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~isPartOf:"Econometric theory"
~subject:"Cointegration"
~subject:"Geldpolitik"
~subject:"Geldpolitische Transmission"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Hochschulschrift"
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VAR model
VAR-Modell
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11
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8
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Lütkepohl, Helmut
4
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4
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2
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2
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2
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195
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194
Economics letters
164
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159
Journal of international money and finance
132
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124
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
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102
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92
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88
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
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Journal of Asian economics
37
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1
Validating dsge models with SVARs and high-dimensional dynamic factor models
Lippi, Marco
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1273-1291
Persistent link: https://www.econbiz.de/10014465374
Saved in:
2
Robust inference in structural vector autoregressions with long-run restrictions
Chevillon, Guillaume
;
Mavroeidis, Sophocles
;
Zhang, Zhaoguo
- In:
Econometric theory
36
(
2020
)
1
,
pp. 86-121
Persistent link: https://www.econbiz.de/10012156818
Saved in:
3
Optimal multistep VAR forecast averaging
Liao, Jen-Che
;
Tsay, Wen-jen
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1099-1126
Persistent link: https://www.econbiz.de/10012404091
Saved in:
4
Determining the cointegration rank in heteroskedastic VAR models of unknown order
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Rahbek, Anders
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 349-382
Persistent link: https://www.econbiz.de/10011950959
Saved in:
5
Higher order moemnts of Markov switching varma models
Cavicchioli, Maddalena
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1502-1515
Persistent link: https://www.econbiz.de/10011810429
Saved in:
6
Trygve Haavelmo's experimental methodology and scenario analysis in a cointegrated vector autoregression
Hoover, Kevin D.
;
Jusélius, Katarina
- In:
Econometric theory
31
(
2015
)
2
,
pp. 249-274
Persistent link: https://www.econbiz.de/10010532066
Saved in:
7
Haavelmo's probability approach and the cointegrated VAR
Jusélius, Katarina
- In:
Econometric theory
31
(
2015
)
2
,
pp. 213-232
Persistent link: https://www.econbiz.de/10010532069
Saved in:
8
VAR interpretations of Haavelmo's market model of capital and investment
Biørn, Erik
- In:
Econometric theory
31
(
2015
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10010532081
Saved in:
9
Noncausal vector autoregression
Lanne, Markku
;
Saikkonen, Pentti
- In:
Econometric theory
29
(
2013
)
3
,
pp. 447-481
Persistent link: https://www.econbiz.de/10009778526
Saved in:
10
Estimation-adjusted VAR
Gouriéroux, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
29
(
2013
)
4
,
pp. 735-770
Persistent link: https://www.econbiz.de/10010210164
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