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subject:"VAR model"
~institution:"European University Institute / Department of Economics"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Vector autoregression"
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VAR model
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VAR-Modell
16
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11
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7
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7
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3
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3
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Lütkepohl, Helmut
10
Lanne, Markku
3
Kascha, Christian
2
Saikkonen, Pentti
2
Trenkler, Carsten
2
Brüggemann, Ralf
1
Claeys, Peter
1
Krolzig, Hans-Martin
1
Maravall Herrero, Agustín
1
Mathis, Alexandre
1
Mertens, Karl
1
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1
Ravn, Morten O.
1
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1
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European University Institute / Department of Economics
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86
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24
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13
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11
Københavns Universitet / Økonomisk Institut
8
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7
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6
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5
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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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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National Institute of Economic and Social Research
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Nuffield College
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Christian-Albrechts-Universität zu Kiel
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A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724343
Saved in:
2
Econometric analysis with vector autoregressive models
Lütkepohl, Helmut
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003483073
Saved in:
3
A comparison of estimation methods for vector autoregressive moving-average models
Kascha, Christian
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003483076
Saved in:
4
Explaining the effects of government spending shocks on consumption and the real exchange rate
Ravn, Morten O.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003559378
Saved in:
5
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
6
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
Saved in:
7
Business cycle analysis and VARMA models
Kascha, Christian
(
contributor
);
Mertens, Karl
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003419732
Saved in:
8
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291432
Saved in:
9
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003243519
Saved in:
10
Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002689081
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