出版社:Cambridge University Press 出版年:2017-11-23 页数:754 定价:GBP 49.99 装帧:Hardcover ISBN:9781316647332 豆瓣评分 评价人数不足 评价: 写笔记 写书评 加入购书单 分享到 推荐 内容简介· ··· Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics...
Vector autoregressive (VAR) models are capable of capturing the dynamic structure of many time series variables. Impulse response functions are typically used to investigate the relationships between the variables included in such models. In this context the relevant impulses or innovations or shocks to...
Structural vector autoregressive analysis for cointegrated variables. AStA Advances in Statistical Analysis, 90(1): 75-88.Lutkepohl, H., 2006. Structural vector autoregressive analysis for cointegrated vari- ables. Allgemeines Statistics Archiv, 90, 75-88....
Structural Vector Autoregressive Analysis in a Data Rich Environment: A Surveydoi:10.2139/ssrn.2387644factor modelsstructural vector autoregressive modelglobal vector autoregressionpanel dataBayesian vector autoregressionLarge panels of variables are used by policy makers in deciding on policy actions. Therefore...
In structural vector autoregressive (SVAR) analysis a Markov regime switching (MS) property can be exploited to identify shocks if the reduced form error covariance matrix varies across regimes. Unfortunately, these shocks may not have a meaningful structural economic interpretation. It is discussed ...
non-Gaussianitystructural shocksStructural vector autoregressive analysis aims to trace the contemporaneous linkages among multiple economic time series back to ... H Herwartz,A Lange,S Maxand - 《Economic Inquiry》 被引量: 0发表: 2021年 加载更多研究...
Modern Econometric Analysis: Surveys on Recent Developments Autoregressive Distributed Lag Models and Cointegration.- Structural Vector Autoregressive Analysis for Cointegrated Variables.- Econometric Analysis of High ... O Hübler,J Frohn 被引量: 0发表: 2010年 Likelihood-Based Inference in Cointegrated Vec...
Keywords:China,inflation,thresholdvectorautoregressionanalysis JELcodes:C01,C32,E31,E42 Introduction China’Smtlanonoscillatedgreatlybetween2001and2012.coincidingwithseveralrounds ofinflationaryanddeflationaryperiods.Chinaexperiencedanewroundofhighinflation duetofiscalstimulusandexpansionarymonetarypolicyfollowingtheglobalfinanc...
网络结构化向量自回模型 网络释义 1. 结构化向量自回模型 ...出货币政策对经济情势变化的 系统性回应的概念,建立结构化向量自回模型(structural vector autoregressive model),用… www.docin.com|基于5个网页
playcriticalrolesintheempiricalanalysis.Thispaperformulatesthetheoretical fi‘ameworkandapplicationoftheidentificat ionissuesintheVECMandSVARmodels.Therelevant literaturesaredocumented.Thelat estresearchdevelopmentsinthisfieldarealsooutlined. Keywords:vectorerrorcorrectionmodels(VECMs),structurMvectorautoregressivemodels...