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Panel index VAR models: specification, estimation, testing and leading indicators
Canova, Fabio (contributor); Ciccarelli, Matteo (contributor) - 2002 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713856
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Do institutional changes affect business cycles? : evidence from Europe
Canova, Fabio; Ciccarelli, Matteo; Ortega, Eva - In: Journal of economic dynamics & control 36 (2012) 10, pp. 1520-1533
Persistent link: https://www.econbiz.de/10009701973
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Panel vector autoregressive models : a survey
Canova, Fabio; Ciccarelli, Matteo - 2013
Persistent link: https://www.econbiz.de/10009765563
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Panel vector autoregressive models : a survey
Canova, Fabio; Ciccarelli, Matteo - In: VAR models in macroeconomics - new developments and …, (pp. 205-246). 2013
Persistent link: https://www.econbiz.de/10010252331
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Panel vector autoregressive models : a survey
Canova, Fabio; Ciccarelli, Matteo - 2013
Persistent link: https://www.econbiz.de/10009734277
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Panel index VAR models : specification, estimation, testing and leading indicators
Canova, Fabio (contributor); Ciccarelli, Matteo (contributor) - 2003
Persistent link: https://www.econbiz.de/10003255931
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Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model
Canova, Fabio; Ciccarelli, Matteo - 2014
We provide methods for forecasting variables and predicting turning points in panel Bayesian VARs. We specify a …
Persistent link: https://www.econbiz.de/10014159131
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Panel Vector Autoregressive Models : A Survey
Canova, Fabio - 2013
This paper provides an overview of the panel VAR models used in macroeconomics and finance. It discusses what are their … estimated and how shock identification is performed, and compares panel VARs to other approaches used in the literature to deal …
Persistent link: https://www.econbiz.de/10013088488
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Panel index var models : specification, estimation, testing and leading indicators
Canova, Fabio - 2003
Persistent link: https://www.econbiz.de/10013424338
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Are small scale vars useful for business cycle analysis? : revisiting non-fundamentalness
Canova, Fabio; Sahneh, Mehdi Hamidi - 2016
Persistent link: https://www.econbiz.de/10011437217