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~isPartOf:"CREATES research paper"
~isPartOf:"Economics letters"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Time series analysis"
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Search: subject_exact:"VARMA model"
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CREATES research paper
Economics letters
Journal of economic dynamics & control
Working paper / National Bureau of Economic Research, Inc.
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51
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ECONIS (ZBW)
69
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1
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
2
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
3
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
4
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
5
Measuring the trend real interest rate in a data-rich environment
Fu, Bowen
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014249732
Saved in:
6
How to estimate a VAR after March 2020
Lenza, Michele
;
Primiceri, Giorgio E.
-
2020
Persistent link: https://www.econbiz.de/10012300316
Saved in:
7
Do we reject restrictions identifying fiscal shocks? : identification based on non-Gaussian innovations
Karamysheva, Madina
;
Skrobotov, Anton
- In:
Journal of economic dynamics & control
138
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013464743
Saved in:
8
Proxy SVAR identification of monetary policy shocks : Monte Carlo evidence and insights for the US
Herwartz, Helmut
;
Rohloff, Hannes
;
Wang, Shu
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013464923
Saved in:
9
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
Saved in:
10
A classical view of the business cycle
Belongia, Michael T.
;
Ireland, Peter N.
-
2019
Persistent link: https://www.econbiz.de/10012061335
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