Narrow search
Showing 1 - 7 of 7
Cover Image
Matching theory and data : Bayesian vector autoregression and dynamic stochastic general equilibrium models
Kriwoluzky, Alexander - 2009
Persistent link: https://www.econbiz.de/10003897072
Cover Image
Pre-announcement and timing : the effects of a government expenditure shock
Kriwoluzky, Alexander - 2009
Persistent link: https://www.econbiz.de/10003897242
Cover Image
Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar; Lütkepohl, Helmut - 2009
Persistent link: https://www.econbiz.de/10003867341
Cover Image
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
Cover Image
Adapting the Litterman prior for cointegrated VARs
Markun, Michal - 2011
Persistent link: https://www.econbiz.de/10009238622
Cover Image
Statistical analysis of financial time series under the assumption of local stationarity
Stéphan, Clémençon (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906778