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~isPartOf:"Journal of macroeconomics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Time series analysis"
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Search: subject_exact:"VARMA model"
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Time series analysis
VAR model
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Athanasopoulos, George
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Journal of macroeconomics
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
51
International journal of forecasting
33
Economics letters
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CAMA working paper series
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1
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
2
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
3
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
4
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
5
Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks
Kanazawa, Nobuyuki
- In:
Journal of macroeconomics
64
(
2020
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012433748
Saved in:
6
Fiscal policy uncertainty and the business cycle : time series evidence from Italy
Anzuini, Alessio
;
Rossi, Luca
;
Tommasino, Pietro
- In:
Journal of macroeconomics
65
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012433790
Saved in:
7
Bayesian rank selection in multivariate regression
Jiang, Bin
;
Panagiotelis, Anastasios
;
Athanasopoulos, George
-
2016
Persistent link: https://www.econbiz.de/10011781655
Saved in:
8
Macroeconomic forecasting for Australia using a large number of predictors
Jiang, Bin
;
Athanasopoulos, George
;
Hyndman, Rob J.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781960
Saved in:
9
Time-varying government spending multipliers in the UK
Glocker, Christian
;
Sestieri, Giulia
;
Towbin, Pascal
- In:
Journal of macroeconomics
60
(
2019
),
pp. 180-197
Persistent link: https://www.econbiz.de/10012242598
Saved in:
10
Animal spirits, fundamental factors and business cycle fluctuations
Dées, Stéphane
;
Zimic, Srečko
- In:
Journal of macroeconomics
61
(
2019
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012243215
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