Bayesian VAR - PDFSEARCH.IO - Document Search Engine

Bayesian VAR
Results: 42

#	Item
11	External MPC Unit Discussion Paper No. 42 What are the macroeconomic effects of asset purchases? Martin Weale and Tomasz Wieladek April 2014 Add to Reading List Source URL: www.bankofengland.co.uk Language: English - Date: 2014-04-17 06:44:23 Econometrics Time series analysis Business cycle Vector autoregression Bayesian VAR Inflation Monetary policy Gross domestic product Economic model Statistics Economics Macroeconomics
12	Evaluating Feedback Links Between the Financial and Real Sectors in a Small Open Economy Tomáš Konečný Czech National Bank Add to Reading List Source URL: www.cnb.cz Language: English - Date: 2014-08-17 06:14:09 Econometrics Time series analysis Dynamic stochastic general equilibrium Vector autoregression Bayesian VAR Value at risk Statistical hypothesis testing Investment Economic model Statistics Economics Macroeconomics
13	The 34th International Symposium on Forecasting ISF 2014 PROCEEDINGS Rotterdam, The Netherlands Add to Reading List Source URL: forecasters.org Language: English - Date: 2014-09-07 17:13:35 Econometrics Macroeconomics Dynamic stochastic general equilibrium Macroeconomic model Forecasting Bayesian VAR Economic model Economic forecasting Regression Analysis of Time Series Statistics Economics Time series analysis
14	Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2014-09-11 05:00:44 Time series analysis Multivariate statistics Regression analysis Macroeconomics Bayesian VAR Vector autoregression Economic model Least squares Dynamic stochastic general equilibrium Statistics Economics Econometrics
15	T HE ISBA B ULLETIN Vol. 21 No. 3 September[removed]The official bulletin of the International Society for Bayesian Analysis Add to Reading List Source URL: bayesian.org Language: English - Date: 2014-10-10 12:38:19 Bayesian probability Arnold Zellner Bayesian inference Robust Bayes analysis Bayesian network Bayes factor Frequentist inference Sylvia Richardson Bayesian VAR Statistics Bayesian statistics International Society for Bayesian Analysis
16	Geosci. Model Dev., 7, 1451–1465, 2014 www.geosci-model-dev.net[removed]doi:[removed]gmd[removed] © Author(s[removed]CC Attribution 3.0 License. Comparison of the ensemble Kalman filter and 4D-Var assimilation Add to Reading List Source URL: www.geosci-model-dev.net Language: English - Date: 2014-12-04 03:32:20 Bayesian statistics Control theory Linear filters Data assimilation Ensemble Kalman filter Variance Covariance Kalman filter Standard deviation Statistics Estimation theory Data analysis
17	Bayesian Doubly Adaptive Elastic-Net Lasso For VAR Shrinkage Deborah Gefang∗ Department of Economics University of Lancaster email: [removed] Add to Reading List Source URL: www.eabcn.org Language: English - Date: 2014-07-17 06:45:28 Econometrics Time series analysis Elastic net regularization Statistical theory Least squares Lasso Bayesian VAR Bayesian inference Bayesian probability Statistics Regression analysis Bayesian statistics
18	Predictive Likelihood Comparisons with DSGE and DSGE-VAR Models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-04-23 05:19:18 Statistical theory Statistical forecasting Dynamic stochastic general equilibrium Macroeconomic model Maximum likelihood Bayesian inference Likelihood function Bayes factor Forecasting Statistics Bayesian statistics Estimation theory
19	FEDERAL RESERVE BANK OF PHILADELPHIA Ten Independence Mall Philadelphia, Pennsylvania[removed][removed], www.phil.frb.org Working Papers Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2001-03-21 10:21:30 Econometrics Statistical forecasting Bayesian VAR Vector autoregression Economic model Forecasting Inflation Economic forecasting Macroeconomic model Statistics Economics Time series analysis
20	PDF Document Add to Reading List Source URL: clevelandfed.org Language: English - Date: 2014-09-08 12:41:55 Vector autoregression Variance Bayesian VAR Autoregressive conditional heteroskedasticity Regression analysis Least squares Unit root Forecasting Economic model Statistics Econometrics Time series analysis

UPDATE