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Search: subject:"Vector autoregression"
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Journal of applied econometrics
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51
Macroeconomic forecasting and structural change
D'Agostino, Antonello
;
Gambetti, Luca
;
Giannone, Domenico
- In:
Journal of applied econometrics
28
(
2013
)
1
,
pp. 82-101
Persistent link: https://www.econbiz.de/10009733361
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52
Optimal monetary policy using an unrestricted VAR
Polito, Vito
;
Wickens, Michael R.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 525-553
Persistent link: https://www.econbiz.de/10009618537
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53
Dynamics of worker flows and vacancies : evidence from the sign restriction approach
Fujita, Shigeru
- In:
Journal of applied econometrics
26
(
2011
)
1
,
pp. 89-121
Persistent link: https://www.econbiz.de/10008936936
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54
Simulation-based tests of forward-looking models under var learning dynamics
Fanelli, Luca
;
Palomba, Giulio
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 762-782
Persistent link: https://www.econbiz.de/10009408917
Saved in:
55
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 735-761
Persistent link: https://www.econbiz.de/10009408921
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56
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
25
(
2010
)
1
,
pp. 5-29
Persistent link: https://www.econbiz.de/10008666818
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57
The effects of technology shocks on hours and output : a robustness analysis
Canova, Fabio
;
López-Salido, José David
;
Michelacci, …
- In:
Journal of applied econometrics
25
(
2010
)
5
,
pp. 755-773
Persistent link: https://www.econbiz.de/10008667452
Saved in:
58
Combining forecast densities from VARs with uncertain instabilities
Jore, Anne Sofie
;
Mitchell, James
;
Vahey, Shaun P.
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 621-634
Persistent link: https://www.econbiz.de/10008667470
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59
Time-varying yield curve dynamics and monetary policy
Mumtaz, Haroon
;
Surico, Paolo
- In:
Journal of applied econometrics
24
(
2009
)
6
,
pp. 895-913
Persistent link: https://www.econbiz.de/10003886926
Saved in:
60
Hours per capita and productivity : evidence from correlated unobserved components models
Basistha, Arabinda
- In:
Journal of applied econometrics
24
(
2009
)
1
,
pp. 187-206
Persistent link: https://www.econbiz.de/10003807562
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