Vector autoregression - PDFSEARCH.IO - Document Search Engine

Vector autoregression
Results: 504

#	Item
71	Melbourne Institute Working Paper Series Working Paper NoMeasuring the Connectedness of the Global Economy Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin Measuring the Connectedness of the Global Add to Reading List Source URL: www.melbourneinstitute.com Language: English - Date: 2015-03-29 21:16:38 Econometrics Time series analysis Vector autoregression Dynamic stochastic general equilibrium Economic model Macroeconomic model JEL classification codes Static single assignment form Macroeconomics Statistics Economics
72	Spatial Time-Series Modeling: A review of the proposed methodologies Yiannis Kamarianakis Department of Economics, University of Crete, Rethymnon, Greece, and Regional Analysis Division, Institute of Applied and Computat Add to Reading List Source URL: itcnt05.itc.nl Language: English - Date: 2008-09-22 04:53:12 Noise Autoregressive–moving-average model Stochastic processes Time series Autoregressive integrated moving average Regression analysis Autoregressive conditional heteroskedasticity Economic model Vector autoregression Statistics Time series analysis Econometrics
73	Monetary Policy and Asset Prices: An Empirical Investigation Lichao Cheng China Center for Economic Research Peking University Add to Reading List Source URL: www.hkimr.org. Language: English - Date: 2012-10-04 05:46:29 Statistics Monetary economics Macroeconomic policy Public finance Shock Vector autoregression Contractionary monetary policy Economic model Money supply Economics Macroeconomics Monetary policy
74	Japanese Monetary Policy Reaction Function and Time-Varying Structural Vector Autoregressions: A Monte Carlo Particle Filtering Approach ∗ Koiti Yano† Naoyuki Yoshino‡ Add to Reading List Source URL: www.fsa.go.jp Language: English - Date: 2008-02-14 02:11:11 Control theory Robot control Econometrics Time series analysis Kalman filter State observer Vector autoregression Markov chain Time series Statistics Probability and statistics Markov models
75	BOFIT Discussion Papers 13 • 2015 Heiner Mikosch and Stefan Neuwirth Real-time forecasting with a Add to Reading List Source URL: www.suomenpankki.fi Language: English - Date: 2015-04-13 07:20:29 Time series analysis Econometric models Estimation theory Mixed data sampling Vector autoregression Distributed lag Linear regression Least squares Kalman filter Statistics Econometrics Regression analysis
76	BOFIT Discussion Papers 12 • 2015 Linlin Niu, Xiu Xu and Ying Chen An adaptive approach to Add to Reading List Source URL: www.suomenpankki.fi Language: English - Date: 2015-04-15 04:22:48 Estimation theory Macroeconomics Statistical forecasting Macroeconomic model Regression analysis Vector autoregression Forecasting Economic model Maximum likelihood Statistics Econometrics Time series analysis
77	PDF Document Add to Reading List Source URL: baduncan.com Language: English - Date: 2014-10-21 20:28:56 Estimation theory Parametric statistics Time series analysis Linear regression Stepwise regression Vector autoregression Kalman filter Simple linear regression Least squares Statistics Regression analysis Econometrics
78	Microsoft Word - WP No.18_2012.doc Add to Reading List Source URL: www.hkimr.org. Language: English - Date: 2012-08-07 21:49:34 Stock market crashes International economics National accounts Balance of payments Monetary policy Asian financial crisis Late-2000s financial crisis Vector autoregression Inflation Economics Financial crises Economic bubbles
79	Microsoft Word - Gronewold and others revised.doc Add to Reading List Source URL: www.anzrsai.org Language: English - Date: 2014-04-15 21:41:39 Multivariate statistics Vector autoregression Sensitivity analysis Variance Static single assignment form Regression analysis Economic model Mathematical model Statistics Econometrics Time series analysis
80	The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure Add to Reading List Source URL: federalreserve.gov Language: English Econometrics New classical macroeconomics Economic theories Macroeconomic policy Monetary policy Vector autoregression Economic model Dynamic stochastic general equilibrium Parameter identification problem Economics Macroeconomics Statistics

UPDATE