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Estimating and applying autoregression models via their eigensystem representation

Krippner, Leo - 2023

Persistent link: https://www.econbiz.de/10014432302

Will the real eigensystem VAR please stand up? : a univariate primer

Krippner, Leo - 2019

Persistent link: https://www.econbiz.de/10012223627

Specifying and estimating vector autoregressions using their eigensystem representation

Krippner, Leo - In: Economics letters 241 (2024), pp. 1-4

Persistent link: https://www.econbiz.de/10015078238

Specifying and estimating vector autoregressions using their eigensystem representation

Krippner, Leo - In: Economics letters 241 (2024), pp. 1-4

Persistent link: https://www.econbiz.de/10015078257

Specifying and estimating vector autoregressions using their essions using their Eigensystem representation

Krippner, Leo - 2024

Persistent link: https://www.econbiz.de/10014637511

Applications of vector autoregressions in their scalar autoregressive component form

Krippner, Leo - 2024

Persistent link: https://www.econbiz.de/10015406893

Estimating and applying autoregression models via their eigensystem representation

Krippner, Leo - 2023

Persistent link: https://www.econbiz.de/10015414715

Will the Real Eigensystem VAR Please Stand Up? A Univariate Primer

Krippner, Leo - 2019

I introduce the essential aspects of the eigensystem vector autoregression (EVAR), which allows VARs to be specified and estimated directly in terms of their eigensystem, using univariate examples for clarity. The EVAR guarantees non-explosive dynamics and, if included, non-redundant...

Persistent link: https://www.econbiz.de/10012894855

Real-time forecasting with macro-finance models in the presence of a zero lower bound

Krippner, Leo; Lewis, Michelle - 2018

Persistent link: https://www.econbiz.de/10011884877