Pages that link to "Item:Q1341215"
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The following pages link to VAR analysis, nonfundamental representations, Blaschke matrices (Q1341215):
Displayed 16 items.
- Making a match: combining theory and evidence in policy-oriented macroeconomic modeling (Q278274) (← links)
- Exchange rate regimes and fiscal multipliers (Q311124) (← links)
- Invertible and non-invertible information sets in linear rational expectations models (Q621272) (← links)
- DSGE pileups (Q1655666) (← links)
- Measuring nonfundamentalness for structural VARs (Q1656410) (← links)
- Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191) (← links)
- Misspecification of noncausal order in autoregressive processes (Q1754523) (← links)
- Estimation of time series models using residuals dependence measures (Q2105206) (← links)
- Identifying noise shocks (Q2291785) (← links)
- A check for finite order VAR representations of DSGE models (Q2440156) (← links)
- Choosing between identification schemes in noisy-news models (Q2700532) (← links)
- Bayesian inference on structural impulse response functions (Q4629405) (← links)
- A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models (Q5080149) (← links)
- OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS (Q5411519) (← links)
- Pairwise influences in dynamic choice: network-based model and application (Q5861584) (← links)
- Predictability, real time estimation, and the formulation of unobserved components models (Q5862414) (← links)