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VAR model
Theorie
295
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287
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262
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252
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227
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219
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205
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200
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51
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116
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Marcellino, Massimiliano
97
Carriero, Andrea
53
Clark, Todd E.
36
Stock, James H.
19
Kapetanios, George
18
Watson, Mark W.
14
Foroni, Claudia
10
Mertens, Elmar
8
Guérin, Pierre
6
Eickmeier, Sandra
5
Lemke, Wolfgang
5
Aastveit, Knut Are
4
Corsello, Francesco
4
Galvão, Ana Beatriz C.
4
Krolzig, Hans-Martin
4
Mizon, Grayham E.
4
Wright, Jonathan H.
4
Abbate, Angela
3
Bai, Yu
3
Banerjee, Anindya
3
Eberly, Janice C.
3
Huber, Florian
3
Masten, Igor
3
Müller, Ulrich K.
3
Pfarrhofer, Michael
3
Tornese, Tommaso
3
Koop, Gary
2
Sargent, Thomas J.
2
Sivec, Vasja
2
Venditti, Fabrizio
2
Artis, Michael J.
1
Bernanke, Ben
1
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1
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1
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1
Eberly, Janice
1
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1
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1
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1
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1
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4
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3
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Discussion paper / Centre for Economic Policy Research
19
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12
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10
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8
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7
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5
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4
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4
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3
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3
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2
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2
Advances in economics and econometrics ; Vol. 3
1
BAFFI CAREFIN Centre Research Paper
1
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1
Economic research reports
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
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1
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1
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1
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1
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1
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1
Studi e quaderni
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The American economic review
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The review of economics and statistics
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
1
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ECONIS (ZBW)
116
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1
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano
;
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 499-526
Persistent link: https://www.econbiz.de/10003376109
Saved in:
2
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003213738
Saved in:
3
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano
-
2005
Persistent link: https://www.econbiz.de/10013424599
Saved in:
4
Understanding exchanges in international business cycle dynamics
Stock, James H.
;
Watson, Mark W.
- In:
Journal of the European Economic Association
3
(
2005
)
5
,
pp. 968-1006
Persistent link: https://www.econbiz.de/10003101473
Saved in:
5
Implications of dynamic factor models for VAR analysis
Stock, James H.
;
Watson, Mark W.
-
2005
Persistent link: https://www.econbiz.de/10003029669
Saved in:
6
Vector autoregressions
Stock, James H.
;
Watson, Mark W.
- In:
The journal of economic perspectives : EP ; a journal …
15
(
2001
)
4
,
pp. 101-115
Persistent link: https://www.econbiz.de/10001639340
Saved in:
7
Understanding changes in international business cycle dynamics
Stock, James H.
;
Watson, Mark W.
-
2003
Persistent link: https://www.econbiz.de/10001775741
Saved in:
8
Inference in structural Vector Autoregressions identified with an external instrument
Olea, José Luis Montiel
;
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10013279009
Saved in:
9
Macroeconomic forecasting using many predictors
Watson, Mark W.
-
2003
Persistent link: https://www.econbiz.de/10001771759
Saved in:
10
ABCs (and Ds) of understanding VARs
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
- In:
The American economic review
97
(
2007
)
3
,
pp. 1021-1026
Persistent link: https://www.econbiz.de/10003505621
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