Results 251 to 260 of about 98,361 (266)

Introducing VAR and SVAR predictions in system dynamics models

International Journal of Simulation and Process Modelling, 2008
Adolfo Crespo Marquez, Fernando Nunez, CARLOS Usabiaga   +2 more
exaly  

Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation

Computational Economics, 2014
Massimo Franchi, Paolo Paruolo
exaly  

Forecasting VaR and ES using dynamic conditional score models and skew Student distribution

Economic Modelling, 2016
exaly  

Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models

Journal of Forecasting, 2016
Stelios Bekiros, Alessia Paccagnini
exaly  

Structural VAR, MARMA and open economy models

International Journal of Forecasting, 1998
Phoebus J Dhrymes, Dimitrios D Thomakos
exaly  

Spectra of bivariate VAR(p) models

Journal of Statistical Planning and Inference, 2007
exaly  

The VAR Model

openaire   +1 more source

Forecasts of market shares from VAR and BVAR models: a comparison of their accuracy

International Journal of Forecasting, 2003
exaly  

Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models

Communications in Statistics - Theory and Methods, 2017
exaly  

4. VAR Models

2007
openaire   +1 more source