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~institution:"European University Institute / Department of Law"
~institution:"Federal Reserve Bank of San Francisco"
~institution:"Friedrich-Schiller-Universität Jena"
~institution:"University of Exeter / Department of Economics"
~subject:"VAR model"
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Matching theory and data : Bayesian vector autoregression and dynamic stochastic general equilibrium models
Kriwoluzky, Alexander
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2009
Persistent link: https://www.econbiz.de/10003897072
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2
Pre-announcement and timing : the effects of a government expenditure shock
Kriwoluzky, Alexander
-
2009
Persistent link: https://www.econbiz.de/10003897242
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3
Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar
;
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867341
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4
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
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5
Adapting the Litterman prior for cointegrated VARs
Markun, Michal
-
2011
Persistent link: https://www.econbiz.de/10009238622
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6
Macro factors and the affine term structure of interest rates
Wu, Tao
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001686940
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Evaluating alternative exchange rate regimes : time consistency, inertia and the identification of shocks in a new Keynesian model
Driver, Rebecca L.
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2000
Persistent link: https://www.econbiz.de/10001512616
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Do measures of monetary policy in a VAR make sense?
Rudebusch, Glenn D.
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1996
Persistent link: https://www.econbiz.de/10000939625
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Monetary policy in an imperfect information environment
Other, Lars
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2021
Persistent link: https://www.econbiz.de/10012519676
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