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~institution:"European University Institute / Department of Economics"
~subject:"VAR model"
~type_genre:"Arbeitspapier"
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VAR model
Theorie
217
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217
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49
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49
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29
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29
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28
Monetary policy
28
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28
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28
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26
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26
Estimation theory
22
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22
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18
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17
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15
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Arbeitspapier
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15
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Lütkepohl, Helmut
10
Lanne, Markku
3
Kascha, Christian
2
Saikkonen, Pentti
2
Trenkler, Carsten
2
Brüggemann, Ralf
1
Claeys, Peter
1
Krolzig, Hans-Martin
1
Mertens, Karl
1
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1
Ravn, Morten O.
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European University Institute / Department of Economics
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10
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8
University of Strathclyde / Department of Economics
6
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5
University of Southampton / Department of Economics
5
University of Leicester / Department of Economics
4
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3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve Bank of San Francisco
3
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
2
Svenska Handelshögskolan <Helsinki>
2
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1
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1
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1
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1
Bonn Graduate School of Economics
1
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1
Ecole des hautes études commerciales <Montréal> / Institut d'économie appliquée
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
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1
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1
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1
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EUI working paper / ECO
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ECONIS (ZBW)
15
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1
A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724343
Saved in:
2
Econometric analysis with vector autoregressive models
Lütkepohl, Helmut
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003483073
Saved in:
3
A comparison of estimation methods for vector autoregressive moving-average models
Kascha, Christian
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003483076
Saved in:
4
Explaining the effects of government spending shocks on consumption and the real exchange rate
Ravn, Morten O.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003559378
Saved in:
5
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
6
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
Saved in:
7
Business cycle analysis and VARMA models
Kascha, Christian
(
contributor
);
Mertens, Karl
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003419732
Saved in:
8
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291432
Saved in:
9
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003243519
Saved in:
10
Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002689081
Saved in:
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