Search Results - subject:"Vector Autoregressive Model"

Narrow search

Subsampling vector autoregressive tests of linear constraints

Choi, In - In: Journal of econometrics 124 (2005) 1, pp. 55-89

Persistent link: https://www.econbiz.de/10002439389

Understanding exchanges in international business cycle dynamics

Stock, James H.; Watson, Mark W. - In: Journal of the European Economic Association 3 (2005) 5, pp. 968-1006

Persistent link: https://www.econbiz.de/10003101473

The role of expectations in the inflation process in the Euro area

Paloviita, Maritta (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003103278

An evaluation framework for alternative VaR-models

Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - In: Journal of international money and finance 24 (2005) 6, pp. 944-958

Persistent link: https://www.econbiz.de/10003114006

Exchange rate volatility and exports for selected East Asian countries : evidence from error correction model

Poon, Wai-ching; Choong, Chee-keong; Habibhullah, … - In: ASEAN economic bulletin 22 (2005) 2, pp. 144-159

Persistent link: https://www.econbiz.de/10003090483

Evaluating the effects of working hours on employment and wages

Altavilla, Carlo; Garofalo, Antonio; Vinci, Concetto Paolo - In: Journal of policy modeling : JPMOD ; a social science … 27 (2005) 6, pp. 647-664

Persistent link: https://www.econbiz.de/10003092583

An assessment of the usefulness of money for policy in the Philippines

Socorro Gochoco-Bautista, Maria (contributor) - 2005

This study assesses the usefulness of money for policy in the Philippines. The basic idea behind the use of monetary aggregates for policy is that observed fluctuations in money anticipate movements in the ultimate objective of monetary policy, such as inflation control. The stability of key...

Persistent link: https://www.econbiz.de/10003094498

On forecasting using VARMA models

Kumar, Kuldeep; Bhattacharya, Abhijeet - In: The Asian economic review : journal of the Indian … 47 (2005) 2, pp. 269-275

Persistent link: https://www.econbiz.de/10003097792

Trans-tasman transmission of monetary shocks : evidence from a VAR approach

Arin, Kerim Peren; Jolly, Sam P. - In: Atlantic economic journal : AEJ 33 (2005) 3, pp. 267-283

Persistent link: https://www.econbiz.de/10003098414

Monetary policy analysis with potentially misspecified models

Del Negro, Marco (contributor); … - 2005

This paper proposes a novel method for conducting policy analysis with potentially misspecified dynamic stochastic general equilibrium (DSGE) models and applies it to a New Keynesian DSGE model along the lines of Christiano, Eichenbaum, and Evans (JPE 2005) and Smets and Wouters (JEEA 2003)....

Persistent link: https://www.econbiz.de/10003001693

A service of the

zbw