Vector autoregression

Results: 504



#Item
81Econometrics / Time series analysis / Vector autoregression / Dynamic stochastic general equilibrium / Economic model / Macroeconomic model / JEL classification codes / Static single assignment form / Macroeconomics / Statistics / Economics

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

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Source URL: melbourneinstitute.com

Language: English - Date: 2015-03-29 21:16:38
82Markov models / Monetary policy / Control theory / Markov chain / Vector autoregression / Impulse response / Inflation / Instrumental variable / Expansionary monetary policy / Statistics / Economics / Econometrics

Evaluating Monetary Policy When Nominal Interest Rates are Almost Zero Ippei Fujiwara∗† Research and Statistics Department, Bank of JapanNihonbashi-Hongokucho, Chuo-ku, Tokyo, JAPAN March 2004

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Source URL: core.ac.uk

Language: English - Date: 2012-10-06 18:45:15
83Vector autoregression / Futures contract / Statistics / Econometrics / Time series analysis

The Transmission of US Shocks to Emerging Markets KOLVER H ERNANDEZ ˘

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Source URL: www.cemla.org

Language: English - Date: 2015-04-21 11:20:19
84Demand for money / Multiplier / Differential equation / Vector autoregression / Nonlinear system / Akaike information criterion / Normal distribution / Statistics / Macroeconomics / Dynamical systems

Applied Economics, 2001, 33, 1727 ± 1736 Evidence on nonlinear error correction in money demand: the case of Taiwan C L I F F J. H U A N G , C H I EN - F U JE F F LI N { and JE N - C H I CHENG*}

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Source URL: homepage.ntu.edu.tw

Language: English - Date: 2006-07-14 23:14:59
85Foreign exchange market / Econometrics / Vector autoregression / Shock / Peak oil / Economy of Japan / Price of petroleum / Exchange rate / Economic growth / Economics / Macroeconomics / International economics

DP RIETI Discussion Paper Series 15-E-029 Impact of Exchange Rate Shocks on Japanese Exports: Quantitative assessment using a structural VAR model

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Source URL: www.rieti.go.jp

Language: English - Date: 2015-03-10 21:34:29
86Soft matter / Pricing / Environmental economics / Futurology / Petroleum politics / Shock / Price of petroleum / Peak oil / Vector autoregression / Economics / Macroeconomics / Statistics

DP RIETI Discussion Paper Series 15-E-028 Oil Price, Exchange Rate Shock, and the Japanese Economy

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Source URL: www.rieti.go.jp

Language: English - Date: 2015-03-10 21:34:29
87Real estate economics / Business cycle / Economic growth / Vector autoregression / Real estate bubble / Economic equilibrium / Subprime crisis background information / Economics / Statistics / Real estate

Poster Session: #1 Time: Monday, August 6, 2012 PM Paper Prepared for the 32nd General Conference of The International Association for Research in Income and Wealth

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Source URL: www.iariw.org

Language: English - Date: 2012-05-17 13:05:54
88Economics / Granger causality / Cointegration / Causality / Unit root / Gross domestic product / Vector autoregression / Energy policy / Time series analysis / Statistics / Econometrics

Energy Economics–75 Disaggregated industrial energy consumption and GDP: the case of Shanghai, 1952–1999 Yemane Wolde-Rufael* Equalities Unit, London Borough of Camden, Town Hall, Judd Street, London WC

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Source URL: plagiarism.repec.org

Language: English - Date: 2012-05-16 17:09:37
89Prior probability / Conjugate prior / Loss function / Vector autoregression / Bayesian linear regression / Statistics / Bayesian statistics / Bayesian inference

Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information ∗ Christiane Baumeister

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Source URL: econweb.ucsd.edu

Language: English - Date: 2015-05-16 10:46:19
90Money / Guggenheim Fellows / Federal Reserve / Ben Bernanke / Interest rates / Vector autoregression / Expansionary monetary policy / Federal funds rate / Money supply / Macroeconomics / Economics / Monetary policy

Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy* June 2000 Revised: July 2001 James D. Hamilton Department of Economics, 0508

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Source URL: econweb.ucsd.edu

Language: English - Date: 2008-03-07 14:37:54
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