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Vector autoregression
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461	A review of nonfundamentalness and identification in structural VAR models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2008-08-04 13:14:48 Time series analysis New classical macroeconomics Econometrics Vector autoregression Economic model Dynamic stochastic general equilibrium Macroeconomic model Value at risk Statistics Macroeconomics Economics
462	Frequentist evaluation of small DSGE models Luca Fanelliy Gunnar Bårdsen This version: Janaury 2014 Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-03-31 06:23:58 Time series analysis Macroeconomics New Keynesian economics New classical macroeconomics Dynamic stochastic general equilibrium Macroeconomic model Vector autoregression Cointegration Unit root Statistics Economics Econometrics
463	Gimme a Break! Identi…cation and Estimation of the Macroeconomic E¤ects Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-04-10 13:11:48 New classical macroeconomics New Keynesian economics Dynamic stochastic general equilibrium Macroeconomic policy Macroeconomic model Vector autoregression Economic model Monetary policy Macroeconomics Statistics Economics
464	PDF Document Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:19:58 Monetary policy Economy of the European Union Monetary economics Euro Vector autoregression Gross domestic product Inflation Economic model Money supply Economics Macroeconomics Statistics
465	Detecting Big Structural Breaks in Large Factor Models∗ Liang Chen† Juan J. Dolado‡ Jesús Gonzalo§ Add to Reading List Source URL: www.eco.uc3m.es Language: English - Date: 2013-10-08 04:04:07 Singular value decomposition Data analysis Psychometrics Factor analysis Principal component analysis Dynamic factor Eigenvalues and eigenvectors Vector autoregression Von Neumann algebra Statistics Multivariate statistics Econometrics
466	Econometrics Journal (2002), volume 5, pp. 285–318. Distributions of error correction tests for cointegration N EIL R. E RICSSON† AND JAMES G. M AC K INNON‡ † Stop Add to Reading List Source URL: qed.econ.queensu.ca Language: English - Date: 2003-01-08 10:39:32 Mathematical finance Statistical tests Parametric statistics Cointegration Johansen test T-statistic Vector autoregression Regression analysis Autoregressive conditional heteroskedasticity Statistics Econometrics Time series analysis
467	Risk Models–at–Risk Christophe M. Boucher Jón Daníelsson Add to Reading List Source URL: www.systemicrisk.ac.uk Language: English - Date: 2014-01-31 06:03:15 RiskMetrics Value at risk Risk Estimation theory Model risk Variance Uncertainty Vector autoregression Financial risk modeling Statistics Actuarial science Financial risk
468	VECTOR TIME SERIES AND INNOVATION RESPONSE ANALYSIS Herman J. Bierens Pennsylvania State University (Revised: October 15, [removed]. Add to Reading List Source URL: econ.la.psu.edu Language: English - Date: 2007-10-15 11:17:30 Vector autoregression Statistics Econometrics Time series analysis
469	Panel vector autoregressive models: a survey Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-01-24 05:14:43 Econometrics Time series analysis Dynamic stochastic general equilibrium Vars Vector autoregression Bayesian VAR Macroeconomic model Value at risk Futures and promises Economics Statistics Macroeconomics
470	The international dimension of confidence shocks Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2014-04-14 02:52:47 Vector autoregression Business cycle Consumer confidence Consumer Confidence Index Economic model Gross domestic product Value at risk Macroeconomics Inflation Statistics Economics Shock

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