23 Treffer für Schlagwort = "Autoregressives Modell"

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

• Change point detection in autoregressive models with no moment assumptions Akashi, Fumiya ; Dette, Holger ; Liu, Yan Dortmund : Universitätsbibliothek Dortmund, [2016]

• 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

• A generalized method of moments estimator for structural vector autoregressions based on higher moments Keweloh, Sascha Alexander Dortmund : Universitätsbibliothek Dortmund, [September 2019]

• A global-local prior for time-varying parameter VARs and monetary policy Prüser, Jan [Dortmund] : SFB 823, 2020

• Government spending and unemployment in the OECD evidence from an annual panel VAR Jüßen, Falko ; Linnemann, Ludger Dortmund : Universitätsbibliothek Dortmund, January 19, 2012

• Government spending shocks and labor productivity Linnemann, Ludger ; Gábor, B. Uhrin ; Wagner, Martin Dortmund : Universitätsbibliothek Dortmund, February 3, 2016

• The impact of uncertainty on macro variables an SVAR-based empirical analysis for EU countries Belke, Ansgar ; Kronen, Dominik Bochum ; Dortmund ; Duisburg ; Essen : Rheinisch-Westfälisches Institut für Wirtschaftsforschung, 2017

• Integrated modified OLS and fixed-b inference for seasonally cointegrated processes Kawka, Rafael [Dortmund] : SFB 823, 2020

• International liquidity shocks and domestic loan supply in the Euro area Zwick, Lina Bochum [u.a.] : RWI, 2015

• Man-cessions, fiscal policy, and the gender composition of employment Bredemeier, Christian ; Jüßen, Falko ; Winkler, Roland Dortmund : Universitätsbibliothek Dortmund, March 2015

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

• Monetary policy and the stock market a partly recursive SVAR estimator Keweloh, Sascha Alexander ; Seepe, Andre [Dortmund] : SFB 823, 2020

• 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

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

• Optimal designs for the Michaelis Menten model with correlated observations Dette, Holger ; Kunert, Joachim Dortmund : Universitätsbibliothek Dortmund, January 19, 2012

• Quantile cross-spectral measures of dependence between economic variables Baruník, Jozef ; Kley, Tobias Dortmund : Universitätsbibliothek Dortmund, October 23, 2015

• 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

• Testing for structural change in spatial regions at unknown positions Arnold, Matthias ; Wied, Dominik [Dortmund] : SFB 823, May 10, 2012