Vector autoregression

Results: 504



#Item
61Economic theories / New classical macroeconomics / Economic growth / Manufacturing / Productivity / Vector autoregression / Economic model / Labour economics / Phillips curve / Economics / Macroeconomics / New Keynesian economics

INTERNATIONAL ECONOMIC REVIEW Vol. 53, No. 1, February 2012 NEUTRAL TECHNOLOGY SHOCKS AND THE DYNAMICS OF LABOR INPUT: RESULTS FROM AN AGNOSTIC IDENTIFICATION** BY HAROON MUMTAZ AND FRANCESCO ZANETTI1

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Source URL: users.ox.ac.uk

Language: English - Date: 2013-12-20 16:45:20
62Time series analysis / Vector autoregression / Shock / Impulse response / Technology shock / Control theory / Analysis of variance / Economic model / Statistics / Macroeconomics / Econometrics

Appendix for: Neutral technology shocks and the dynamics of labor input: results from an agnostic identi…cation Haroon Mumtaz Francesco Zanetti

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Source URL: users.ox.ac.uk

Language: English - Date: 2010-09-07 07:04:06
63Mathematical finance / Econometrics / Time series analysis / New classical macroeconomics / Volatility / Dynamic stochastic general equilibrium / Vector autoregression / Stochastic volatility / Macroeconomic model / Economics / Macroeconomics / Statistics

HAROON MUMTAZ FRANCESCO ZANETTI The Impact of the Volatility of Monetary Policy Shocks This paper studies the impact of the volatility of monetary policy using a

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Source URL: users.ox.ac.uk

Language: English - Date: 2013-12-20 16:42:34
64Econometrics / Matrices / Linear algebra / Time series analysis / Vector autoregression / Multivariate normal distribution / Covariance matrix / Normal distribution / Matrix / Statistics / Algebra / Multivariate statistics

Identification and estimation of non-Gaussian structural vector autoregressions Markku Lanne, Mika Meitz and Pentti Saikkonen CREATES Research PaperDepartment of Economics and Business

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Source URL: pure.au.dk

Language: English - Date: 2015-04-13 04:15:00
65Macroeconomics / Estimation theory / Statistical forecasting / Kalman filter / Forecasting / Recursive least squares filter / Regression analysis / Vector autoregression / Adaptive expectations / Statistics / Time series analysis / Econometrics

doi:j.econlet

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Source URL: www.economics.uci.edu

Language: English - Date: 2014-11-04 13:05:20
66Estimation theory / Statistical methods / Parametric statistics / Instrumental variable / Linear regression / Structural equation modeling / Ordinary least squares / Vector autoregression / Econometric model / Statistics / Econometrics / Regression analysis

Microsoft Word - WPS 183_QIN_Zhang

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Source URL: www.soas.ac.uk

Language: English - Date: 2013-10-03 08:30:36
67Time series analysis / Regression analysis / Cointegration / Unit root / Linear regression / Vector autoregression / Least squares / Normal distribution / Instrumental variable / Statistics / Econometrics / Economics

Challenges of Trending Time Series Econometrics P.C.B. Phillipsa a Cowles Foundation, Yale University, University of Auckland and University of York. E-mail:

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-14 22:07:56
68Multivariate statistics / Econometrics / Time series / Vector autoregression / Autoregressive model / Economic model / Sparse matrix / Statistics / Time series analysis / Noise

Microsoft Word - ISI_Abstract2013

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Source URL: www.statistics.gov.hk

Language: English - Date: 2013-08-22 04:39:19
69Export function / International trade / Peak oil / Vector autoregression / Dutch disease / Gross domestic product / Statistics / Economics / International economics

The Impact of Real Exchange Rate on Non-Oil Exports: The case of Azerbaijan Fakhri Hasanov and Ilaha Samadova

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Source URL: www.ecosecretariat.org

Language: English - Date: 2011-01-16 05:29:13
70Econometrics / Time series analysis / Pricing / World food price crisis / Cointegration / Vector autoregression / Monetary inflation / Price / Commodity / Economics / Statistics / Inflation

Common shocks, uncommon effects: food inflation in the EU

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Source URL: www.fp7-ulysses.eu

Language: English - Date: 2014-09-27 04:51:30
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