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subject:"Forecasting model"
~person:"Bruns, Martin"
~subject:"Statistik"
~subject:"Ökonometrie"
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Forecasting model
Statistik
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Estimation theory
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Schätztheorie
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VAR model
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VAR-Modell
11
Schock
8
Shock
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Structural vector autoregression
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Time series analysis
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Zeitreihenanalyse
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Oil market
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external instruments
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impulse responses
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instrumental variable
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Autocorrelation
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Early warning system
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Geldpolitik
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Generalized Method of Moments
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Bruns, Martin
Swanson, Norman R.
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Marcellino, Massimiliano
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Cai, Zongwu
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Corradi, Valentina
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Pesaran, M. Hashem
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Koop, Gary
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McCracken, Michael W.
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Phillips, Peter C. B.
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Winkelmann, Rainer
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Clark, Todd E.
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Hendry, David F.
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Huber, Florian
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MacKinnon, James G.
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Davidson, Russell
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Hyndman, Rob J.
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Kapetanios, George
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Rossi, Barbara
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Gao, Jiti
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Koopman, Siem Jan
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Magnus, Jan R.
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West, Kenneth D.
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Baltagi, Badi H.
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Chevillon, Guillaume
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Diebold, Francis X.
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Fomby, Thomas B.
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Athanasopoulos, George
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Jordà, Òscar
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Knüppel, Malte
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Kumar, Dilip
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Lahiri, Kajal
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McAleer, Michael
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Sekhposyan, Tatevik
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Vahid, Farshid
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White, Halbert
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Xu, Ke-Li
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Audrino, Francesco
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Croux, Christophe
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Essays in empirical macroeconomics: identification in vector autoregressive models and robust inference in early warning systems
Bruns, Martin
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2019
Persistent link: https://www.econbiz.de/10012104832
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