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~institution:"Federal Reserve Bank of St. Louis"
~subject:"VAR-Modell"
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VAR-Modell
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Owyang, Michael T.
4
Dueker, Michael
3
Francis, Neville
2
Theodorou, Athena T.
2
Thornton, Daniel L.
2
Assenmacher-Wesche, Katrin
1
Dittmar, Robert F.
1
Gavin, William T.
1
Guidolin, Massimo
1
Nelson, Charles R.
1
Ono, Sadayuki
1
Roush, Jennifer E.
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Sarno, Lucio
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Wall, Howard J.
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Federal Reserve Bank of St. Louis
National Bureau of Economic Research
90
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
European University Institute / Department of Economics
16
European University Institute / Department of Law
13
Københavns Universitet / Økonomisk Institut
8
Leibniz-Institut für Wirtschaftsforschung Halle
6
University of Strathclyde / Department of Economics
6
School of Finance and Business Economics <Perth, Western Australia>
5
University of Southampton / Department of Economics
5
Ekonomiska forskningsinstitutet <Stockholm>
4
Federal Reserve Bank of San Francisco
4
Innocenzo Gasparini Institute for Economic Research <Mailand>
4
Narodna Banka na Republika Makedonija
4
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
4
Task Force on Low Inflation (LIFT)
4
University of Leicester / Department of Economics
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Center for Economic Research <Tilburg>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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International Monetary Fund
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National Institute of Economic and Social Research
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel
2
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2
Institut für Weltwirtschaft
2
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2
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Konjunkturinstitutet <Stockholm>
2
Nationaløkonomiske Instituttet <Århus>
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Panepistēmio Kypru / Kentro Oikonomikōn Ereunōn
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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Svenska Handelshögskolan <Helsinki>
2
Türkiye Cumhuriyet Merkez Bankası
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The use of long-run restrictions for the identification of technology shocks
Francis, Neville
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979869
Saved in:
2
Modeling volcker as a non-absorbing state : agnostic identification of a markov-switching VAR
Owyang, Michael T.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974169
Saved in:
3
Are the dynamic linkages between the macroeconomy and asset prices time-varying
Guidolin, Massimo
(
contributor
);
Ono, Sadayuki
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003344538
Saved in:
4
A flexible finite-horizon identification of technology shocks
Francis, Neville
(
contributor
); …
-
2005
-
Rev
Persistent link: https://www.econbiz.de/10003172790
Saved in:
5
Regional disparities in the transmission of monetary policy
Owyang, Michael T.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001979830
Saved in:
6
Testing the expectations hypothesis : some new evidence
Dittmar, Robert F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001982897
Saved in:
7
Dynamic forecasts of qualitative variables : a qual VAR model of U.S. recessions
Dueker, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001962982
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8
Business cycle detrending of macroeconomic data via a latent business cycle index
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974447
Saved in:
9
The efficient market hypothesis and identification in structural VARs
Sarno, Lucio
(
contributor
);
Thornton, Daniel L.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986502
Saved in:
10
A common model approach to macroeconomics : using panel data reduce sampling error
Gavin, William T.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986936
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