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subject:"VAR model"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Clark, Todd E."
~person:"Sala, Luca"
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Search: subject_exact:"Vector autoregression"
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Clark, Todd E.
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VAR information and the empirical validation of DSGE models
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2016
Persistent link: https://www.econbiz.de/10011482286
Saved in:
2
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:
3
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:
4
Noisy news in business cycles
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
-
2013
Persistent link: https://www.econbiz.de/10010188705
Saved in:
5
Common drifting volatility in lalrge Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2012
Persistent link: https://www.econbiz.de/10009526729
Saved in:
6
Bayesian VARs : specification choices and forecast accuracy
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2011
Persistent link: https://www.econbiz.de/10008989492
Saved in:
7
Back to square one : identification issues in DSGE models
Canova, Fabio
;
Sala, Luca
-
2009
Persistent link: https://www.econbiz.de/10003830480
Saved in:
8
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
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