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Search for publications relevant for "Vector autoregressions"
Vector autoregressions
Publication
Class
Person
Publication
Programmes
publication
On Change Detection in Stationary Vector Autoregressive Processes
2011 |
Faculty of Mathematics and Physics
publication
Change point detection in vector autoregression
2018 |
Faculty of Mathematics and Physics
publication
Change Point Detection with Multivariate Observations Based on Characteristic Functions
2017 |
Faculty of Mathematics and Physics
publication
Government Expenditure Multiplier at Zero Nominal Interest Rate
2019 |
Faculty of Social Sciences
publication
Financial stress in the Czech Republic: Measurement and effects on the real economy
2017 |
Faculty of Social Sciences
publication
Exchange Rate Pass-Through in an Emerging Market: The Case of the Czech Republic
2016 |
Faculty of Social Sciences
publication
Exchange Rate Pass-Through in an Emerging Market: The Case of the Czech Republic
Publication without faculty affiliation
publication
Undershooting the inflation target in the Czech Republic : the role of inflation expectations
2008 |
Faculty of Social Sciences
publication
International spillovers of ECB's unconventional monetary policy: the effect on Central Europe
2017 |
Faculty of Social Sciences
publication
What the Data Say about the Effects of Fiscal Policy in the Czech Republic?
2010 |
Publication without faculty affiliation
publication
Transmission Lags of Monetary Policy: A Meta-Analysis
2013 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
Reassessment of the Fiscal Multiplier in Developing Countries: Regime-Switching Model
Publication without faculty affiliation
publication
Are Bayesian fan charts useful for central banks? Uncertainty, forecasting, and financial stability stress tests
Publication without faculty affiliation
publication
Do Confidence Indicators Help Predict Economic Activity?: The Case of the Czech Republic
2012 |
Publication without faculty affiliation
publication
Transmission Lags of Monetary Policy: A Meta-Analysis
+1
Publication without faculty affiliation
publication
Essays in finance and monetary policy : evidence from Visegrad countries
Publication without faculty affiliation
publication
Institutional and Other Determinants of the Net Interest Margin of US and European Banks in a Low Interest Rate Environment
Publication without faculty affiliation
publication
The Role of Covered Bonds in Explaining House Price Dynamics in Spain
Publication without faculty affiliation
publication
Exchange rate dynamics and their effect on macroeconomic volatility in selected CEE countries
2018 |
Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
publication
ECB Monetary Policy and Commodity Prices
Publication without faculty affiliation
publication
ECB monetary policy and commodity prices
2023 |
Faculty of Social Sciences
publication
Robust estimation of the VAR model
+1
2009 |
Faculty of Mathematics and Physics
publication
Stability in Autoregressive Time Series Models
Publication without faculty affiliation
publication
Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets
2021 |
Publication without faculty affiliation
publication
On Testing Changes in Autoregressive Parameters of a VAR Model
2013 |
Faculty of Mathematics and Physics
publication
How to solve the price puzzle? A meta-analysis
+1
Publication without faculty affiliation
publication
Short-term forecasting of Czech quarterly GDP using monthly indicators
2011 |
Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education