of diagnostic tests. The models are shown to produce good in-sample forecasting performance and also out …-of-sample forecasting performance which dominates a random walk. …

-biased technology shocks in a VAR with long-run restrictions. Hours fall in response to skill-biased technology shocks, indicating that …

Using indirect inference based on a VAR we confront US data from 1972 to 2007 with a standard New Keynesian model in …

Structural vector autoregressive (VAR) models were introduced in 1980 as an alternative to traditional large … of the structural VAR methodology often were atheoretical in that users paid insufficient attention to the conditions … identifying assumptions the structural VAR literature has continuously evolved since the 1980s. This survey traces the evolution …

-1999. Three popular methods of estimating uncertainty from survey data are analysed in the context of models for forecasting and …

. Applied to two accession countries, Hungary and Poland, a VAR system is estimated for each that incorporates endogenously …