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Cointegration
Wissenschaftliche Methode
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Caporale, Guglielmo Maria
47
Nielsen, Morten Ørregaard
32
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21
Weber, Enzo
21
Lütkepohl, Helmut
20
Wagner, Martin
20
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17
Belke, Ansgar
17
Krolzig, Hans-Martin
16
Dijk, Herman K. van
15
Strachan, Rodney W.
15
Johansen, Soren
14
Rahbek, Anders
13
Siliverstovs, Boriss
13
Villani, Mattias
13
Heinlein, Reinhold
12
Trenkler, Carsten
12
Warne, Anders
12
Czudaj, Robert
11
Gupta, Rangan
11
Johansen, Søren
11
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11
Beckmann, Joscha
10
Beyer, Andreas
10
Haldrup, Niels
10
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9
Nielsen, Heino Bohn
9
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8
Ciferri, Davide
8
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8
Kunst, Robert M.
8
Marcellino, Massimiliano
8
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8
Vredin, Anders
8
Esteve, Vicente
7
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7
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7
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7
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7
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45
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13
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11
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9
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7
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
3
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3
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3
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2
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2
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2
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2
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2
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Economics : the open-access, open-assessment e-journal
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International Journal of Energy Economics and Policy : IJEEP
7
Ruhr economic papers
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7
CBN journal of applied statistics
6
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6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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ECONIS (ZBW)
848
RePEc
371
EconStor
76
ArchiDok
5
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1
Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption?
Chua, Chew Lian
;
Tsiaplias, Sarantis
-
Melbourne Institute of Applied Economic and Social …
-
2008
-time capacity to forecast GDP and consumption. A
Bayesian
error correction approach augmented with the consumer sentiment index and …
Persistent link: https://www.econbiz.de/10005264635
Saved in:
2
Bayesian
Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
Strachan, Rodney W.
;
van Dijk, Herman K.
-
2008
using
Markov
chain
Monte
Carlo
techniques. …A
Bayesian
model averaging procedure is presented that makes use of a finite mixture of many model structures within …
Persistent link: https://www.econbiz.de/10010325721
Saved in:
3
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using
Bayesian
Model Averaging
Strachan, Rodney W.
;
van Dijk, Herman K.
-
2010
The empirical support for a real business cycle model with two technology shocks is evaluated using a
Bayesian
model …
Persistent link: https://www.econbiz.de/10010326026
Saved in:
4
Evidence on Features of a DSGE Business Cycle Model from
Bayesian
Model Averaging
Strachan, Rodney
;
van Dijk, Herman K.
-
2012
valuated using
Bayesian
model averaging over vector autoregressions. The model features include equilibria, restrictions on …
Persistent link: https://www.econbiz.de/10010326330
Saved in:
5
Monetary policy analysis in a small open economy using
Bayesian
cointegrated structural VARs
Villani, Mattias
;
Warne, Anders
-
2003
analyses of monetary policy. Existing
Bayesian
procedures for structural VARs are at best confined to a severly limited … handling of cointegration restrictions. This paper extends the
Bayesian
analysis of structural VARs to cover cointegrated …
Persistent link: https://www.econbiz.de/10009636519
Saved in:
6
Forecasting with
Bayesian
Vector Autoregressions
Karlsson, Sune
-
2012
Prepared for the Handbook of Economic Forecasting, vol 2 This chapter reviews
Bayesian
methods for inference and … forecasting with VAR models.
Bayesian
inference and, by extension, forecasting depends on numerical methods for simulating from …
Persistent link: https://www.econbiz.de/10012654382
Saved in:
7
Inference in Vector Autoregressive Models with an Informative Prior on the Steady State
Villani, Mattias
-
2005
Vector autoregressions have steadily gained in popularity since their introduction in econometrics 25 years ago. A drawback of the otherwise fairly well developed methodology is the inability to incorporate prior beliefs regarding the system's steady state in a satisfactory way. Such prior...
Persistent link: https://www.econbiz.de/10010321341
Saved in:
8
Bayesian
averaging over many dynamic model structures with evidence on the Great Ratios and liquidity trap risk
Strachan, Rodney W.
;
Dijk, Herman K. van
-
2008
using
Markov
chain
Monte
Carlo
techniques. …A
Bayesian
model averaging procedure is presented that makes use of a finite mixture of many model structures within …
Persistent link: https://www.econbiz.de/10011377110
Saved in:
9
Evidence on a real business cycle model with neutral and investment-specific technology shocks using
Bayesian
model averaging
Strachan, Rodney W.
;
Dijk, Herman K. van
-
2010
-
Version 17 May 2010
The empirical support for a real business cycle model with two technology shocks is evaluated using a
Bayesian
model …
Persistent link: https://www.econbiz.de/10011380727
Saved in:
10
Testing for stationarity in a cointegrated system
Kunst, Robert M.
-
2002
In systems of variables with a specified or already identified cointegrating rank, stationarity of component variates can be tested by a simple restriction test. The implied decision is often in conflict with the outcome of unit root tests on the same variables. Using a framework of Bayes...
Persistent link: https://www.econbiz.de/10009725490
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