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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of econometrics"
~person:"Belke, Ansgar"
~person:"Marcellino, Massimiliano"
~person:"Neumark, David"
~person:"Pesaran, M. Hashem"
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Time series analysis
United States
Estimation
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VAR model
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1972-1987
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Belke, Ansgar
Marcellino, Massimiliano
Neumark, David
Pesaran, M. Hashem
Todorov, Viktor
7
Bollerslev, Tim
5
Kim, Donggyu
5
Koop, Gary
5
Li, Jia
5
Tauchen, George Eugene
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Baltagi, Badi H.
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Fan, Jianqing
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2
Aït-Sahalia, Yacine
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Christensen, Kim
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Diebold, Francis X.
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Dijk, Dick van
2
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Fulop, Andras
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Gouriéroux, Christian
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Hallin, Marc
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Han, Xu
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Hounyo, Ulrich
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
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Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano
;
Sivec, Vasja
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
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2
Impulse response analysis in nonlinear multivariate models
Koop, Gary
;
Pesaran, M. Hashem
;
Potter, Simon M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 119-147
Persistent link: https://www.econbiz.de/10001755367
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