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Vector autoregression
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1	Advanced time-series analysis (University of Lund, Economic History Department) 30 Jan-3 February andMarch 2012 Lecture 9 Vector Autoregression (VAR) techniques: motivation and applications. Estimation procedure. Add to Reading List Source URL: peterfoldvari.com Language: English - Date: 2012-09-29 08:04:49
2	University of Vienna Vienna Graduate School of Economics Empirical Macroeconomics: Models and Methods Spring Semester 2013 Thomas A. Lubik Add to Reading List Source URL: www.vgse.at Language: English - Date: 2013-03-07 10:47:28 Economics Statistics Statistical theory Dynamic stochastic general equilibrium Econometrics Bayesian statistics Bayesian vector autoregression Macroeconomic model Bayesian inference Bayesian Prior probability Vector autoregression
3	Microsoft Word - WP2016-19.doc Add to Reading List Source URL: www.ofce.fr Language: English - Date: 2016-06-15 05:11:16 Economy Economics Macroeconomics Production economics Economic growth Time series models Real business-cycle theory Shock Productivity Business cycle Vector autoregression Technology shock
4	The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States∗ Karel Mertens and Morten O. Ravn March 20, 2012 Abstract Add to Reading List Source URL: www.homepages.ucl.ac.uk Language: English - Date: 2012-03-20 13:20:06 Statistics Regression analysis Simultaneous equation methods Probability theory Instrumental variable Vector autoregression Reduced form Income tax in the United States Taxation in the United States Shock Tax Covariance
5	RCEA Bayesian Econometrics WorkshopConditional forecasting with BVAR model for Russia the role of oil prices and economic sanctions Add to Reading List Source URL: www.forecast.ru Language: English - Date: 2016-06-09 08:54:22 Frequency modulation Vector autoregression
6	University of Hawai`i at Mānoa Department of Economics Working Paper Series Saunders Hall 542, 2424 Maile Way, Honolulu, HIPhone: ( Add to Reading List Source URL: www.economics.hawaii.edu Language: English - Date: 2016-01-22 21:37:07 Statistics Estimation theory Regression analysis Time series models Simultaneous equation methods Statistical models Vector autoregression Autoregressive model Instrumental variable Ordinary least squares Generalized method of moments Variance
7	MEASURING THE EFFECTS OF MONETARY POLICY: A FACTOR-AUGMENTED VECTOR AUTOREGRESSIVE (FAVAR) APPROACH* BEN S. BERNANKE JEAN BOIVIN PIOTR ELIASZ Add to Reading List Source URL: faculty.wcas.northwestern.edu Language: English - Date: 2007-05-03 09:04:56 Economics Economy Time series models Econometrics Monetary policy Keynesian economics Vector autoregression Economic model Macroeconomics Phillips curve Supply and demand ISLM model
8	This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution and shar Add to Reading List Source URL: sure-infrastructure.leeds.ac.uk Language: English - Date: 2014-05-09 08:18:31 Econometrics Time series analysis Statistics Economics Time series models Mathematical finance Energy economics Cointegration Error correction model Unit root Granger causality Vector autoregression
9	Discussion of Gertler and Karadi, ``Monetary Policy Surprises, Credit Costs, and Economic Activity'' Add to Reading List Source URL: www.ericswanson.us Language: English - Date: 2013-10-20 16:15:01 Regression analysis Error Measurement Econometrics Time series models Errors and residuals Vector autoregression National Bureau of Economic Research T-statistic Value at risk
10	Priors from General Equilibrium Models for VARs by Marco del Negro and Frank Schorfheide Presenter: Keith O’Hara March 10, 2014 Add to Reading List Source URL: borovicka.org Language: English - Date: 2015-05-14 19:54:01 Dynamic stochastic general equilibrium Macroeconomic model Vector autoregression Vars