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institution:"University of Hong Kong / School of Economics and Finance"
type:"book"
~institution:"Federal Reserve Bank of St. Louis"
~institution:"Federal Reserve System / Board of Governors"
~institution:"University of Reading / Department of Economics"
~subject:"VAR-Modell"
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A common model approach to macroeconomics : using panel data reduce sampling error
Gavin, William T.
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986936
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The use of long-run restrictions for the identification of technology shocks
Francis, Neville
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979869
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3
Testing the expectations hypothesis : some new evidence
Dittmar, Robert F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001982897
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4
Modeling volcker as a non-absorbing state : agnostic identification of a markov-switching VAR
Owyang, Michael T.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974169
Saved in:
5
Using measures of expectations to identify the effects of a monetary policy shock
Brunner, Allan D.
-
1996
Persistent link: https://www.econbiz.de/10000931433
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