The following pages link to (Q4379566):
Displaying 16 items.
- Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (Q97969) (← links)
- Impact factors (Q265013) (← links)
- Bayesian stochastic search for VAR model restrictions (Q290981) (← links)
- On the statistical identification of DSGE models (Q302169) (← links)
- Bayesian testing of restrictions on vector autoregressive models (Q453023) (← links)
- Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks (Q472754) (← links)
- Modeling the impact of real and financial shocks on Mercosur: The role of the exchange rate regime (Q836022) (← links)
- Structural vector autoregressions with Markov switching (Q846505) (← links)
- Structural vector autoregressive analysis for cointegrated variables (Q862780) (← links)
- Pythagorean generalization of testing the equality of two symmetric positive definite matrices (Q1680188) (← links)
- The impact of US uncertainty shocks on small open economies (Q2416250) (← links)
- Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions (Q4586180) (← links)
- On explaining the surprising success of reservoir computing forecaster of chaos? The universal machine learning dynamical system with contrast to VAR and DMD (Q4983648) (← links)
- Correction of Caporin and Paruolo (2015) (Q5864445) (← links)
- THE NEUTRALITY OF NOMINAL RATES: HOW LONG IS THE LONG RUN? (Q6088647) (← links)
- A new posterior sampler for Bayesian structural vector autoregressive models (Q6185469) (← links)
