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Vector autoregression
Results: 504

#	Item
431	On the fit and forecasting performance of New-Keynesian models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2005-09-02 08:33:18 New classical macroeconomics Dynamic stochastic general equilibrium Macroeconomic model Economic theories Time series analysis General equilibrium theory Vector autoregression Economic model Marginal likelihood Macroeconomics Economics New Keynesian economics
432	Opening the black box: structural factor models with large gross-sections Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2007-01-23 12:24:32 Vector autoregression Dynamic factor Economic model Shock Variance decomposition Dimensional analysis Econometrics Statistics Economics
433	MACROECONOMIC FORECASTING AND STRUCTURAL CHANGE Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2010-04-14 05:38:15 Statistical forecasting Macroeconomic model Forecasting Economic model Economic forecasting Forecast error Vector autoregression Volatility Great Moderation Statistics Macroeconomics Time series analysis
434	What does a financial shock do? First international evidence Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-03-06 05:10:43 New classical macroeconomics Financial crises Dynamic stochastic general equilibrium Financial accelerator Shock Monetary policy Financial crisis Macroeconomic model Vector autoregression Economics Macroeconomics Economic bubbles
435	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: 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
436	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: www.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
437	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: 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
438	Wo r k i n g Pa p e r S e r i e s N o[removed]N ov e m b e r[removed]Large Bayesian VARs by Marta Bańbura, Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2008-11-14 10:30:54 Actuarial science Data analysis Bayesian statistics Bayesian VAR Vector autoregression Macroeconomic model Economic model Regression analysis Mathematical model Statistics Econometrics Time series analysis
439	Wo r k i n g Pa p e r S e r i e S NO[removed]j a n u a r y 2013 A Non-Standard Monetary Policy Shock The ECB’s 3-Year LTROs And Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-01-24 05:18:32 Statistics Monetary policy Economic policy Money Euro Vector autoregression Quantitative easing Macroeconomics Economics Central banks
440	NBER WORKING PAPER SERIES WHAT DOES MONETARY POLICY DO TO LONG-TERM INTEREST RATES AT THE ZERO LOWER BOUND? Jonathan H. Wright Working Paper 17154 Add to Reading List Source URL: www.nber.org Language: English - Date: 2011-12-05 15:22:15 Federal Reserve Monetary policy Finance Banking Federal funds rate Federal Open Market Committee Vector autoregression Federal Reserve System Quantitative easing Economics Macroeconomics Statistics

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