Vector autoregression

Results: 504



#Item
481Statistical tests / Econometrics / Mathematical finance / Cointegration / Johansen test / Unit root / Vector autoregression / Quantity theory of money / Phillips–Perron test / Statistics / Time series analysis / Economics

The Quantity Theory of Money: Evidence from the United States Jamie Emerson

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Source URL: www.accessecon.com

Language: English - Date: 2006-01-10 14:50:36
482Statistics / Monetary policy / Optimum currency area / Business cycle / Vector autoregression / Currency union / Federal Reserve System / Macroeconomic model / Economics / Macroeconomics / Currency

Federal Reserve Bank of Chicago Is the United States an optimum currency

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Source URL: www.chicagofed.org

Language: English - Date: 2009-12-20 12:31:36
483Monetary inflation / Macroeconomics / Economic model / Monetary policy / Fisher hypothesis / Monetarism / Real interest rate / Hyperinflation / Unit root / Economics / Inflation / Vector autoregression

University of Pretoria Department of Economics Working Paper Series

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Source URL: web.up.ac.za

Language: English - Date: 2010-12-03 00:07:14
484Mathematical finance / Econometrics / Time series analysis / Vector autoregression / Volatility / Asian financial crisis / Futures contract / Macroeconomics / Short / Economics / Statistics / Asia

環境與管理研究第八卷第二期 The Macroeconomic Determinants of Stock Price Volatility:Evidence From Taiwan,South Korea,Singapore and Hong Kong-

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Source URL: 203.72.2.115

Language: English - Date: 2008-04-29 00:31:31
485Time series analysis / Cointegration / Vector autoregression / Robert F. Engle / Unit root / Clive Granger / Econometric model / Linear regression / Economic model / Statistics / Econometrics / Economics

Advanced information on the Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 8 October 2003

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Source URL: www-stat.wharton.upenn.edu

Language: English - Date: 2006-11-19 23:44:00
486Linear regression / Heteroscedasticity / Generalized method of moments / Instrumental variable / Least squares / Quantile regression / Vector autoregression / Generalized least squares / Gauss–Markov theorem / Statistics / Regression analysis / Econometrics

ECONOMETRICS Bruce E. Hansen c 2000, 20131

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Source URL: www.ssc.wisc.edu

Language: English - Date: 2013-01-21 09:40:27
487Econometrics / Fellows of the Econometric Society / Autoregressive–moving-average model / JMulTi / Vector autoregression / Unit root test / Autoregressive conditional heteroskedasticity / Søren Johansen / Methodology of econometrics / Statistics / Time series analysis / Economics

January 7, 2013 Curriculum Vitae

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Source URL: www.diw.de

Language: English - Date: 2013-10-25 12:26:13
488Vector autoregression / Statistics / Econometrics / Time series analysis

[removed]

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Source URL: www.esri.go.jp

Language: English - Date: 2004-04-18 11:00:00
489Macroeconomics / Economic model / Macroeconomic model / Representative agent / Invariant subspace / Kalman filter / Vector autoregression / Economics / Statistics / Mathematics

Recursive Models of Dynamic Linear Economies

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Source URL: home.uchicago.edu

Language: English - Date: 2005-09-23 14:29:00
490Time series analysis / Estimation theory / Gretl / Vector autoregression / Linear regression / Quantile regression / Kalman filter / Cointegration / Probit / Statistics / Econometrics / Regression analysis

Gretl User’s Guide Gnu Regression, Econometrics and Time-series Library

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Source URL: switch.dl.sourceforge.net

Language: English - Date: 2013-10-18 12:37:22
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