EconStor >

Search Results

 
for  

Results 121-130 of 666.


Item hits:

DateTitle Authors
2008 Structural vector autoregressions: Theory of identification and algorithms for inferenceRubio-Ramírez, Juan F. / Waggoner, Daniel F. / Zha, Tao
2006 Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)del Negro, Marco / Schorfheide, Frank
2009 A hierarchical procedure for the combination of forecastsCostantini, Mauro / Pappalardo, Carmine
2005 Do world shocks drive domestic business cycles? Some evidence from structural estimationLubik, Thomas / Teo, Wing Leong
2010 Cointegration analysis with state space modelsWagner, Martin
2013 Parameter estimation and inference with spatial lags and cointegrationMutl, Jan / Sögner, Leopold
2008 Combination of forecast methods using encompassing tests: An algorithm-based procedureCostantini, Mauro / Pappalardo, Carmine
2005 Autoregressive approximations of multiple frequency I(1) processesBauer, Dietmar / Wagner, Martin
2000 The demand for money in AustriaHayo, Bernd
2005 Autoregressive distributed lag models and cointegrationHassler, Uwe / Wolters, Jürgen

Back 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 Next