Pages that link to "Item:Q1377305"
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The following pages link to Business cycle analysis without much theory: A look at structural VARs (Q1377305):
Displayed 12 items.
- Large Bayesian VARMAs (Q281043) (← links)
- Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
- Are spectral estimators useful for long-run restrictions in SVARs? (Q318860) (← links)
- Real rigidities, productivity improvements and investment dynamics (Q428021) (← links)
- Productivity shocks and employment: evidence from U. S. industrial data (Q1127387) (← links)
- On weak identification in structural VARMA models (Q1673503) (← links)
- Business cycle analysis and VARMA models (Q2271626) (← links)
- Choosing between identification schemes in noisy-news models (Q2700532) (← links)
- Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form (Q5080137) (← links)
- A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models (Q5080149) (← links)
- Bayesian modeling and forecasting of vector autoregressive moving average processes (Q6107552) (← links)
- An effectiveness study of the Bayesian inference with multivariate autoregressive moving average processes (Q6141692) (← links)