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Vector autoregression
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#	Item
421	Evaluating Real-Time VAR Forecasts with an Informative Democratic Prior Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2010-05-19 14:17:16 Statistical forecasting Bayesian statistics Data analysis Forecasting Vector autoregression Bayesian VAR Prior probability Bayesian inference Regression analysis Statistics Econometrics Time series analysis
422	Centre for Central Banking Studies Joint Research Paper – No. 2 An application of data-rich environment for policy analysis of the Indian economy Haroon Mumtaz and Nitin Kumar Add to Reading List Source URL: www.bankofengland.co.uk Language: English - Date: 2013-05-03 06:59:19 Macroeconomics Econometrics Monetary policy Interest rates Actuarial science Forecasting Open market operation Economic model Vector autoregression Statistics Economics Time series analysis
423	A Quantitative Comparison of Sticky-Price and Sticky-Information Models of Price Setting Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2006-12-11 12:24:54 Inflation Vector autoregression Phillips curve Economic model Bayesian information criterion Parameter identification problem Maximum likelihood Structural estimation Sticky Statistics Economics Econometrics
424	What drives U.S. current account fluctuations? Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2008-11-26 12:57:05 New classical macroeconomics International economics National accounts Dynamic stochastic general equilibrium Macroeconomic model Monetary policy Balance of trade Futures contract Vector autoregression Macroeconomics Economics Statistics
425	P1: FCG JWBK384-Maddala August 27, [removed]:41 Add to Reading List Source URL: media.wiley.com Language: English - Date: 2013-08-21 10:16:26 Econometric model Dummy variable Linear regression Economic model Heteroscedasticity Regression analysis Economic data G. S. Maddala Vector autoregression Statistics Econometrics Economics
426	Melbourne Institute Working Paper Series Working Paper No[removed]Uncertainty Shocks and Unemployment Dynamics in U.S. Recessions Giovanni Caggiano, Efrem Castelnuovo and Nicolas Groshenny Add to Reading List Source URL: www.melbourneinstitute.com Language: English - Date: 2014-05-14 02:40:16 New Keynesian economics Unemployment Real business cycle theory Vector autoregression Recession Business cycle Economic model Labour economics Dynamic stochastic general equilibrium Macroeconomics Economics New classical macroeconomics
427	Economic Determinants of the Nominal Treasury Yield Curve ; Add to Reading List Source URL: www.chicagofed.org Language: English - Date: 2009-12-20 12:31:25 Macroeconomics Linear algebra Matrix theory Mathematical finance Fixed income market Yield curve Vector autoregression Real business cycle theory Eigenvalues and eigenvectors Algebra Economics Mathematics
428	Melbourne Institute Working Paper Series Working Paper No[removed]Forecasting Australian Macroeconomic Variables Using a Large Dataset Sarantis Tsiaplias and Chew Lian Chua Add to Reading List Source URL: melbourneinstitute.com Language: English - Date: 2010-06-15 20:53:41 Multivariate statistics Statistical forecasting Econometrics Forecasting Principal component analysis Vector autoregression Variance Economic model Statistics Data analysis Time series analysis
429	Does information help recovering structural shocks from past observations? Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2006-06-08 04:08:56 Time series analysis Multivariate statistics Macroeconomics New classical macroeconomics Vector autoregression Dynamic stochastic general equilibrium Economic model Instrumental variable Technology shock Statistics Economics Econometrics
430	Melbourne Institute Working Paper Series Working Paper No[removed]Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption? Chew Lian Chua and Sarantis Tsiaplias Add to Reading List Source URL: www.melbourneinstitute.com Language: English - Date: 2010-06-15 20:53:51 Statistical forecasting Index numbers Data analysis Forecasting Macroeconomic model Consumer Confidence Index Vector autoregression Gross domestic product Autoregressive integrated moving average Statistics Time series analysis Econometrics

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