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Search: subject_exact:"Vector autoregressive process"
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A vector multiplicative error model with spillover effects and co-movements
Otranto, Edoardo
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2024
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Prima edizione
Persistent link: https://www.econbiz.de/10014519167
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2
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
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2023
Persistent link: https://www.econbiz.de/10014285859
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3
Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
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4
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
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2021
Persistent link: https://www.econbiz.de/10012631226
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5
Sign restrictions in high-dimensional vector autoregressions
Korobilis, Dimitris
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2020
Persistent link: https://www.econbiz.de/10012317435
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6
A scoring rule for factor and autoregressive models under misspecification
Casarin, Roberto
;
Corradin, Fausto
;
Ravazzolo, Francesco
; …
-
2018
Persistent link: https://www.econbiz.de/10011956868
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7
Granger-causal analysis of GARCH models : a Bayesian approach
Woźniak, Tomasz
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2015
Persistent link: https://www.econbiz.de/10011339305
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8
Assessing monetary policy models : Bayesian inference for heteroskedastic strcutural VARs
Woźniak, Tomasz
;
Droumaguet, Matthieu
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2015
Persistent link: https://www.econbiz.de/10011521832
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9
Sparse graphical vector autoregression : a Bayesian approach
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
-
2014
Persistent link: https://www.econbiz.de/10011629454
Saved in:
10
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
-
2012
Persistent link: https://www.econbiz.de/10011629070
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