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subject:"VAR model"
~institution:"Federal Reserve Bank of San Francisco"
~institution:"University of California Davis / Department of Economics"
~institution:"University of Southampton / Department of Economics"
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Search: subject_exact:"Vector autoregression"
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VAR model
VAR-Modell
12
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7
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7
Vector autoregression
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24
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16
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1
Macro factors and the affine term structure of interest rates
Wu, Tao
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001686940
Saved in:
2
Monetary policy and the slope factor in empirical term structure estimations
Wu, Tao
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001686948
Saved in:
3
Stylized facts on nominal term structure and business cycles : an empirical VAR study
Wu, Tao
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001686954
Saved in:
4
A Markov-switching vector equilibrium correction model of the UK labour market
Krolzig, Hans-Martin
;
Marcellino, Massimiliano
;
Mizon, …
-
2001
Persistent link: https://www.econbiz.de/10001554389
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5
Long run recursive VAR models and QR decompositions
Hoffmann, Mathias
-
2000
Persistent link: https://www.econbiz.de/10001504012
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6
Relative price skewness and inflation : a structural VAR framework
Rátfai, Attila
-
2000
Persistent link: https://www.econbiz.de/10001536009
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7
The relative dynamics of investment and the current account in the G7-economics
Hoffmann, Mathias
-
2000
Persistent link: https://www.econbiz.de/10001467942
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8
Measuring systematic monetary policy
Hoover, Kevin D.
(
contributor
);
Jordà, Òscar
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001532509
Saved in:
9
Modelling economies in transition : an introduction
Hall, Stephen G.
;
Mizon, Grayham E.
;
Welfe, Aleksander
-
1999
Persistent link: https://www.econbiz.de/10001476514
Saved in:
10
Searching for the causal structure of a Vector autoregression
Demiralp, Selva
(
contributor
);
Hoover, Kevin D.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001751326
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