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July 07, 2015

The search found 6 of 13480 documents sorted by Date with the following criteria:
Subject / Keyword: Bayesian VAR

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Title: Monetary Policy and Risk-Premium Shocks in Hungary : Results from a Large Bayesian VAR
Author/Editor: Adina Popescu ; Alina Carare
Series: Working Paper No. 11/259
Published: November 1, 2011
Subject(s): External shocks | Inflation targeting | Monetary transmission mechanism
Author's keyword(s): Monetary policy | Risk premium shocks | Transmission mechanism | Large Bayesian VAR.



Title: The Impact Of The Global Crisis on Canada: What Do Macro-Financial Linkages Tell Us?
Author/Editor: Rupa Duttagupta ; N. Barrera
Series: Working Paper No. 10/5
Published: January 1, 2010
Subject(s): Bank credit | Credit controls | Economic forecasting | Economic growth | Economic models | External sector | Global Financial Crisis 2008-2009 | Gross domestic product | Spillovers
Author's keyword(s): Macro-financial linkages; Bayesian VAR estimation; lending standards



Title: Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs
Author/Editor: Berger, Helge ; Österholm, Pär
Series: Working Paper No. 08/53
Published: March 1, 2008
Subject(s): Inflation | Euro Area | Demand for money | Monetary policy | Monetary aggregates
Author's keyword(s): Bayesian VAR | Out-of-sample Forecasting | Granger Causality | Monetary Aggregates | Inflation | Monetary Policy | European Central Bank.



Title: External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model
Author/Editor: Abrego, Lisandro ; Österholm, Pär
Series: Working Paper No. 08/46
Published: February 1, 2008
Subject(s): Economic growth | Colombia | Private investment | Forecasting models
Author's keyword(s): Bayesian VAR



Title: The Effect of External Conditions on Growth in Latin America
Author/Editor: Österholm, Pär ; Zettelmeyer, Jeromin
Series: Working Paper No. 07/176
Published: July 1, 2007
Subject(s): Latin America | Economic growth | Business cycles | Economic growth | Commodity prices
Author's keyword(s): Business cycles | Bayesian VAR | sudden stops | commodity prices



Title: Bayesian VARs: A Survey of the Recent Literature with an Application to the European Monetary System
Author/Editor: Ciccarelli, Matteo ; Rebucci, Alessandro
Series: Working Paper No. 03/102
Published: May 1, 2003
Subject(s): Economic models | European Monetary System
Author's keyword(s): Bayesian VAR | Gibbs sampling | Time-Varying Reaction Function | EMS


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