Books on the topic 'Vector autoregressivo'

Empirical vector autoregressive modeling. Berlin: Springer-Verlag, 1994.

Ooms, Marius. Empirical Vector Autoregressive Modeling. Berlin, Heidelberg: Springer Berlin Heidelberg, 1994. http://dx.doi.org/10.1007/978-3-642-48792-7.

Holden, K. Vector autoregression modelling and forecasting. [Liverpool]: Liverpool Business School, 1994.

Brüggemann, Ralf. Model Reduction Methods for Vector Autoregressive Processes. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-642-17029-4.

Ramaswamy, Ramana. Japan's stagnant nineties: A vector autoregression retrospective. [Washington, D.C.]: International Monetary Fund, Asia and Pacific Department, 1999.

Likelihood-based inference in cointegrated vector autoregressive models. Oxford: Oxford University Press, 1995.

Johansen, Søren. Likelihood-based inference in cointegrated vector autoregressive models. Oxford: Oxford University Press, 1995.

Brännström, Tomas. Bias approximation and reduction in vector autoregressive models. [s.l.]: typescript, 1995.

Kadiyala, K. R. Forecasting with Bayesian vector autoregressions. West Lafayette, Ind: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University, 1989.

Ghatak, Anita. Vector autoregression modelling and forecasting growth of South Korea. Milton Keynes: De Montfort University, School of Social Sciences, 1997.

Crone, Theodore M. Vector-autoregression forecast models for the third district states. Philadelphia: Federal Reserve Bank of Philadelphia, Economic Research Division, 1992.

Wright, Jonathan H. Exact confidence intervals for impulse responses in a gaussian vector autoregression. Washington, D.C: Federal Reserve Board, 2000.

Elitzak, Howard. Quarterly forecasting of meat retail prices: A vector autoregression approach. [Washington, DC]: U.S. Dept of Agriculture, Economic Research Service, Commodity Economics Division, 1989.

Mocan, H. Naci. Business cycles and fertility dynamics in the U.S.: A vector-autoregressive model. Cambridge, MA (1050 Massachusetts Avenue, Cambridge, MA 02138): National Bureau of Economic Research, 1989.

Love, Inessa. Financial development and dynamic investment behavior: Evidence from panel vector autoregression. Washington, D.C: World Bank, Finance, Development Research Group, 2002.

Johansen, Søren. A small sample correction of the test for cointegrating rank in the vector autoregressive model. San Domenico (FI) Italy: European University Institute, 2000.

Bayoumi, Tamim A. Foreign entanglements: Estimating the source and size of spillovers across industrial countries. [Washington, D.C.]: International Monetary Fund, Western Hemisphere Dept., 2007.

Johansen, Søren. A small sample correction for tests of hypotheses on the cointegrating vectors. Florence: European University Institute, 1999.

Bernanke, Ben S. Measuring the effects of monetary policy: A factor-augmented vector autoregressive (FAVAR) approach. Cambridge, MA: National Bureau of Economic Research, 2004.

Johansen, Søren. The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model. Florence: European University Institute, Department of Economics, 2001.

Hasan, Mohammad S. Monetary policy, fiscal policy, and aggregate economic activity in a vector autoregressive model. Newcastle upon Tyne: University of Northumbria at Newcastle, 1995.

The cointegrated VAR model: Methodology and applications. Oxford: Oxford University Press, 2006.

Johansen, Søren. Controlling inflation in a cointegrated vector autoregressive model with an application to US data. San Domenico: European University Institute, Department of Economics, 2001.

Charemza, Wojciech. New directions in econometric practice: General to specific modelling, cointegration, and vector autoregression. Aldershot, Hants, England: E. Elgar, 1992.

Derek, Deadman, ed. New directions in econometric practice: General to specific modelling, cointegration, and vector autoregression. 2nd ed. Lyme, N.H: Edward Elgar Pub., 1997.

Kobler, Alexander E. Sources and dynamics of macroeconomic fluctuations in Switzerland: Evidence from a structural vector autoregressive approach. Bern: Peter Lang, 2000.

Johansen, Søren. A small sample correction of the test for cointegrating rank in the vector autoregressive model. Badia Fiesolana, San Domenico: European University Institute, 2000.

Ang, Andrew. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables. Cambridge, MA: National Bureau of Economic Research, 2001.

Cha, Baekin. The influence of the exchange rate on the U.S. wage process: A vector autoregression approach. Kowloon, Hong Kong: City Polytechnic of Hong Kong, Department of Economics and Finance, 1993.

Reimers, Hans-Eggert. Analyse kointegrierter Variablen mittels vektorautoregressiver Modelle. Heidelberg: Physica-Verlag, 1991.

Fernández-Villaverde, Jesús. A, B, C's (and D)'s for understanding VARS. Cambridge, MA: National Bureau of Economic Research, 2005.

Fernández-Villaverde, Jesús. A, B, C's, (and D's) for understanding VARS. [Atlanta, Ga.]: Federal Reserve Bank of Atlanta, 2005.

Babeshko, Lyudmila, and Irina Orlova. Econometrics and econometric modeling in Excel and R. ru: INFRA-M Academic Publishing LLC., 2020. http://dx.doi.org/10.12737/1079837.

Skinner, David. Can vector autoregressive modelling with leading indicators serve as a useful supplement to mainstream modellers?: Astudy in the light of forecasting failures since the mid 1980s. [s.l.]: typescript, 1992.

Campbell, John Y. A variance decomposition for stock returns. Cambridge, MA: National Bureau of Economic Research, 1990.

Campbell, John Y. A variance decomposition for stock returns. London: LSE Financial Markets Group, 1990.

Empirical Vector Autoregressive Modeling. Springer, 2012.

1943-, Holden K., ed. Vector autoregression modelling and forecasting. Chichester: John Wiley, 1995.

Model Reduction Methods for Vector Autoregressive Processes. Springer, 2004.

Johansen, Soren. Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Advanced Texts in Econometrics). Oxford University Press, USA, 1996.

Zicchino, Lea, and Inessa Love. Financial Development and Dynamic Investment Behavior: Evidence from Panel Vector Autoregression. The World Bank, 2002. http://dx.doi.org/10.1596/1813-9450-2913.

Juselius, Katarina. The Cointegrated VAR Model: Methodology and Applications (Advanced Texts in Econometrics). Oxford University Press, USA, 2007.

Juselius, Katarina. The Cointegrated VAR Model: Methodology and Applications (Advanced Texts in Econometrics). Oxford University Press, USA, 2007.

Charemza, Wojciech W., and Derek F. Deadman. New Directions in Econometric Practice: General to Specific Modelling, Cointegration and Vector Autoregression. Edward Elgar Pub, 1991.

Derek F. Chard E. Deadman (), ed. New Directions in Econometric Practice: General to Specific Modelling, Cointegration and Vector Autoregression. Ashgate Pub Co, 1993.

Fund, International Monetary, ed. Recession and recovery in the United Kingdom in the 1990s: A vector autoregression approach. Washington, D.C: International Monetary Fund, 1995.

Andree, Bo Pieter Johannes, Phoebe Spencer, Andres Chamorro, Dieter Wang, Sardar Feredun Azari, and Harun Dogo. Pollution and Expenditures in a Penalized Vector Spatial Autoregressive Time Series Model with Data-Driven Networks. World Bank, Washington, DC, 2019. http://dx.doi.org/10.1596/1813-9450-8757.

How Rational Are Inflation Expectations? A Vector Autoregression Decomposition of Inflation Forecasts and Their Errors. Storming Media, 2002.

Fund, International Monetary, ed. Italian unemployment 1975-95: An analysis of macroeconomic shocks and policies using evidence from a structural vector autoregression. Washington, D.C: International Monetary Fund, 1996.

Gereziher, Hayelom Yrgaw, and Naser Yenus Nuru. Structural estimates of the South African sacrifice ratio. 12th ed. UNU-WIDER, 2021. http://dx.doi.org/10.35188/unu-wider/2021/946-4.