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Search: subject_exact:"Vector autoregressive process"
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Heterogeneity in macro-finance : the role of disaggregate dynamics in aggregate fluctuations
ElFayoumi, Khalid
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2019
Persistent link: https://www.econbiz.de/10012134555
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2
Essays in financial econometrics and spillover estimation
Hipp, Ruben
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2019
Persistent link: https://www.econbiz.de/10012104831
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3
Essays in empirical macroeconomics: identification in vector autoregressive models and robust inference in early warning systems
Bruns, Martin
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2019
Persistent link: https://www.econbiz.de/10012104832
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4
Commodity pricing, credit and capital flows : the role of financial intermediaries
Bierbaumer, Daniel
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2019
Persistent link: https://www.econbiz.de/10012111690
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5
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
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2018
Persistent link: https://www.econbiz.de/10012197752
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6
Model selection methods for panel vector autoregressive models
Camehl, Annika
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2018
Persistent link: https://www.econbiz.de/10012154338
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7
Monte Carlo analysis of time-varying parameter models with stochastic volatility
Turatti, Douglas Eduardo
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2018
Persistent link: https://www.econbiz.de/10011947781
Saved in:
8
Essays on retirement income provision
Shu, Lei
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2017
Persistent link: https://www.econbiz.de/10011590310
Saved in:
9
Essays on fractional filters and co-integration
Carlini, Federico
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2017
Persistent link: https://www.econbiz.de/10011818419
Saved in:
10
Essays on the economics of climate change and networks
Itkonen, Juha V.A.
-
2015
Persistent link: https://www.econbiz.de/10011493729
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