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subject:"Shock"
~institution:"Federal Reserve Bank of St. Louis"
~subject:"Kointegration"
~subject:"Schätzung"
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Search: subject_exact:"Vector autoregressive model"
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A common model approach to macroeconomics : using panel data reduce sampling error
Gavin, William T.
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986936
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2
The use of long-run restrictions for the identification of technology shocks
Francis, Neville
(
contributor
); …
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2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979869
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3
Testing the expectations hypothesis : some new evidence
Dittmar, Robert F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001982897
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4
Modeling volcker as a non-absorbing state : agnostic identification of a markov-switching VAR
Owyang, Michael T.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974169
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