Assessing Structural VARs

SSRN Electronic Journal
doi 10.2139/ssrn.941989
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

The Efficient Market Hypothesis and Identification in Structural VARs

2004English

Biallelic VARS Variants Cause Developmental Encephalopathy With Microcephaly That Is Recapitulated in Vars Knockout Zebrafish

Nature Communications
AstronomyGeneticsMolecular BiologyBiochemistryChemistryPhysics
2019English

Large Hybrid Time-Varying Parameter VARs

SSRN Electronic Journal
2019English

Averaging Forecasts From VARs With Uncertain Instabilities

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2010English

Common Drifting Volatility in Large Bayesian VARs

Working paper (Federal Reserve Bank of Cleveland)
2012English

Have Standard VARs Remained Stable Since the Crisis?

Working paper (Federal Reserve Bank of Cleveland)
2014English

FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs

South African Journal of Economics
EconomicsEconometrics
2006English

Stochastic Model Specification Search for Time-Varying Parameter VARs

Econometric Reviews
EconomicsEconometrics
2015English

Testing Twin Deficits Hypothesis Using VARs and Variance Decomposition

Journal of the Asian Pacific Economy
DevelopmentPlanningInternational RelationsPolitical ScienceGeography
2006English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy