ÂÜÀòÉç¹ÙÍø

INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs

---

Editorial for Special Issue: Vector Autoregressions
—Sophocles Mavroeidis []

Detecting groups in large vector autoregressions
—Guðmundur Stefán Guðmundsson, Christian Brownlees []

Identification of structural vector autoregressions through higher unconditional moments
—Alain Guay []

Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty
—Andrea Carriero, Todd E. Clark, Massimiliano Marcellino []

Inference in Structural Vector Autoregressions identified with an external instrument
—José L. Montiel Olea, James H. Stock, Mark W. Watson []

Inference in Bayesian Proxy-SVARs
—Jonas E. Arias, Juan F. Rubio-Ramírez, Daniel F. Waggoner []

Impulse response analysis for structural dynamic models with nonlinear regressors
—Sílvia Gonçalves, Ana María Herrera, Lutz Kilian, Elena Pesavento []