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Vector autoregression
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#	Item
41	Granger Causality and Regime Inference in Bayesian Markov-Switching VARs Matthieu Droumagueta , Anders Warneb , Tomasz Wo´zniakc,∗ a Department of Economics, European University Institute Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2015-05-10 20:36:54 Econometrics Markov processes Statistical models Markov chain Vector autoregression Granger causality Entailment Causality Mixture model Statistics Time series analysis Markov models
42	Microsoft Word - memo3105.doc Add to Reading List Source URL: www.sv.uio.no Language: English International economics Macroeconomic policy Public finance Contractionary monetary policy Inflation Monetary inflation Overshooting model Vector autoregression Mundell–Fleming model Economics Macroeconomics Monetary policy
43	Modelling the transmission mechanism of monetary policy in emerging market countries using prior information Jeffery D Amato and Stefan Gerlach 1. Add to Reading List Source URL: www.bis.org Language: English - Date: 2001-11-01 18:00:00 Economic model Inflation Econometric model Vector autoregression Parameter Regression analysis Confidence interval Estimation theory Macroeconomics Statistics Econometrics Economics
44	FISCAL MULTIPLIERS IN RECESSION AND EXPANSION Alan J. Auerbach and Yuriy Gorodnichenko University of California, Berkeley January 2012 In this paper, we estimate government purchase multipliers for a large number of OECD Add to Reading List Source URL: eml.berkeley.edu Language: English - Date: 2012-01-05 12:20:35 Impulse response Recession Multiplier Vector autoregression Fiscal multiplier Gross domestic product Economic model Macroeconomic model Late-2000s financial crisis Economics Macroeconomics Statistics
45	economicpolicyuncertainty.dvi Add to Reading List Source URL: www.policyuncertainty.com Language: English - Date: 2013-12-18 02:33:29 New classical macroeconomics Cognition Measurement Uncertainty Vector autoregression Shock Dynamic stochastic general equilibrium Value at risk Inflation Statistics Economics Macroeconomics
46	the stock market crash - obes -final.dvi Add to Reading List Source URL: rogerfarmer.com Language: English - Date: 2015-03-09 16:42:07 Econometrics Unemployment Macroeconomics Multivariate statistics Granger causality Cointegration Labour economics Natural rate of unemployment Vector autoregression Economics Statistics Time series analysis
47	Cliometrica:63–77 DOIs11698ORIGINAL PAPER Prices, wages and fertility in pre-industrial England Marc P. B. Klemp Add to Reading List Source URL: www.econ.brown.edu Language: English - Date: 2013-05-14 22:59:40 Population Welfare economics Demographic economics Political economy Thomas Robert Malthus Labour economics Vector autoregression Economic growth Malthusianism Economics Statistics Macroeconomics
48	Article accepted by NeuroImage doi:j.neuroimageHow to detect the Granger-causal ﬂow direction in the presence of additive noise? Martin Vinck Add to Reading List Source URL: www.esi-frankfurt.de Language: English - Date: 2014-12-23 08:46:57 Noise Data compression White noise Coherence Causality Linear regression Granger causality Vector autoregression Statistics Time series analysis Econometrics
49	Are Fiscal Multipliers Regime-Dependent? A Meta Regression Analysis Add to Reading List Source URL: www.boeckler.de Language: English - Date: 2014-09-24 16:00:14 Multiplier Fiscal multiplier Business cycle Crowding out Recession JEL classification codes Macroeconomic model Vector autoregression Macroeconomics Economics Statistics
50	Real Output Co-movements in East Asia: A Cointegration Approach Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 18:47:58 Economics Mathematical finance Cointegration Johansen test Unit root Error correction model Instrumental variable Statistical hypothesis testing Vector autoregression Statistics Time series analysis Econometrics