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Nonlinear Dynamics of Interest...
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VAR model
Theorie
70
Theory
68
USA
55
Zeitreihenanalyse
54
Time series analysis
53
United States
52
VAR-Modell
35
Schätzung
31
Estimation
29
Volatility
28
Volatilität
28
Autocorrelation
23
Autokorrelation
23
Forecasting model
22
Prognoseverfahren
22
Einheitswurzeltest
19
Unit root test
19
Inflation
18
Kapitaleinkommen
16
Schock
16
Capital income
15
Exchange rate
15
Wechselkurs
15
ARCH model
14
ARCH-Modell
14
Phillips curve
14
Shock
14
Causality analysis
12
Cointegration
12
Kausalanalyse
12
Non-Gaussian time series
11
Bayes-Statistik
10
Bayesian inference
10
Kointegration
10
Phillips-Kurve
10
Erwartungsbildung
9
Expectation formation
9
Inflation expectations
9
Interest rate
9
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Free
19
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Book / Working Paper
21
Article
11
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Arbeitspapier
14
Working Paper
14
Graue Literatur
13
Non-commercial literature
13
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10
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10
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1
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Language
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English
32
Author
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Lanne, Markku
32
Luoto, Jani
11
Lütkepohl, Helmut
11
Saikkonen, Pentti
5
Nyberg, Henri
3
Anttonen, Jetro
2
Liu, Keyan
2
Luetkepohl, Helmut
2
Maciejowska, Katarzyna
2
Meitz, Mika
2
Kuntze, Visa
1
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European University Institute / Department of Economics
3
European University Institute / Department of Law
2
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EUI working paper / ECO
5
CREATES research paper
4
CESifo working papers
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
CESifo Working Paper Series
2
Journal of money, credit and banking : JMCB
2
Bank of Finland Research Discussion Paper
1
Bank of Finland research discussion papers
1
Discussion papers / Helsinki Center of Economic Research : discussion paper
1
Econometric theory
1
Essays in honour of Fabio Canova
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Data-driven inference on sign restrictions in Bayesian structural vector autoregression
Lanne, Markku
;
Luoto, Jani
-
2016
Persistent link: https://www.econbiz.de/10011421768
Saved in:
2
Generalized forecast error variance decomposition for linear and nonlinear multivariate models
Lanne, Markku
;
Nyberg, Henri
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
4
,
pp. 595-603
Persistent link: https://www.econbiz.de/10011579054
Saved in:
3
Identification and estimation of non-Gaussian structural vector autoregressions
Lanne, Markku
;
Meitz, Mika
;
Saikkonen, Pentti
-
2015
Persistent link: https://www.econbiz.de/10010514606
Saved in:
4
Noncausal Bayesian vector autoregression
Lanne, Markku
;
Luoto, Jani
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1392-1406
Persistent link: https://www.econbiz.de/10011687545
Saved in:
5
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:
6
GMM estimation of non-Gaussian structural vector autoregression
Lanne, Markku
;
Luoto, Jani
-
2018
Persistent link: https://www.econbiz.de/10011800283
Saved in:
7
A new time-varying parameter autoregressive model for U.S. inflation expectations
Lanne, Markku
;
Luoto, Jani
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
5
,
pp. 969-995
Persistent link: https://www.econbiz.de/10011946516
Saved in:
8
Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
-
2009
Persistent link: https://www.econbiz.de/10003825416
Saved in:
9
Stock prices and economic fluctuations : a Markov switching structural vector autoregressive analysis
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003787630
Saved in:
10
Noncausal vector autoregression
Lanne, Markku
;
Saikkonen, Pentti
-
2009
Persistent link: https://www.econbiz.de/10003867806
Saved in:
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