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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
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VAR model
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Vergleich
5
Comparison
4
Volatility
4
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Threshold vector autoregressive model
3
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business cycle
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commodity prices
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macroeconomic uncertainty
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real wages
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Dynamic factor model
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Threshold Vector Autoregressive Model
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Joëts, Marc
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Mignon, Valérie
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Razafindrabe, Tovonony
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Woitek, Ulrich
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Gao, Liping
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Kim, GwanSeon
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Kim, Hyeongwoo
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Razafindrabe, Tovonony Maherizo
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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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