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~person:"Athanasopoulos, George"
~person:"Chan, Joshua"
~person:"Mignon, Valérie"
~subject:"VAR model"
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Athanasopoulos, George
Chan, Joshua
Mignon, Valérie
Baumeister, Christiane
4
Lütkepohl, Helmut
4
Vahid, Farshid
4
Dufour, Jean-Marie
3
Kapetanios, George
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1
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
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2
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
Saved in:
3
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
4
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
-
2014
Persistent link: https://www.econbiz.de/10010431594
Saved in:
5
Canadian monetary policy analysis using a structural VARMA model
Raghavan, Mala
;
Athanasopoulos, George
;
Silvapulle, …
-
2014
Persistent link: https://www.econbiz.de/10010409867
Saved in:
6
Canadian monetary policy analysis using a structural VARMA model
Raghavan, Mala
;
Athanasopoulos, George
;
Silvapulle, …
- In:
The Canadian journal of economics
49
(
2016
)
1
,
pp. 347-373
Persistent link: https://www.econbiz.de/10011597465
Saved in:
7
A complete VARMA modelling methodology based on scalar components
Athanasopoulos, George
;
Vahid, Farshid
-
2006
Persistent link: https://www.econbiz.de/10003301178
Saved in:
8
VARMA versus VAR for macroeconomic forecasting
Athanasopoulos, George
;
Vahid, Farshid
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 237-252
Persistent link: https://www.econbiz.de/10003675729
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