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person:"Karanasos, Menelaos"
~person:"Athanasopoulos, George"
~subject:"1958-2011"
~subject:"VAR model"
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Search: subject_exact:"Autoregressive moving average"
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1958-2011
VAR model
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7
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Karanasos, Menelaos
Athanasopoulos, George
Vahid, Farshid
5
Baumeister, Christiane
4
Lütkepohl, Helmut
4
Chan, Joshua
3
Dufour, Jean-Marie
3
Kapetanios, George
3
Kilian, Lutz
3
Vtyurina, Svetlana
3
Yao, Wenying
3
Zadrozny, Peter A.
3
Alturki, Fahad
2
Asai, Manabu
2
Bartel, Holger
2
Cavicchioli, Maddalena
2
Dias, Gustavo Fruet
2
Gouriéroux, Christian
2
McAleer, Michael
2
Monfort, Alain
2
Moshiri, Saeed
2
Neusser, Klaus
2
Pfaff, Bernhard
2
Poskitt, Donald Stephen
2
Raghavan, Mala
2
Renne, Jean-Paul
2
Silvapulle, Paramsothy
2
Adongo, Jonathan
1
Alj, Abdelkamel
1
Alonso-Rodriguez, Agustin
1
Alturki, Fahad M.
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Bhattacharya, Abhijeet
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Bhattacharya, Prasad S.
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Bokil, Madhavi
1
Bruno, Giancarlo
1
Cameron, Norman
1
Cameron, Norman Edward
1
Charfeddine, Lanouar
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Chevillon, Guillaume
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Colino, Evelyn V.
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Conlon, Thomas
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Working paper / Department of Econometrics and Business Statistics, Monash University
2
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The Canadian journal of economics
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Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
2
Canadian monetary policy analysis using a structural VARMA model
Raghavan, Mala
;
Athanasopoulos, George
;
Silvapulle, …
-
2014
Persistent link: https://www.econbiz.de/10010409867
Saved in:
3
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Saved in:
4
Canadian monetary policy analysis using a structural VARMA model
Raghavan, Mala
;
Athanasopoulos, George
;
Silvapulle, …
- In:
The Canadian journal of economics
49
(
2016
)
1
,
pp. 347-373
Persistent link: https://www.econbiz.de/10011597465
Saved in:
5
A complete VARMA modelling methodology based on scalar components
Athanasopoulos, George
;
Vahid, Farshid
-
2006
Persistent link: https://www.econbiz.de/10003301178
Saved in:
6
VARMA versus VAR for macroeconomic forecasting
Athanasopoulos, George
;
Vahid, Farshid
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 237-252
Persistent link: https://www.econbiz.de/10003675729
Saved in:
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