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Search: subject:"Threshold Vector Autoregressive Model"
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Schätzung
7
VAR-Modell
7
threshold vector autoregressive model
7
Estimation
6
VAR model
6
Vergleich
5
Comparison
4
Volatility
4
Volatilität
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Commodity price
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Deutschland
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Germany
3
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Threshold vector autoregressive model
3
Wirkungsanalyse
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business cycle
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commodity prices
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macroeconomic uncertainty
3
real wages
3
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2
Dynamic factor model
2
Financial crises
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Financial stress index
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Reallohn
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Threshold Vector Autoregressive Model
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United States
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Asymmetric price transmission
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Cointegration
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Commodity Prices
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Commodity prices
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Consumer Price Sub-Index
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Finanzkrise
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Income Effect
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Joëts, Marc
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Mignon, Valérie
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Razafindrabe, Tovonony
4
Woitek, Ulrich
3
Gao, Liping
1
Kim, GwanSeon
1
Kim, Hyeongwoo
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Mark, Tyler B.
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Razafindrabe, Tovonony Maherizo
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Reed, Michael R.
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Roye, Björn
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Roye, Björn van
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Saba, Richard
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Seok, Jun Ho
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CESifo
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Centre d'études prospectives et d'informations internationales (CEPII)
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EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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ECONIS (ZBW)
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11
Real Wages and Business Cycle Asymmetries
Woitek, Ulrich
-
CESifo
-
2004
, the empirical evidence on the aggregate level is inconclusive. Using a
threshold
vector
autoregressive
model
for the US …
Persistent link: https://www.econbiz.de/10005765700
Saved in:
12
Real wages and business cycle asymmetries : presented at CESifo conference "Academic Use of ifo Survey Data", December 2003
Woitek, Ulrich
-
2004
, the empirical evidence on the aggregate level is inconclusive. Using a
threshold
vector
autoregressive
model
for the US …
Persistent link: https://www.econbiz.de/10011449261
Saved in:
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