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Cointegrating VAR models with endogenous I (0) variables : theoretical extensions and an application to UK monetary policy

Kapetanios, George (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001560122

Monthly data and short-term forecasting : an assessment of monthly data in a VAR model

Salazar, Eduardo; Weale, Martin - In: Journal of forecasting 18 (1999) 7, pp. 447-462

Persistent link: https://www.econbiz.de/10001437765

Structural modelling of the UK economy within a VAR framework using quarterly and monthly data

Henry, S. G. B.; Pesaran, M. Hashem; Lee, K. C.; Weale, … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001579062

How does financial liberalisation affect the influence of monetary policy on the current account?

Hjortsoe, Ida; Weale, Martin; Wieladek, Tomasz - In: Journal of international money and finance 85 (2018), pp. 93-123

Persistent link: https://www.econbiz.de/10012000396

What are the macroeconomic effects of asset purchases?

Weale, Martin; Wieladek, Tomasz - In: Journal of monetary economics 79 (2016), pp. 81-93

Persistent link: https://www.econbiz.de/10011709334

The importance of long run structure for impulse response analysis in VAR models

Mitchell, James (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001560131

Structural analysis of vector error correction models with exogenous I (1) variables

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of econometrics 97 (2000) 2, pp. 293-343

Persistent link: https://www.econbiz.de/10001496593

Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting

Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2023

Interest in regional economic issues coupled with advances in administrative data is driving the creation of new regional economic data. Many of these data series could be useful for nowcasting regional economic activity, but they suffer from a short (albeit constantly expanding) time series...

Persistent link: https://www.econbiz.de/10014357101

Combining forecast densities from VARs with uncertain instabilities

Jore, Anne Sofie; Mitchell, James; Vahey, Shaun P. - In: Journal of applied econometrics 25 (2010) 4, pp. 621-634

Persistent link: https://www.econbiz.de/10008667470

Combining forecast densities from VARs with uncertain instabilities

Jore, Anne Sofie; Mitchell, James; Vahey, Shaun P. - 2008

Persistent link: https://www.econbiz.de/10003993467