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subject:"VAR model"
~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~institution:"Svenska Handelshögskolan <Helsinki>"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Vector autoregression"
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VAR model
VAR-Modell
5
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3
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3
Cointegration
2
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2
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2
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2
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TVP-VAR
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Nyblom, Jukka
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
Svenska Handelshögskolan <Helsinki>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
European University Institute / Department of Economics
15
European University Institute / Department of Law
13
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Federal Reserve Bank of St. Louis
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6
Leibniz-Institut für Wirtschaftsforschung Halle
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School of Finance and Business Economics <Perth, Western Australia>
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University of Southampton / Department of Economics
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Narodna Banka na Republika Makedonija
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Task Force on Low Inflation (LIFT)
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University of Leicester / Department of Economics
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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ECONIS (ZBW)
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Fiscal policy, international spillovers, and endogenous productivity
Klein, Mathias
;
Linnemann, Ludger
-
Sonderforschungsbereich Statistical Modelling of …
-
2021
Persistent link: https://www.econbiz.de/10013177112
Saved in:
2
A global-local prior for time-varying parameter VARs and monetary policy
Prüser, Jan
-
Sonderforschungsbereich Statistical Modelling of …
-
2020
Persistent link: https://www.econbiz.de/10012592510
Saved in:
3
Monetary policy and the stock market - A partly recursive SVAR estimator
Keweloh, Sascha Alexander
;
Seepe, Andre
-
Sonderforschungsbereich Statistical Modelling of …
-
2020
Persistent link: https://www.econbiz.de/10012592608
Saved in:
4
Tests against stationary and explosive alternatives in vector autoregressive models
Ahlgren, Niklas
(
contributor
);
Nyblom, Jukka
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003227899
Saved in:
5
A general test for cointegration rank in vector autoregressive models
Ahlgren, Niklas
(
contributor
);
Nyblom, Jukka
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001933208
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