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type:"book"
isPartOf:"Discussion paper / School of Economics, The University of New South Wales"
~subject:"VAR-Modell"
~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
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Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014295302
Saved in:
2
A unified framework to estimate macroeconomic stars
Zaman, Saeed
-
2022
-
This version: July 31, 2022
Persistent link: https://www.econbiz.de/10013375506
Saved in:
3
A unified framework to estimate macroeconomic stars
Zaman, Saeed
-
2021
-
This version: October 10, 2021
Persistent link: https://www.econbiz.de/10012694862
Saved in:
4
Asymptotically valid bootstrap inference for proxy SVARs
Jentsch, Carsten
;
Lunsford, Kurt G.
-
2019
Persistent link: https://www.econbiz.de/10012003975
Saved in:
5
A class of time-varying parameter structural VARs for inference under exact or set identification
Bognanni, Mark
-
2018
Persistent link: https://www.econbiz.de/10011900748
Saved in:
6
Identifying structural VARs with a proxy variable and a test for a weak proxy
Lunsford, Kurt G.
-
2015
Persistent link: https://www.econbiz.de/10011543220
Saved in:
7
Estimating (Markov-Switching) VAR models without gibbs sampling : a sequential Monte Carlo approach
Bognanni, Mark
;
Herbst, Edward P.
-
2014
Persistent link: https://www.econbiz.de/10010497164
Saved in:
8
On cointegration test for VAR models with drift
Yang, Minxian
;
Bewley, Ronald A.
-
1995
Persistent link: https://www.econbiz.de/10000917803
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9
Predicting the monthly and annual current account balance from provisional data
Bewley, Ronald
;
Fisher, Lance
;
Parry, Thomas
-
1988
Persistent link: https://www.econbiz.de/10000127255
Saved in:
10
Predicting the monthly and annual current account balance : from provisional data
Bewley, Ronald A.
;
Fisher, Lance A.
;
Parry, Thomas T.
-
1988
Persistent link: https://www.econbiz.de/10000758921
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