//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"VAR model"
~isPartOf:"Journal of econometrics"
~person:"Clark, Todd E."
~subject:"Markov chain Monte Carlo"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Vector autoregression"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
VAR model
Markov chain Monte Carlo
Bayes-Statistik
3
Bayesian inference
3
Stochastic process
3
Stochastischer Prozess
3
VAR-Modell
3
Volatility
3
Volatilität
3
Stochastic volatility
2
Bayesian methods
1
Big Data
1
Big data
1
Causality
1
Causality analysis
1
Endogeneity
1
Estimation theory
1
Forecasting
1
Forecasting model
1
Kausalanalyse
1
Markov chain
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Prognoseverfahren
1
Schätztheorie
1
Structural VAR
1
Theorie
1
Theory
1
Time series analysis
1
Vector autoregressions
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Clark, Todd E.
Koop, Gary
6
Marcellino, Massimiliano
6
Saikkonen, Pentti
6
Pesaran, M. Hashem
5
Carriero, Andrea
4
Inoue, Atsushi
4
Kilian, Lutz
4
Lütkepohl, Helmut
4
Paruolo, Paolo
4
Chan, Joshua
3
Chudik, Alexander
3
Giannone, Domenico
3
Hecq, Alain W. J.
3
Johansen, Søren
3
Kapetanios, George
3
Korobilis, Dimitris
3
Meitz, Mika
3
Olea, José Luis Montiel
3
Petrova, Katerina
3
Rahbek, Anders
3
Schorfheide, Frank
3
Trenkler, Carsten
3
Bai, Jushan
2
Bauer, Dietmar
2
Casarin, Roberto
2
Chevillon, Guillaume
2
Fan, Yanqin
2
Francq, Christian
2
Ghysels, Eric
2
Gouriéroux, Christian
2
Guay, Alain
2
Han, Xu
2
Issler, João Victor
2
Kongsted, Hans Christian
2
Laurent, Sébastien
2
Ng, Serena
2
Ni, Shawn X.
2
Nielsen, Morten Ørregaard
2
Pettenuzzo, Davide
2
more ...
less ...
Published in...
All
Journal of econometrics
Federal Reserve Bank of Cleveland working paper series
14
FRB of Cleveland Working Paper
7
Discussion papers / CEPR
6
Journal of applied econometrics
5
Discussion paper / Centre for Economic Policy Research
4
Research working papers / Federal Reserve Bank of Kansas City
4
Working paper
4
Discussion paper
2
Finance and economics discussion series
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Deutsche Bundesbank Discussion Paper
1
EUI working paper / ECO
1
FEDS Working Paper
1
FRB of Kansas City Paper
1
FRB of Kansas City Working Paper
1
FRB of St. Louis Working Paper
1
Journal of economic dynamics & control
1
Norges Bank Working Paper 13 | 2014
1
The review of economics and statistics
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
1
Working paper / Norges Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
2
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
Saved in:
3
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 137-154
Persistent link: https://www.econbiz.de/10012303905
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->