Autoregression Model
The Endogeneity of Oil Price Shocks and Their Effects on Indonesia: A Structural Vector Autoregression Model
17
Causal Relations among Macroeconomic Variables under Various Exchange Rate Levels: An Implementation of Threshold Vector Autoregression Model
8
Estimation of a Structural Vector Autoregression Model Using Non-Gaussianity
23
Fiscal expenditure and traffic sector growth: Evidence from panel error correction model and panel vector autoregression in China
10
Central Bank Communication, Ambiguity and Market Interest Rates: A Case Study
7
Autoregression as a means of assessing the strength of seasonality in a time series
7
The Roadmap of Interest Rate Liberalization in China
40
Vector autoregression with varied frequency data
37
On the Linkages between India VIX and US Financial Stress Index
7
A Panel Vector Autoregression Analysis of Sudden Stops and Banking Crises
10
FORECASTING INFLATION IN NIGERIA: A VECTOR AUTOREGRESSION APPROACH
13
North American Oriented Strand Board Markets, Arbitrage Activity, and Market Price Dynamics: A Smooth Transition Approach
43
Factor Proportions Wages in a Structural Vector Autoregression
21
Crude oil price variability and its impact on ethanol prices
10
The macroeconomic and financial effects of oil price shocks
12
Ergodicity conditions for a double mixed Poisson autoregression
14
A Review: Prognostics and Health Management in Automotive and Aerospace
35
Supplementary appendix to "noncausal vector autoregression"
20
Autoregression Based Estimation of the New Keynesian Phillips Curve
28
Modeling mechanism of economic growth using threshold autoregression models
25