5 Treffer für Schlagwort = "Autoregressives Modell"

• Block-recursive non-Gaussian structural vector autoregressions Keweloh, Sascha Alexander ; Hetzenecker, Stephan Johannes ; Seepe, Andre [Dortmund] : SFB 823, 2021

• Efficiency gains in structural vector autoregressions by selecting informative higher-order moment conditions Keweloh, Sascha Alexander ; Hetzenecker, Stephan Johannes [Dortmund] : SFB 823, 2021

• A feasible approach to incorporate information in higher moments in structural vector autoregressions Keweloh, Sascha Alexander [Dortmund] : SFB 823, 2021

• Model order selection for cascade autoregressive (CAR) models Köhler, Steffen [Dortmund] : SFB 823, 2021

• Monetary policy uncertainty and inflation expectations Arce-Alfaro, Gabriel ; Blagov, Boris Essen, Germany : RWI - Leibniz-Institut für Wirtschaftsforschung ; Bochum, Germany : Ruhr-Universität Bochum (RUB), Department of Economics, 2021