Vector autoregression - PDFSEARCH.IO - Document Search Engine

Vector autoregression
Results: 504

#	Item
451	Business Cycle Spillovers in the EU15: What is the Message Transmitted by the Periphery? Nikolaos Antonakakisa,b,∗, Ioannis Chatziantonioub , George Filisc a Vienna University of Economics and Business, Department of Add to Reading List Source URL: www.eabcn.org Language: English - Date: 2013-12-19 09:22:04 Business cycle Normal distribution Regression analysis Analysis of variance Vector autoregression Statistics Econometrics Variance
452	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
453	Monetary policy analysis in a small open economy using bayesian cointegrated structural VARS Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2004-02-02 11:26:44 Multivariate statistics Bayesian statistics Cointegration Mathematical finance Vector autoregression Bayesian inference Regression analysis Gibbs sampling Statistics Econometrics Time series analysis
454	Infinite-dimensional VARs and factor models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2009-02-09 11:48:57 Statistical inference Estimation theory Regression analysis Bayesian VAR Vector autoregression Estimator Least squares Statistics Econometrics Time series analysis
455	A method to generate structural impulse-responses for measuring the effects of shocks in structural macro models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2006-02-09 03:40:37 Macroeconomics New classical macroeconomics Regression analysis Multivariate statistics Dynamic stochastic general equilibrium Vector autoregression Economic model Instrumental variable General equilibrium theory Statistics Econometrics Economics
456	Microsoft Word[removed]Di Giacinto Conference Paper REVISED _2_.doc Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-01-15 13:34:59 Control theory Econometrics Time series analysis Vector autoregression Innovation State space Mathematical model Economic model JEL classification codes Statistics Science Mathematics
457	Bayesian analysis of recursive SVAR models with overidentifying restrictions Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2012-11-16 10:50:29 Time series analysis Vector autoregression Bayesian inference Constructible universe Probability space Statistics Bayesian statistics Econometrics
458	ISSN[removed]CEP Discussion Paper No 1016 October 2010 How Big (Small?) are Fiscal Multipliers? Ethan Ilzetzki, Enrique G. Mendoza and Carlos A. Végh Add to Reading List Source URL: cep.lse.ac.uk Language: English - Date: 2010-10-28 11:15:48 Macroeconomic policy Econometrics Multiplier Fiscal multiplier Automatic stabilizer Gross domestic product Economic growth Vector autoregression Economic data Economics Statistics Macroeconomics
459	Prediction using several macroeconomic models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-04-23 05:23:14 New classical macroeconomics Statistical theory Dynamic stochastic general equilibrium Econometrics Macroeconomic model Economic model Statistical inference Vector autoregression Statistics Macroeconomics Economics
460	Fiscal developments and financial stress: a threshold VAR analysis Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2012-06-13 09:42:53 Central banks Financial risk Economic theories Financial crises Dynamic stochastic general equilibrium European Central Bank Vector autoregression Economic model Macroprudential policy Economics Macroeconomics New Keynesian economics

UPDATE