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  • Search: subject:"reduced rank regressions"
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Year of publication
Subject
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Estimation theory 4 Forecasting model 4 Multivariate Analyse 4 Multivariate analysis 4 Prognoseverfahren 4 Regression analysis 4 Regressionsanalyse 4 Schätztheorie 4 VAR model 4 VAR-Modell 4 ARCH model 3 ARCH-Modell 3 Inflation 3 Volatility 3 Volatilität 3 Welt 3 World 3 Forecasting 2 Multivariate Autoregressive Index models 2 Time series analysis 2 Zeitreihenanalyse 2 forecasting 2 global factors 2 inflation 2 large datasets 2 multivariate autoregressive index models 2 reduced rank regressions 2 volatility 2 Bayes-Statistik 1 Bayesian VARs 1 Bayesian inference 1 Factor analysis 1 Factor models 1 Faktorenanalyse 1 Global factors 1 Index 1 Index number 1 Large Datasets 1 Large datasets 1 Reduced Rank Regressions 1
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Online availability
All
Undetermined 3 Free 1
Type of publication
All
Article 2 Book / Working Paper 2
Type of publication (narrower categories)
All
Arbeitspapier 2 Article in journal 2 Aufsatz in Zeitschrift 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
All
English 4
Author
All
Carriero, Andrea 4 Marcellino, Massimiliano 4 Corsello, Francesco 3 Kapetanios, George 1
Published in...
All
Discussion papers / CEPR 1 Journal of applied econometrics 1 Journal of econometrics 1 Temi di discussione / Banca d'Italia 1
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
Cover Image
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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Cover Image
The global component of inflation volatility
Carriero, Andrea; Corsello, Francesco; Marcellino, … - 2018
Persistent link: https://www.econbiz.de/10011960151
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Cover Image
The global component of inflation volatility
Marcellino, Massimiliano; Carriero, Andrea; Corsello, … - 2019
Persistent link: https://www.econbiz.de/10012051863
Saved in:
Cover Image
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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