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Vector autoregression
Results: 504

#	Item
401	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: 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
402	WORKING PAPER SERIES NO[removed]november 2012 Heterogeneity and cross-country spillovers in macroeconomicfinancial linkages Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2012-11-28 09:12:50 Economic history Econometrics Time series analysis Recessions Multivariate statistics Vector autoregression Financial crisis Economic model Late-2000s recession Economics Statistics Macroeconomics
403	The New Area-Wide Model of the euro area: a micro-founded open-economy model for forecasting and policy analysis Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2008-10-13 06:41:36 Economy of the European Union Time series analysis Statistical forecasting Econometrics New Keynesian economics Dynamic stochastic general equilibrium Macroeconomic model Euro Vector autoregression Statistics Economics Macroeconomics
404	Estimating multi-country VAR models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2006-05-15 04:36:02 Regression analysis Time series analysis Vector autoregression Economic model Variance Markov chain FORECAST Estimation theory Statistics Econometrics Multivariate statistics
405	Monetary policy shocks - a nonfundamental look at the data Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:20:08 New Keynesian economics Economic theories Time series analysis Dynamic stochastic general equilibrium Vector autoregression Economic model Real business cycle theory Monetary policy Macroeconomic model Macroeconomics Economics New classical macroeconomics
406	MVAR_revision_August_2012 Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2012-08-29 04:21:01 Econometrics Mathematical finance Statistical models Financial crises Vector autoregression Value at risk Systemic risk Credit risk Economic model Statistics Economics Financial risk
407	Identifying the effects of monetary policy shocks on exchange rates using high frequency data Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:20:03 Macroeconomics Macroeconomic policy Public finance Economic model Shock Overshooting model Vector autoregression Central bank Federal Open Market Committee Statistics Economics Monetary policy
408	WO R K I N G PA P E R S E R I E S N O[removed]J U LY[removed]TECHNOLOGY SHOCKS AND ROBUST SIGN RESTRICTIONS Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2004-07-22 10:49:37 Statistics Real business cycle theory Technology shock Business cycle Shock Vector autoregression Economic model Productivity Supply shock Macroeconomics Economics New classical macroeconomics
409	Evolving U.S. monetary policy and the decline of inflation predictability Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2007-10-25 07:30:44 Econometrics Time series analysis Central banks Macroeconomic policy Disinflation Autoregressive conditional heteroskedasticity Monetary policy Vector autoregression European Central Bank Economics Statistics Inflation
410	EVOLVING PHILLIPS TRADE-OFF Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2010-04-21 08:41:17 Economic theories Macroeconomic policy Monetary policy Phillips curve Vector autoregression Natural rate of unemployment Economic model Inflation Macroeconomic model Economics Macroeconomics Unemployment

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