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subject:"VAR model"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Clark, Todd E."
~person:"Reichlin, Lucrezia"
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VAR model
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Clark, Todd E.
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Marcellino, Massimiliano
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Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
-
2016
Persistent link: https://www.econbiz.de/10011571317
Saved in:
2
No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010363319
Saved in:
3
Common drifting volatility in lalrge Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2012
Persistent link: https://www.econbiz.de/10009526729
Saved in:
4
Bayesian VARs : specification choices and forecast accuracy
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2011
Persistent link: https://www.econbiz.de/10008989492
Saved in:
5
Bayesian VARs with large panels
Bańbura, Marta
;
Giannone, Domenico
;
Reichlin, Lucrezia
-
2007
Persistent link: https://www.econbiz.de/10003502732
Saved in:
6
Explaining the great moderation : it is not the shocks
Giannone, Domenico
;
Lenza, Michele
;
Reichlin, Lucrezia
-
2007
Persistent link: https://www.econbiz.de/10003618105
Saved in:
7
Forecasting using a large number of predictors : is Bayesian regression a valid alternative to principal components?
Mol, Christine de
;
Giannone, Domenico
;
Reichlin, Lucrezia
-
2006
Persistent link: https://www.econbiz.de/10003381781
Saved in:
8
Does information help recovering structural shocks from past observations?
Giannone, Domenico
;
Reichlin, Lucrezia
-
2006
Persistent link: https://www.econbiz.de/10003353028
Saved in:
9
Opening the black box : structural factor models versus structural vars
Forni, Mario
-
2003
Persistent link: https://www.econbiz.de/10013424358
Saved in:
10
VARs, common factors and the empirical validation of equilibrium business cycle models
Giannone, Domenico
;
Reichlin, Lucrezia
;
Sala, Luca
-
2002
Persistent link: https://www.econbiz.de/10001731234
Saved in:
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