12TH EABCN WORKSHOP INTERNATIONAL BUSINESS CYCLE – LINKAGES, DIFFERENCES AND IMPLICATIONS Hosted by Magyar Nemzeti Bank Sponsored by - Variance decomposition - Document - PDFSEARCH.IO

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	12TH EABCN WORKSHOP INTERNATIONAL BUSINESS CYCLE – LINKAGES, DIFFERENCES AND IMPLICATIONS Hosted by Magyar Nemzeti Bank Sponsored by Add to Reading List Document Date: 2014-07-17 06:45:27 Open Document File Size: 585,01 KB Share Result on Facebook City Budapest / / Country Germany / United Kingdom / Japan / United States / / Currency EUR / / / Facility Heathcote / / MarketIndex VAR / / Organization Georgetown University / Magyar Nemzeti Bank / G-7 / International Monetary Fund / / Person David Romer / Kim / Nelson / Kenneth West / Martin Evans / Sam Ouliaris / Francis Vitek / Trung Bui / Tamim Bayoumi / / Position author / / URL www.eabcn.org / / SocialTag Covariance and correlation Multivariate statistics Vector autoregression Macroeconomics Variance Cholesky decomposition Covariance Structural break Correlation and dependence Statistics

12TH EABCN WORKSHOP INTERNATIONAL BUSINESS CYCLE – LINKAGES, DIFFERENCES AND IMPLICATIONS Hosted by Magyar Nemzeti Bank Sponsored byAdd to Reading List