation? Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2005-12-14 09:10:09 Inflation Central banks Monetary economics Vector autoregression Monetary inflation Economic model Macroeconomic model European Central Bank Euro Economics Macroeconomics Monetary policy

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