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~institution:"Federal Reserve Bank of St. Louis"
~subject:"VAR model"
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Modeling volcker as a non-absorbing state : agnostic identification of a markov-switching VAR
Owyang, Michael T.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974169
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2
Business cycle detrending of macroeconomic data via a latent business cycle index
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974447
Saved in:
3
Regional disparities in the transmission of monetary policy
Owyang, Michael T.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001979830
Saved in:
4
The use of long-run restrictions for the identification of technology shocks
Francis, Neville
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979869
Saved in:
5
Testing the expectations hypothesis : some new evidence
Dittmar, Robert F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001982897
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6
Dynamic forecasts of qualitative variables : a qual VAR model of U.S. recessions
Dueker, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001962982
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7
Are the dynamic linkages between the macroeconomy and asset prices time-varying
Guidolin, Massimo
(
contributor
);
Ono, Sadayuki
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003344538
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8
A flexible finite-horizon identification of technology shocks
Francis, Neville
(
contributor
); …
-
2005
-
Rev
Persistent link: https://www.econbiz.de/10003172790
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