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Vector autoregression
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#	Item
411	U.S. evolving macroeconomic dynamics: a structural investigation Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2007-04-24 04:41:01 Macroeconomic policy New classical macroeconomics Economic policy Inflation Vector autoregression Monetary policy Great Moderation Demand for money Lucas critique Macroeconomics Economics Statistics
412	What does a technology shock do? A VAR analysis with model-based sign restrictions Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2006-12-28 05:34:54 New Keynesian economics Dynamic stochastic general equilibrium Real business cycle theory Economic growth Macroeconomic model Vector autoregression Business cycle Technology shock General equilibrium theory Macroeconomics Economics New classical macroeconomics
413	Wo r k i n g Pa p e r S e r i e S NO[removed]o c t o b e r 2013 Granger-Causal-Priority and Choice of Variables in Vector Autoregressions Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-10-16 04:45:39 Bayesian statistics Philosophy of science Bayesian VAR Vector autoregression Causality Regression analysis Bayesian inference Gibbs sampling Marginal likelihood Statistics Econometrics Time series analysis
414	Bayesian Inference in Cointegrated VAR Models: With Applications to the Demand for Euro Area M3 Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2006-11-17 11:41:34 Econometrics Mathematical finance Statistical theory Cointegration Vector autoregression Prior probability Johansen test Hyperparameter Bayesian inference Statistics Bayesian statistics Time series analysis
415	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: 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
416	Non stationary variance and Volatility Causality Add to Reading List Source URL: 193.49.79.89 Language: English - Date: 2014-06-16 07:35:51 Time series analysis Technical analysis Autoregressive conditional heteroskedasticity Volatility Variance Vector autoregression Normal distribution Stochastic volatility Statistics Mathematical finance Econometrics
417	Stress Testing: The Impact of Shocks on the Capital Needs of the Luxembourg Banking Sector Abdelaziz Rouabah* John Theal* ABSTRACT Add to Reading List Source URL: www.bcl.lu Language: English - Date: 2010-05-03 10:02:11 Econometrics Basel II Software testing Stress testing Economic model Vector autoregression Macroeconomic model Credit risk Probability of default Statistics Economics Macroeconomics
418	Measuring systemic risk in the European banking sector: A Copula CoVaR approach Emmanouil N. Karimalis∗ Nikos Nomikos† Add to Reading List Source URL: www.cass.city.ac.uk Language: English - Date: 2015-03-02 10:59:13 Mathematical finance Covariance and correlation Econometrics Copula Correlation and dependence Vector autoregression Independence Beta Expected shortfall Statistics Statistical dependence Multivariate statistics
419	Centre for Central Banking Studies Joint Research Paper – No. 4 Financial conditions and density forecasts for US output and inflation By Piergiorgio Alessandri and Haroon Mumtaz Add to Reading List Source URL: www.bankofengland.co.uk Language: English - Date: 2013-05-03 06:53:56 Multivariate statistics Time series analysis Parametric statistics Vector autoregression Economic model Principal component analysis Regression analysis T-statistic Variance Statistics Econometrics Data analysis
420	ISSN[removed]EUROPEAN ECONOMY Economic Papers 459 \| July 2012 Add to Reading List Source URL: ec.europa.eu Language: English - Date: 2012-07-10 07:40:29 Econometrics Time series analysis Macroeconomics Economic policy Vector autoregression Fiscal sustainability Macroeconomic model Gross domestic product Debt-to-GDP ratio Statistics Economics Fiscal policy

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