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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper series / Reserve Bank of New Zealand"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of empirical finance"
~person:"Breunig, Robert"
~person:"Dungey, Mardi H."
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Morley, James C."
~person:"Wong, Benjamin"
~subject:"Estimation"
~subject:"Time varying parameters"
~type_genre:"Arbeitspapier"
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Zeitreihenanalyse
Estimation
Time varying parameters
Theorie
13
Theory
13
Time series analysis
8
Schätzung
4
VAR model
4
VAR-Modell
4
Forecasting model
3
Prognoseverfahren
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structural VAR
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1972-1996
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Developing countries
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Economic Growth
1
Economic forecast
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Economic growth
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Einkommensverteilung
1
Entwicklungsländer
1
Estimation theory
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Arbeitspapier
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English
10
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Newbold, Paul
Breunig, Robert
Dungey, Mardi H.
Ghose, Devajyoti
Kapetanios, George
Morley, James C.
Wong, Benjamin
Mills, Terence C.
5
Chan, Joshua
3
Harvey, David I.
3
Matheson, Troy
3
Seaton, Jonathan S.
3
Drake, Leigh M.
2
Gourlay, Adrian R.
2
Grant, Angelia L.
2
Green, Christopher J.
2
Harding, Don
2
Kollmann, Robert
2
Markellos, Raphaēl N.
2
Tian, Jing
2
Varang Wiriyawit
2
Abbate, Angela
1
Agung, Juda
1
Berka, Martin
1
Bloor, Chris
1
Brown, Sarah
1
Chambers, Marcus J.
1
Chan, Joshua C. C.
1
Dar, Humayon A.
1
De Borger, Bruno L.
1
Devereux, Michael B.
1
Dnes, Antony W.
1
Eickmeier, Sandra
1
Engel, Charles
1
Ferrier, Gary Donald
1
Fleissig, Adrian R.
1
Goodwin, Thomas
1
Guerrón-Quintana, Pablo A.
1
Holmes, Mark J.
1
Jacobs, Jan
1
Jordanov, Jordan
1
Jordanov, Jordan V.
1
Joujon, Emmanuel
1
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CAMA working paper series
Discussion paper series / Reserve Bank of New Zealand
Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
Working paper
5
Working paper series / European Central Bank ; Eurosystem
3
Australian School of Business working paper : Australian School of Business research paper
2
CESifo working papers
2
Cambridge working papers in economics
2
Discussion paper / UTAS, School of Economics and Finance
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
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1
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1
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1
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ECONIS (ZBW)
10
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1
Historical decomopositions for nonlinear vector autoregression models
Wong, Benjamin
-
2017
Persistent link: https://www.econbiz.de/10011746879
Saved in:
2
Incorporating relevant multivariate information for characterizing half-life with an application to purchasing power parity
Wong, Benjamin
-
2017
Persistent link: https://www.econbiz.de/10011747283
Saved in:
3
Estimating and accounting for the output gap with large Bayesian vector autoregressions
Morley, James C.
;
Wong, Benjamin
-
2017
Persistent link: https://www.econbiz.de/10011747292
Saved in:
4
Inequality or poverty : which is bad for growth?
Breunig, Robert
;
Majeed, Omer
-
2016
Persistent link: https://www.econbiz.de/10011756279
Saved in:
5
Structural VARs, deterministic and stochastic trends : does detrending matter?
Varang Wiriyawit
;
Wong, Benjamin
-
2015
Persistent link: https://www.econbiz.de/10010528671
Saved in:
6
Structural VARs, deterministic and stochastic trends : does detrending matter?
Varang Wiriyawit
;
Wong, Benjamin
-
2014
Persistent link: https://www.econbiz.de/10011341994
Saved in:
7
On the correspondence between data revision and trend-cycle decomposition
Dungey, Mardi H.
;
Jacobs, Jan
;
Tian, Jing
;
Van Norden, Simon
-
2012
Persistent link: https://www.econbiz.de/10009561165
Saved in:
8
Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.
;
Yalama, Abdullah
-
2009
Persistent link: https://www.econbiz.de/10003882203
Saved in:
9
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000987502
Saved in:
10
Tests for multiple forecasting encompassing
Harvey, David I.
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000996877
Saved in:
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