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~institution:"University of Strathclyde / Department of Economics"
~subject:"VAR model"
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Search: subject:"Vector autoregression"
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VAR model
VAR-Modell
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Koop, Gary
5
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University of Strathclyde / Department of Economics
National Bureau of Economic Research
86
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
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16
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Federal Reserve Bank of San Francisco
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Narodna Banka na Republika Makedonija
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Christian-Albrechts-Universität zu Kiel
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Türkiye Cumhuriyet Merkez Bankası
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Strathclyde discussion papers in economics
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Using VARs and TVP-VARs with many macroeconomic variables
Koop, Gary
-
2013
Persistent link: https://www.econbiz.de/10009735892
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2
Time variation in the dynamics of worker flows : evidence from the US and Canada
Campolieti, Michele
;
Gefang, Deborah
;
Koop, Gary
-
2011
Persistent link: https://www.econbiz.de/10009531109
Saved in:
3
Bayesian inference in the time varying cointegration model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
-
2011
Persistent link: https://www.econbiz.de/10009231249
Saved in:
4
Forecasting with medium and large Bayesian VARs
Koop, Gary
-
2011
Persistent link: https://www.econbiz.de/10009231257
Saved in:
5
Modelling breaks and clusters in the steady states of macroeconomic variables
Chan, Joshua C. C.
;
Koop, Gary
-
2011
Persistent link: https://www.econbiz.de/10009231274
Saved in:
6
Assessing the transmission of monetary policy shocks using dynamic factor models
Korobilis, Dimitris
-
2009
Persistent link: https://www.econbiz.de/10003854263
Saved in:
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