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~isPartOf:"Empirical Economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~subject:"Current account"
~subject:"Impulse responses"
~subject:"Theorie"
~subject:"VAR model"
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Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
Saved in:
2
Aggregation in large dynamic panels
Pesaran, M. Hashem
;
Chudik, Alexander
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
Saved in:
3
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
4
Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 782-798
Persistent link: https://www.econbiz.de/10011474568
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5
Inference on impulse response functions in structural VAR models
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010189887
Saved in:
6
Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
Saved in:
7
Identification and estimation of non-Gaussian structural vector autoregressions
Lanne, Markku
;
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 288-304
Persistent link: https://www.econbiz.de/10011818296
Saved in:
8
On the real effects of inflation in open economies: theory and empirics
Mallick, Sushanta
;
Mohsin, Mohammed
- In:
Empirical Economics
39
(
2010
)
3
,
pp. 643-673
Persistent link: https://www.econbiz.de/10008775751
Saved in:
9
Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand
Bloor, Chris
;
Matheson, Troy
- In:
Empirical Economics
39
(
2010
)
2
,
pp. 537-558
Persistent link: https://www.econbiz.de/10008674031
Saved in:
10
Forecasting with dimension switching VARs
Koop, Gary
- In:
International journal of forecasting
30
(
2014
)
2
,
pp. 280-290
Persistent link: https://www.econbiz.de/10010510910
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