3 Treffer für Schlagwort = "Vektor-autoregressives Modell"

• A new combination approach to reducing forecast errors with an application to volatility forecasting Weigt, Till ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2016

• The role of external shocks for monetary policy in Colombia and Brazil a bayesian SVAR analysis Rohe, Christian ; Hartermann, Matthias Münster : Center for Quantitative Economics, 2015

• "Who pays the piper calls the tune" networks and transaction costs in commodity markets Pütz, Alexander ; Siklos, Pierre L. ; Sulewski, Christoph Münster : Center for Quantitative Economics, 2019