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Vector autoregression
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#	Item
391	How Well Do Markov Switching Models Describe Actual Business Cycles? The Case of Synchronization* Penelope A. Smith and Peter M. Summers Melbourne Institute of Applied Economic and Social Research The University of Melbo Add to Reading List Source URL: www.melbourneinstitute.com Language: English - Date: 2010-05-06 00:06:46 Markov processes Markov chain Gibbs sampling Regression analysis Vector autoregression Estimation theory Hidden Markov model Statistics Markov models Econometrics
392	Melbourne Institute Working Paper Series Working Paper No[removed]The Comovement between Fuel Prices and the General Price Level in Australia Lei Lei Song Add to Reading List Source URL: www.melbourneinstitute.com Language: English - Date: 2010-06-16 01:22:15 Inflation Econometrics Consumer Price Index Phillips curve Vector autoregression Relative price Core inflation Real versus nominal value United States dollar Economics Statistics Price indices
393	Microsoft Word - Reading List-JV14.09 Advanced Macro Forecasting _MF-A Apr 2014_.doc Add to Reading List Source URL: www.jvi.org Language: English - Date: 2014-04-28 09:03:32 Statistical forecasting Macroeconomics Control theory Forecasting Macroeconomic model Economic model Economic forecasting Vector autoregression Kalman filter Statistics Econometrics Time series analysis
394	SVERIGES RIKSBANK WORKING PAPER SERIES 153 Monetary Policy Shocks and Add to Reading List Source URL: www.riksbank.se Language: English - Date: 2004-03-18 15:12:52 Inflation Phillips curve Monetary inflation Sveriges Riksbank Vector autoregression Economic model Interest rate Economy of Sweden Contractionary monetary policy Economics Monetary policy Macroeconomics
395	Growth, Savings, Financial Markets and Markov Switching Regimes Tor Jacobson, Thomas Lindh, and Anders Warne Abstract: We report evidence that the relation between the nancial sector share, private savings and growth i Add to Reading List Source URL: www.riksbank.se Language: English - Date: 2004-03-18 12:38:46 Macroeconomics Vector autoregression Markov chain Precautionary savings Economic model Daron Acemoğlu Elasticity of intertemporal substitution Endogenous growth theory Gross domestic product Economics Statistics Economic growth
396	Figure 1.SF.3. Vector Autoregression and Combination Forecasts A model-based forecast, based on strengthening global demand, continued small OPEC supply shocks, and a drawdown of oil inventories, suggests higher oil pric Add to Reading List Source URL: www.imf.org Language: English - Date: 2014-04-07 13:55:05 Petroleum politics Econometrics Shock Vector autoregression Price of petroleum Forecasting OPEC Futures contract Statistics Economics Time series analysis
397	Identifying the Effects of Monetary Policy Shocks in an Open Economy Add to Reading List Source URL: www.riksbank.se Language: English - Date: 2004-03-18 16:00:04 Economic theories New classical macroeconomics Public finance Economic model Vector autoregression Unemployment Macroeconomic model Contractionary monetary policy Phillips curve Economics Macroeconomics Monetary policy
398	Three equalization alternatives: evidence for Canada Add to Reading List Source URL: docufin.fgov.be Language: English - Date: 2007-03-22 05:20:06 Vector autoregression Statistics Econometrics Time series analysis
399	HOUSEHOLD, INCOME AND LABOUR DYNAMICS IN AUSTRALIA (HILDA) SURVEY Add to Reading List Source URL: melbourneinstitute.com Language: English - Date: 2010-06-16 03:04:17 Covariance and correlation Summary statistics Multivariate statistics Vector autoregression Variance decomposition Variance Covariance matrix Normal distribution Covariance Statistics Econometrics Data analysis
400	A Nonlinear Panel Data Model of Cross-sectional Dependence∗ George Kapetanios Queen Mary, University of London James Mitchell National Institute of Economic and Social Research, London Add to Reading List Source URL: melbourneinstitute.com Language: English - Date: 2011-04-13 20:00:04 Econometrics Data analysis Autoregressive conditional heteroskedasticity Principal component analysis Factor analysis Dimensional analysis Variance Vector autoregression Statistics Multivariate statistics Time series analysis

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