Pages that link to "Item:Q5364955"
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The following pages link to Structural Vector Autoregressive Analysis (Q5364955):
Displaying 50 items.
- Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (Q97969) (← links)
- Model reduction methods for vector autoregressive processes. (Q1420347) (← links)
- Explaining the time-varying effects of oil market shocks on US stock returns (Q1673446) (← links)
- Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
- (Machine) learning parameter regions (Q2024444) (← links)
- Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
- Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks (Q2054847) (← links)
- Identification of structural VAR models via independent component analysis: a performance evaluation study (Q2102887) (← links)
- Joint Bayesian inference about impulse responses in VAR models (Q2106375) (← links)
- Nowcasting with large Bayesian vector autoregressions (Q2106382) (← links)
- Comparison of local projection estimators for proxy vector autoregressions (Q2115944) (← links)
- Identification of structural multivariate GARCH models (Q2116335) (← links)
- Robust Bayesian inference in proxy SVARs (Q2116362) (← links)
- Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach (Q2125968) (← links)
- Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations (Q2136973) (← links)
- Proxy SVAR identification of monetary policy shocks -- Monte Carlo evidence and insights for the US (Q2152349) (← links)
- Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models (Q2155313) (← links)
- Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions (Q2176323) (← links)
- The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
- Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity (Q2208898) (← links)
- Inference in partially identified heteroskedastic simultaneous equations models (Q2227049) (← links)
- Identification of structural vector autoregressions through higher unconditional moments (Q2236880) (← links)
- Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty (Q2236881) (← links)
- Impulse response analysis for structural dynamic models with nonlinear regressors (Q2236885) (← links)
- Qualitative versus quantitative external information for proxy vector autoregressive analysis (Q2246599) (← links)
- Proxy vector autoregressions in a data-rich environment (Q2246689) (← links)
- Long-term inflation expectations and the transmission of monetary policy shocks: evidence from a SVAR analysis (Q2246771) (← links)
- Structural learning of contemporaneous dependencies in graphical VAR models (Q2291312) (← links)
- Populism and income redistribution (Q2292762) (← links)
- Estimation of structural impulse responses: short-run versus long-run identifying restrictions (Q2316732) (← links)
- Estimating impulse response functions when the shock series is observed (Q2421464) (← links)
- Identification of seasonal effects in impulse responses using score-driven multivariate location models (Q2661317) (← links)
- Brexit and its impact on the US stock market (Q2661936) (← links)
- Combining sign and parametric restrictions in SVARs by utilising givens rotations (Q2697091) (← links)
- Structural inference in sparse high-dimensional vector autoregressions (Q2697986) (← links)
- Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration (Q2700549) (← links)
- Structural Vector Autoregressions With Nonnormal Residuals (Q3160939) (← links)
- Inference for VARs identified with sign restrictions (Q4625062) (← links)
- Estimating wold matrices and vector moving average processes (Q4997695) (← links)
- Identifiability of structural singular vector autoregressive models (Q5001027) (← links)
- Sparsity concepts and estimation procedures for high‐dimensional vector autoregressive models (Q5012853) (← links)
- A state-space approach to time-varying reduced-rank regression (Q5867576) (← links)
- Prediction Intervals for Synthetic Control Methods (Q5881968) (← links)
- Monetary policy announcements, information shocks, and exchange rate dynamics (Q6049590) (← links)
- A Bayesian Framework for Sparse Estimation in High-Dimensional Mixed Frequency Vector Autoregressive Models (Q6069889) (← links)
- UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION (Q6088659) (← links)
- Generative adversarial networks applied to synthetic financial scenarios generation (Q6099023) (← links)
- Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages (Q6107231) (← links)
- Refining set-identification in VARs through independence (Q6108329) (← links)
- Time-varying multivariate causal processes (Q6118719) (← links)
