Narrow search
Showing 1 - 10 of 14
Cover Image
Structural vector autoregressions with Markov switching
Lanne, Markku; Lütkepohl, Helmut; Maciejowska, Katarzyna - 2009
Persistent link: https://www.econbiz.de/10003825416
Cover Image
Stock prices and economic fluctuations : a Markov switching structural vector autoregressive analysis
Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2008
Persistent link: https://www.econbiz.de/10003787630
Cover Image
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003787656
Cover Image
Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar; Lütkepohl, Helmut - 2009
Persistent link: https://www.econbiz.de/10003867341
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
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea; Kapetanios, George; Marcellino, … - 2009
Persistent link: https://www.econbiz.de/10003897081
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
Estimation methods comparison of SVAR model with the mixture of two normal distributions : Monte Carlo analysis
Maciejowska, Katarzyna - 2010
Persistent link: https://www.econbiz.de/10003985568
Cover Image
Forecasting nonlinear aggregates and aggregates with time-varying weights
Lütkepohl, Helmut - 2010
Persistent link: https://www.econbiz.de/10003960209
Cover Image
Forecasting government bond yields with large Bayesian VARs
Carriero, Andrea; Kapetanios, George; Marcellino, … - 2010
Persistent link: https://www.econbiz.de/10003960521