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  • Search: subject:"vector autoregressive processes"
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Year of publication
Subject
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vector autoregressive processes 12 Cointegration 6 Estimation theory 6 Schätztheorie 6 Time series analysis 6 Vector Autoregressive Processes 6 Zeitreihenanalyse 6 VAR model 5 VAR-Modell 5 cointegration 5 Error-correcting adjustment 4 Estimation 4 Kointegration 4 Macroeconomic fluctuations and transmission mechanisms 4 Markov chain 4 Pattern wage bargaining 4 Schätzung 4 fiscal policy 4 moment matching 4 non-linear stochastic dynamic models state space discretization 4 numerical methods 4 stochastic growth model 4 Small open economy wage policies 3 Collective bargaining 2 Collective bargaining theory 2 Denmark 2 Estimation and hypothesis testing in cointegrated models 2 Estimation and hypothesis testing incointegrated models 2 Finanzpolitik 2 Finland 2 Fiscal policy 2 Functional Equation 2 Lohn 2 Macroeconometrics 2 Makroökonometrie 2 Markov Chain 2 Markov-Kette 2 Moment Matching 2 Norway 2 Norwegen 2
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Online availability
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Free 12 Undetermined 3
Type of publication
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Book / Working Paper 14 Article 4
Type of publication (narrower categories)
All
Working Paper 8 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 11 Undetermined 7
Author
All
Lkhagvasuren, Damba 6 Dapi, Bjorn 4 Gospodinov, Nikolay 4 Nymoen, Ragnar 4 Sparrman, Victoria 4 Gospodinov, Nikolaj 2 Johansen, Søren 2 Juselius, Katarina 2 Sadoon, Majid M. al- 2 Foschi, Paolo 1 Franchi, Massimo 1 GONG, FANGXIONG 1 Kontoghiorghes, Erricos 1 MARIANO, ROBERTO 1 Paruolo, Paolo 1
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Institution
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Økonomisk Institut, Københavns Universitet 3 Department of Economics, Concordia University 1 Federal Reserve Bank of Atlanta 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Discussion Papers / Økonomisk Institut, Københavns Universitet 3 Asia-Pacific Financial Markets 1 Barcelona GSE working paper series : working paper 1 Computational Economics 1 Discussion Papers 1 Discussion papers / Statistics Norway, Research Department 1 Journal of applied econometrics 1 MPRA Paper 1 Memorandum 1 Memorandum / Department of Economics, University of Oslo 1 Statistical Methods and Applications 1 Working Paper 1 Working Paper / Federal Reserve Bank of Atlanta 1 Working Papers / Department of Economics, Concordia University 1 Working papers / Federal Reserve Bank of Atlanta 1 Working papers / Universitat Pompeu Fabra, Department of Economics and Business 1
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Source
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RePEc 9 ECONIS (ZBW) 6 EconStor 3
Showing 1 - 10 of 18
Did you mean: subject:"vector autoregressive process" (16,154 results)
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Robustness of the Norwegian wage formation system and free EU labour movement: Evidence from wage data for natives
Dapi, Bjorn; Nymoen, Ragnar; Sparrman, Victoria - 2019
Norway experienced a high immigration flow after the EEA directive in 2004 stating workers right to free movement within the European Union and EEA-countries. There is no clear consensus in the literature on how immigration affects native wages, but some studies using Norwegian micro data have...
Persistent link: https://www.econbiz.de/10012058700
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Robustness of the Norwegian wage formation system and free EU labour movement: Evidence from wage data for natives
Dapi, Bjorn; Nymoen, Ragnar; Sparrman, Victoria - 2019
Norway experienced a high immigration flow after the EEA directive in 2004 stating workers right to free movement within the European Union and EEA-countries. There is no clear consensus in the literature on how immigration affects native wages, but some studies using Norwegian micro data have...
Persistent link: https://www.econbiz.de/10012145539
Saved in:
Cover Image
Robustness of the Norwegian wage formation system and free EU labour movement : evidence from wage data for natives
Dapi, Bjorn; Nymoen, Ragnar; Sparrman, Victoria - 2019
Norway experienced a high immigration flow after the EEA directive in 2004 stating workers right to free movement within the European Union and EEA-countries. There is no clear consensus in the literature on how immigration affects native wages, but some studies using Norwegian micro data have...
Persistent link: https://www.econbiz.de/10011966811
Saved in:
Cover Image
Robustness of the Norwegian wage formation system and free EU labour movement : evidence from wage data for natives
Dapi, Bjorn; Nymoen, Ragnar; Sparrman, Victoria - 2019
Norway experienced a high immigration flow after the EEA directive in 2004 stating workers right to free movement within the European Union and EEA-countries. There is no clear consensus in the literature on how immigration affects native wages, but some studies using Norwegian micro data have...
Persistent link: https://www.econbiz.de/10011974824
Saved in:
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The linear systems approach to linear rational expectations models
Sadoon, Majid M. al- - 2016
Persistent link: https://www.econbiz.de/10011442545
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The linear systems approach to linear rational expectations models
Sadoon, Majid M. al- - 2016 - This version November 2016
Persistent link: https://www.econbiz.de/10011590194
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A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolay; Lkhagvasuren, Damba - 2013
This paper proposes a moment-matching method for approximating vector autoregressions by finite-state Markov chains. The Markov chain is constructed by targeting the conditional moments of the underlying continuous process. The proposed method is more robust to the number of discrete values and...
Persistent link: https://www.econbiz.de/10010397710
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A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolay; Lkhagvasuren, Damba - Federal Reserve Bank of Atlanta - 2013
This paper proposes a moment-matching method for approximating vector autoregressions by finite-state Markov chains. The Markov chain is constructed by targeting the conditional moments of the underlying continuous process. The proposed method is more robust to the number of discrete values and...
Persistent link: https://www.econbiz.de/10010732471
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A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj; Lkhagvasuren, Damba - 2013
This paper proposes a moment-matching method for approximating vector autoregressions by finite-state Markov chains. The Markov chain is constructed by targeting the conditional moments of the underlying continuous process. The proposed method is more robust to the number of discrete values and...
Persistent link: https://www.econbiz.de/10010126857
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A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains
Gospodinov, Nikolay; Lkhagvasuren, Damba - Department of Economics, Concordia University - 2011
This paper proposes a moment-matching method for approximating vector autoregressions by finite-state Markov chains. The Markov chain is constructed by targeting the conditional moments of the underlying continuous process. The proposed method is more robust to the number of discrete values and...
Persistent link: https://www.econbiz.de/10009421155
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