Filter by: Subject

Filter by: Subject

Results Per Page:

Bayesian Vector Autoregressions (BVAR) (1)
Bootstrap (1)
Bootstrap panel causality test (1)
Chebyshev polynomials (1)
Club convergence (1)
Co-movement (1)
Cointegration (1)
Cointegration -- California, Southern (1)
Consumption (1)
Copulas (1)
Countercyclical fiscal policy (1)
Cross-sectional dependence (1)
Curvature (1)
Cyclical behaviour (1)
Cyclicality (1)
Dependency and heterogeneity (1)
Dynamic connectedness (1)
Dynamic Stochastic General Equilibrium (DSGE) model (1)
Economic forecasting -- Econometric models -- United States (1)
Elastic net VAR (1)
Endogenous growth (Economics) (1)
Error correction (1)
Factor-augmented models (1)
Factor-augmented VAR (FAVAR) model (1)
Factora augmented models (1)
Forecasting home prices (1)
Fourier function (1)
Frequency domain (1)
Gegenbauer processes (1)
Globalization (1)
Graph theory (1)
Great Depression (1)
Great recession (1)
Growth volatility (1)
Half-life (1)
Historical data (1)
House prices (1)
House returns (1)
Housing -- Prices -- California, Southern -- Forecasting (1)
Housing forecasting -- California, Southern (1)
Housing market (1)
Housing prices (1)
Housing return (1)
Housing sector dynamics (1)
Hyperbolic GARCH (HYGARCH) (1)
Hypothesis (1)
Impulse response functions (1)
Income (1)
Income and wealth inequalities (1)
Inequality (1)
Inequality measures (1)
Inflation rate (1)
Inflation uncertainty (1)
Instability (1)
Instantaneous least squares estimator (ILSE) (1)
Integration (1)
Interest rate persistence (1)
Intergenerational transfers (1)
Kejriwal–Perron–Zhou (KPZ) test (1)
Large-Scale BVAR models (1)