المؤلفون: Koop, Gary, McIntyre, Stuart, Mitchell, James, Poon, Aubrey, 1987, Wu, Ping

المصدر: Journal of the Royal Statistical Society. 187(2):477-495

مصطلحات موضوعية: Bayesian methods, factors, missing data, mixed-frequency data, regional data, vector autoregressions, C32, C53, E37

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-110038
https://doi.org/10.1093/jrsssa/qnad130

المؤلفون: Koop, Gary, McIntyre, Stuart, Mitchell, James, Poon, Aubrey, 1987

المصدر: International Journal of Forecasting. 40(2):626-640

مصطلحات موضوعية: Regional data, Mixed frequency, Nowcasting, Bayesian methods, Real-time data, Vector autoregressions

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-99104
https://doi.org/10.1016/j.ijforecast.2022.04.002

المؤلفون: Bermperoglou, Dimitrios

المساهمون: University/Department: Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica

Thesis Advisors: dbermperoglou@gmail.com, Pappa, Evi

المصدر: TDX (Tesis Doctorals en Xarxa)

مصطلحات موضوعية: Política fiscal, Fiscal policy, Vectors autorregresivos, Vetores autorregresivos, Vector autoregressions, Models d'equilibri general dinàmics, Modelos de equilibrio general dinámicos, Dynamic general equilibrium models, Ciències Socials

وصف الملف: application/pdf

URL الوصول: http://hdl.handle.net/10803/310610

المؤلفون: Eugene Msizi Buthelezi

المصدر: Journal of Applied Economics, Vol 27, Iss 1 (2024)

مصطلحات موضوعية: Fiscal theory of the price level, fiscal policy, Bayesian vector autoregressions, hierarchical prior, Economic growth, development, planning, HD72-88, Economic history and conditions, HC10-1085

وصف الملف: electronic resource

Relation: https://doaj.org/toc/1514-0326; https://doaj.org/toc/1667-6726

URL الوصول: https://doaj.org/article/77e2dc4ca49c4452a5cb2b032c6ef625

المؤلفون: Svetunkov Sergey, Samarina Elizaveta

المصدر: π-Economy, Vol 16, Iss 6 (2023)

مصطلحات موضوعية: short-term forecasting, economic forecasting, vector autoregressions, complex-valued vector autoregressions, prices, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: https://economy.spbstu.ru/article/2023.104.11/; https://doaj.org/toc/2782-6015

URL الوصول: https://doaj.org/article/ff9b681bdf3740d794b1821a935751c1

المؤلفون: S. A. Dzuba, V. S. Tishkovetz, M. A. Shchepeleva

المصدر: Финансы: теория и практика, Vol 27, Iss 5, Pp 182-194 (2023)

مصطلحات موضوعية: systemic risk in the financial sector, network analysis, sparse vector autoregressions, granger causality test, network topology, centrality, Finance, HG1-9999

وصف الملف: electronic resource

Relation: https://financetp.fa.ru/jour/article/view/2406; https://doaj.org/toc/2587-5671; https://doaj.org/toc/2587-7089

URL الوصول: https://doaj.org/article/55eac29fb17c4ceda3c23a57c1065416

المؤلفون: Guérin, Pierre, Leiva-León, Danilo

المصدر: Essays in Honour of Fabio Canova

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/S0731-90532022000044B003

المؤلفون: Anttonen, Jetro Johannes, Lanne, Markku, Luoto, Jani

المساهمون: Doctoral Programme in Economics, Economics, Faculty of Social Sciences, Financial and Macroeconometrics, Faculty Common Matters (Faculty of Social Sciences)

مصطلحات موضوعية: Algorithm, Inference, Shocks, Vector autoregressions, Statistics and probability

وصف الملف: application/pdf

Relation: We thank Marco del Negro and five anonymous referees for useful comments. Financial support from the Research Council of Finland (grants 308628 and 347986) is gratefully acknowledged.; Anttonen , J J , Lanne , M & Luoto , J 2024 , ' Statistically identified structural VAR model with potentially skewed and fat-tailed errors ' , Journal of Applied Econometrics . https://doi.org/10.1002/jae.3019; ORCID: /0000-0001-9397-2578/work/155090560; http://hdl.handle.net/10138/572308; e9bf3e3f-c338-4568-8466-69ab7a01994b; 001161018500001

الاتاحة: http://hdl.handle.net/10138/572308

المؤلفون: Billio, Monica, Casarin, Roberto, Corradin, Fausto

المصدر: The Economics of COVID-19

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/S0573-855520220000296003

المؤلفون: Boer, Lukas, Rieth, Malte

مصطلحات موضوعية: ddc:330, C32, E30, F13, F14, Trade policy, international trade, structural vector autoregressions, narrative identification, general equilibrium, United States

Relation: Series: DIW Discussion Papers; No. 2072; gbv-ppn:188059661X; http://hdl.handle.net/10419/283240

الاتاحة: http://hdl.handle.net/10419/283240

المؤلفون: Arias, Jonas E., Rubio-Ramírez, Juan Francisco, Shin, Minchul, Waggoner, Daniel F.

مصطلحات موضوعية: ddc:330, C11, C51, E52, E58, time-varying parameters, structural vector autoregressions, identification

Relation: Series: Working Paper; No. 2024-4; gbv-ppn:1885024606; https://hdl.handle.net/10419/300458

الاتاحة: https://hdl.handle.net/10419/300458
https://doi.org/10.29338/wp2024-04

المؤلفون: Miguel Sebastiano Chalup Calmotti, Luis Fernando Escobar Caba

المصدر: Revista de Economía del Rosario, Vol 26, Iss 1 (2023)

مصطلحات موضوعية: Fiscal policy, Covid-19, Shocks, Economic cycles, Mixed frequency vector autoregressions, Stochastic volatility, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: https://revistas.urosario.edu.co/index.php/economia/article/view/13596; https://doaj.org/toc/0123-5362; https://doaj.org/toc/2145-454X

URL الوصول: https://doaj.org/article/475211fa55084a1d92991dc0d37f0bc0

المؤلفون: Belke, Ansgar, Goemans, Pascal

المصدر: Journal of Economic Studies, 2021, Vol. 49, Issue 4, pp. 623-646.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/JES-07-2020-0334

المؤلفون: MONTANÉ, MARTÍN, LIBMAN, EMILIANO, ZACK, GUIDO

المصدر: Brazilian Journal of Political Economy. December 2021 41(4)

مصطلحات موضوعية: Inflation targeting, vector autoregressions, contractionary effects of devaluations, monetary policy rules

وصف الملف: text/html

URL الوصول: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-31572021000400723

المؤلفون: Camehl, Annika, von Schweinitz, Gregor

مصطلحات موضوعية: jel:C11, jel:C30, jel:E52, jel:F42, informative priors, panel vector autoregressions, spillovers, structural vector autoregressions

الاتاحة: https://www.econstor.eu/bitstream/10419/269859/1/1833068580.pdf

المؤلفون: Camehl, Annika, von Schweinitz, Gregor

مصطلحات موضوعية: jel:C11, jel:C30, jel:E52, jel:F42, informative priors, panel vector autoregressions, spillovers, structural vector autoregressions

الاتاحة: https://www.econstor.eu/bitstream/10419/275742/1/iwh-dp2023-03rev.pdf

المؤلفون: Schlaak, Thore, Rieth, Malte, Podstawski, Maximilian

مصطلحات موضوعية: ddc:330, C32, E32, E52, E58, Monetary policy, structural vector autoregressions, identification with external instrument, heteroskedasticity, Markov switching

Relation: gbv-ppn:1842522701; Journal: Quantitative Economics; Volume: 14; Year: 2023; Issue: 1; Pages: 161-200; https://hdl.handle.net/10419/296303

الاتاحة: https://hdl.handle.net/10419/296303
https://doi.org/10.3982/QE1511

المؤلفون: Hafner, Christian, Herwartz, Helmut

المساهمون: UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles

المصدر: Journal of Business and Economic Statistics, Vol. 41, no. 2, p. 298-308 (2023)

مصطلحات موضوعية: Structural vector autoregressions, multivariate GARCH, portfolio selection, risk management

Relation: boreal:258973; http://hdl.handle.net/2078.1/258973; urn:ISSN:0735-0015; urn:EISSN:1537-2707

الاتاحة: http://hdl.handle.net/2078.1/258973
https://doi.org/10.1080/07350015.2021.2013244

المؤلفون: Abu Eleyan, Mohammed I., Helmi, Mohamad Husam, Çatık, Abdurrahman Nazif, Ballı, Esra

مصطلحات موضوعية: oil supply shocks, oil price shocks, trade balance, macroeconomics, TVP-VAR, Saudi Arabia, Price Shocks, Vector Autoregressions, Current Account, Unit-Root, Macroeconomy, Series, Demand

Relation: Resources-Basel; Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı; https://hdl.handle.net/11454/90944; https://doi.org/10.3390/resources12050054; Catik, Abdurrahman Nazif/0000-0001-9247-5668; 12

الاتاحة: https://hdl.handle.net/11454/90944
https://doi.org/10.3390/resources12050054

المؤلفون: MARTÍN MONTANÉ, EMILIANO LIBMAN, GUIDO ZACK

المصدر: Brazilian Journal of Political Economy, Vol 41, Iss 4, Pp 723-744 (2021)

مصطلحات موضوعية: Inflation targeting, vector autoregressions, contractionary effects of devaluations, monetary policy rules, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-31572021000400723&tlng=en; https://doaj.org/toc/1809-4538

URL الوصول: https://doaj.org/article/c3861f448f1541af94d3236ec0c81456