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~institution:"European University Institute / Department of Law"
~institution:"Verlag Dr. Kovač"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
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Prognoseverfahren
VAR-Modell
Theorie
116
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116
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13
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12
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Lütkepohl, Helmut
4
Marcellino, Massimiliano
3
Kriwoluzky, Alexander
2
Kuzin, Vladimir
2
Schumacher, Christian
2
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1
Brueggemann, Ralf
1
Bußmann, Philip
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Jordà, Òscar
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Knüppel, Malte
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1
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European University Institute / Department of Law
Verlag Dr. Kovač
National Bureau of Economic Research
122
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
European University Institute / Department of Economics
15
Ekonomiska forskningsinstitutet <Stockholm>
10
University of Strathclyde / Department of Economics
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Federal Reserve Bank of San Francisco
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Zakład Teorii Prognoz <Krakau>
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel
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Leibniz-Institut für Wirtschaftsforschung Halle
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Robert Schuman Centre for Advanced Studies
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Springer Fachmedien Wiesbaden
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Centre for International Research on Economic Tendency Surveys
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Federal Reserve Bank of St. Louis
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National Institute of Economic and Social Research
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Umeå Universitet / Institutionen för Nationalekonomi
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EUI working paper
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ECONIS (ZBW)
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Matching
theory
and data : Bayesian vector autoregression and dynamic stochastic general equilibrium models
Kriwoluzky, Alexander
-
2009
Persistent link: https://www.econbiz.de/10003897072
Saved in:
2
MIDAS vs. mixed-frequency VAR : nowcasting GDP in the euro area
Kuzin, Vladimir
;
Marcellino, Massimiliano
;
Schumacher, …
-
2009
Persistent link: https://www.econbiz.de/10003897086
Saved in:
3
Pre-announcement and timing : the effects of a government expenditure shock
Kriwoluzky, Alexander
-
2009
Persistent link: https://www.econbiz.de/10003897242
Saved in:
4
Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867318
Saved in:
5
Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar
;
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867341
Saved in:
6
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003960556
Saved in:
7
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
Saved in:
8
Adapting the Litterman prior for cointegrated VARs
Markun, Michal
-
2011
Persistent link: https://www.econbiz.de/10009238622
Saved in:
9
Nutzung von Informationsineffizienzen für Zeitreihenprognosen zum Credit-Default-Swap-Markt
Bußmann, Philip
-
2016
Persistent link: https://www.econbiz.de/10011454959
Saved in:
10
Forecasting contemporaneous aggregates with stochastic aggregation weights
Brueggemann, Ralf
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009238569
Saved in:
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