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institution:"European University Institute / Department of Law"
subject:"Portfolio-Management"
~institution:"Birkbeck College / Department of Economics"
~isPartOf:"EUI working paper / ECO"
~subject:"VAR model"
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Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
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2
Adapting the Litterman prior for cointegrated VARs
Markun, Michal
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2011
Persistent link: https://www.econbiz.de/10009238622
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3
Rationalizing trading frequency and returns
Bonaparte, Yosef
;
Cooper, Russell W.
-
2010
Persistent link: https://www.econbiz.de/10003974947
Saved in:
4
Financial connections and systemic risk
Allen, Franklin
;
Babus, Ana
;
Carletti, Elena
-
2010
Persistent link: https://www.econbiz.de/10003974972
Saved in:
5
Financial connections and systemic risk
Allen, Franklin
;
Babus, Ana
;
Carletti, Elena
-
2010
Persistent link: https://www.econbiz.de/10003985584
Saved in:
6
Durable consumption and asset management with transaction and observation costs
Alvarez, Fernando
;
Guiso, Luigi
;
Lippi, Francesco
-
2010
Persistent link: https://www.econbiz.de/10003960118
Saved in:
7
Costly portfolio adjustment
Bonaparte, Yosef
;
Cooper, Russell W.
-
2010
Persistent link: https://www.econbiz.de/10003960559
Saved in:
8
Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar
;
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867341
Saved in:
9
Matching theory and data : Bayesian vector autoregression and dynamic stochastic general equilibrium models
Kriwoluzky, Alexander
-
2009
Persistent link: https://www.econbiz.de/10003897072
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10
Pre-announcement and timing : the effects of a government expenditure shock
Kriwoluzky, Alexander
-
2009
Persistent link: https://www.econbiz.de/10003897242
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