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Working paper
Probabilistic Forecasting with Stationary VAR Models
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Working paper
Bank Lending in a Cointegrated VAR Model
In: Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 8
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Policy transmission in DSGE and VAR models
Defence date: 28 October 2005 ; Examining board: Prof. Lawrence Christiano, Northwesten University ; Prof. Giancarlo Corsetti, Co-Supervisor, EUI ; Prof. Rafael Doménech, Universitat de València ; Prof. Roberto Perotti, Supervisor, Università Bocconi ; First made available online 7 September 2016
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Identifying VAR models under rational expectations
In: Journal of Monetary Economics, Band 25, Heft 3, S. 453-476
Mean-VAR Model with Stochastic Volatility
In: Procedia: social and behavioral sciences, Band 109, S. 558-566
ISSN: 1877-0428
Markov-switching mixed-frequency VAR models
In: International journal of forecasting, Band 31, Heft 3, S. 692-711
ISSN: 0169-2070
The cointegrated VAR model: methodology and applications
In: Advanced texts in econometrics
The Econometrics of Oil Market VAR Models
In: CEPR Discussion Paper No. DP14460
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Working paper
The Econometrics of Oil Market VAR Models
In: CESifo Working Paper No. 8153
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Working paper
The Econometrics of Oil Market VAR Models
In: FRB of Dallas Working Paper No. 2006
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Working paper
Proxy VAR Models in a Data-Rich Environment
In: DIW Berlin Discussion Paper No. 1831
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Working paper