Search Results - subject:"Vector Autoregressive Process"

Narrow search

Forecasts of market shares from VAR and BVAR models : a comparison of their accuracy

Ribeiro Ramos, Francisco Fernando - In: International journal of forecasting 19 (2003) 1, pp. 95-110

Persistent link: https://www.econbiz.de/10001735037

Computing observation weights for signal extraction and filtering

Koopman, Siem Jan; Harvey, Andrew C. - In: Journal of economic dynamics & control 27 (2003) 7, pp. 1317-1333

Persistent link: https://www.econbiz.de/10001736096

Methoden der Konjunkturprognose

Nierhaus, Wolfgang; Sturm, Jan-Egbert - In: Ifo-Schnelldienst 56 (2003) 4, pp. 7-23

Im Sommer und zum Jahresende veröffentlicht das ifo Institut seine Konjunkturprognosen für die Bundesrepublik Deutschland. Im Frühjahr und im Herbst nimmt es an der Gemeinschaftsdiagnose der sechs führenden Wirtschaftsforschungsinstitute teil. Der Beitrag beschreibt, welche...

Persistent link: https://www.econbiz.de/10001737776

Comparison of tests for the cointegrating rank of a VAR process with a structural shift

Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten - In: Journal of econometrics 113 (2003) 2, pp. 201-229

Persistent link: https://www.econbiz.de/10001738893

Inflation and productivity : empirical evidence from Europe

Tsionas, Efthymios G. - In: Review of international economics 11 (2003) 1, pp. 114-129

Persistent link: https://www.econbiz.de/10001740568

Financial liberalization and the sensitivity of house prices to monetary policy : theory and evidence

Iacoviello, Matteo; Minetti, Raoul - In: The Manchester School 71 (2003) 1, pp. 20-34

Persistent link: https://www.econbiz.de/10001740633

Regime-dependent impulse response functions in a Markov-switching vector autoregression model

Ehrmann, Michael; Ellison, Martin; Valla, Natacha - In: Economics letters 78 (2003) 3, pp. 295-299

Persistent link: https://www.econbiz.de/10001741110

An impulse-response function for a vector autoregression with multivariate GARCH-in-mean

Elder, John - In: Economics letters 79 (2003) 1, pp. 21-26

Persistent link: https://www.econbiz.de/10001741256

Do bivariate SVAR models with long-run identifying restrictions yield reliable results? : An investigation into the case of Germany

Gottschalk, Jan; Van Zandweghe, Willem - In: Swiss journal of economics and statistics 139 (2003) 1, pp. 55-81

Persistent link: https://www.econbiz.de/10001741711

Long rates, risk premia and the over-reaction hypothesis

Cuthbertson, Keith; Nitzsche, Dirk - In: Economic modelling 20 (2003) 2, pp. 417-435

Persistent link: https://www.econbiz.de/10001742278

A service of the

zbw