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  • Search: subject:"multivariate autoregressive index models"
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Year of publication
Subject
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Multivariate Analyse 7 Multivariate analysis 7 VAR model 7 VAR-Modell 7 Estimation theory 5 Forecasting model 5 Prognoseverfahren 5 Regression analysis 5 Regressionsanalyse 5 Schätztheorie 5 Time series analysis 5 Zeitreihenanalyse 5 Volatility 4 Volatilität 4 ARCH model 3 ARCH-Modell 3 Bayes-Statistik 3 Bayesian inference 3 Inflation 3 Multivariate Autoregressive Index models 3 Welt 3 World 3 Bayesian VARs 2 Factor analysis 2 Faktorenanalyse 2 Forecasting 2 Index 2 Index number 2 Theorie 2 Theory 2 forecasting 2 global factors 2 inflation 2 large datasets 2 multivariate autoregressive index models 2 reduced rank regressions 2 volatility 2 Aktienindex 1 Autocorrelation 1 Autokorrelation 1
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Online availability
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Undetermined 4 Free 3
Type of publication
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Book / Working Paper 4 Article 3
Type of publication (narrower categories)
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Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Working Paper 4 Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 7
Author
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Carriero, Andrea 5 Marcellino, Massimiliano 5 Corsello, Francesco 4 Cubadda, Gianluca 2 Guardabascio, Barbara 2 Grassi, Stefano 1 Kapetanios, George 1
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Published in...
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Temi di discussione / Banca d'Italia 2 CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series 1 Discussion papers / CEPR 1 International journal of forecasting 1 Journal of applied econometrics 1 Journal of econometrics 1
Source
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ECONIS (ZBW) 7
Showing 1 - 7 of 7
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The time-varying multivariate autoregressive index model
Cubadda, Gianluca; Grassi, Stefano; Guardabascio, Barbara - 2024
Persistent link: https://www.econbiz.de/10014515646
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The economic drivers of volatility and uncertainty
Carriero, Andrea; Corsello, Francesco; Marcellino, … - 2020
Persistent link: https://www.econbiz.de/10012301117
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The global component of inflation volatility
Carriero, Andrea; Corsello, Francesco; Marcellino, … - In: Journal of applied econometrics 37 (2022) 4, pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
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The global component of inflation volatility
Carriero, Andrea; Corsello, Francesco; Marcellino, … - 2018
Persistent link: https://www.econbiz.de/10011960151
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The global component of inflation volatility
Marcellino, Massimiliano; Carriero, Andrea; Corsello, … - 2019
Persistent link: https://www.econbiz.de/10012051863
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Representation, estimation and forecasting of the multivariate index-augmented autoregressive model
Cubadda, Gianluca; Guardabascio, Barbara - In: International journal of forecasting 35 (2019) 1, pp. 67-79
Persistent link: https://www.econbiz.de/10012300575
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Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: Journal of econometrics 192 (2016) 2, pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
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