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~subject:"VAR model"
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Working paper series / European Central Bank
ERIM report series research in management
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
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3
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What drives EU banks' stock returns? : bank-level evidence using the dynamic dividend-discount model
Castrén, Olli
(
contributor
); …
-
2006
Postal address Postfach 16 03 19 60066 Frankfurt am Main, Germany Telephone +49 69 1344 0
Internet
http://www.ecb.int Fax +49 …
Persistent link: https://www.econbiz.de/10003375090
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2
Does information help recovering structural shocks from past observations?
Giannone, Domenico
(
contributor
); …
-
2006
03 19 60066 Frankfurt am Main, Germany Telephone +49 69 1344 0
Internet
http://www.ecb.int Fax +49 69 1344 6000 Telex 411 …
Persistent link: https://www.econbiz.de/10003337176
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3
Opening the black box : structural factor models with large cross-sections
Forni, Mario
;
Giannone, Domenico
;
Lippi, Marco
; …
-
2007
69 1344 0
Internet
http://www.ecb.int Fax +49 69 1344 6000 Telex 411 144 ecb d All rights reserved. Any reproduction …
Persistent link: https://www.econbiz.de/10003410590
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4
Monetary policy shocks in a two-sector open economy : an empirical study
Llaudes, Ricardo
(
contributor
)
-
2007
Main, Germany Telephone +49 69 1344 0
Internet
http://www.ecb.europa.eu Fax +49 69 1344 6000 Telex 411 144 ecb d All …
Persistent link: https://www.econbiz.de/10003516691
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5
International trade, technological shocks and spillovers in the labour market : a GVAR analysis of the US manufacturing sector
Hiebert, Paul
(
contributor
); …
-
2007
am Main, Germany Postal address Postfach 16 03 19 60066 Frankfurt am Main, Germany Telephone +49 69 1344 0
Internet
http …
Persistent link: https://www.econbiz.de/10003422822
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6
The economic effects of exogenous fiscal shocks in Spain : a SVAR approach
Castro Fernández, Francisco de
(
contributor
); …
-
2006
Telephone +49 69 1344 0
Internet
http://www.ecb.int Fax +49 69 1344 6000 Telex 411 144 ecb d All rights reserved. Any …
Persistent link: https://www.econbiz.de/10003337464
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7
A hierarchical bayes error correction model to explain dynamic effects of price changes
Fok, Dennis
;
Paap, Richard
;
Horváth, Csilla
;
Franses, …
-
2005
Email: info@erim.eur.nl
Internet
: www.erim.eur.nl Bibliographic data and classifications of all the ERIM reports are …
Persistent link: https://www.econbiz.de/10003088746
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8
Technology shocks and robust sign restrictions in a Euro Area SVAR
Peersman, Gert
(
contributor
);
Straub, Roland
(
contributor
)
-
2004
03 19 60066 Frankfurt am Main, Germany Telephone +49 69 1344 0
Internet
http://www.ecb.int Fax +49 69 1344 6000 Telex 411 …
Persistent link: https://www.econbiz.de/10002233650
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9
U.S. evolving macroeconomic dynamics : a structural investigation
Benati, Luca
(
contributor
);
Mumtaz, Haroon
(
contributor
)
-
2007
Postal address Postfach 16 03 19 60066 Frankfurt am Main, Germany Telephone +49 69 1344 0
Internet
http://www.ecb.int Fax …
Persistent link: https://www.econbiz.de/10003457008
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10
The "Great Moderation" in the United Kingdom
Benati, Luca
(
contributor
)
-
2007
Frankfurt am Main, Germany Telephone +49 69 1344 0
Internet
http://www.ecb.int Fax +49 69 1344 6000 Telex 411 144 ecb d All …
Persistent link: https://www.econbiz.de/10003484192
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