Constructing structural VAR models with conditional independence graphs-Reference-Cited by-同舟云学术

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Constructing structural VAR models with conditional independence graphs

Published:2009-05 Issue:9 Volume:79 Page:2910-2916
ISSN:0378-4754
Container-title:Mathematics and Computers in Simulation
language:en
Short-container-title:Mathematics and Computers in Simulation

Author:

Oxley Les,Reale Marco,Wilson Granville Tunnicliffe

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science

Reference33 articles.

1. A new look at statistical model identification;Akaike;IEEE Transactions on Automatic Control,1973

2. The transmission mechanism among Italian interest rates;Amisano;Statistica,1997

3. The Statistical Analysis of Time Series;Anderson,1971

4. A cash rate system for implementing monetary policy;Archer;Reserve Bank of New Zealand Bulletin,1999

5. Measuring monetary policy with VAR models: an evaluation;Bagliano;European Economic Review,1998

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2. Knowledge Discovery Through Structure Learning in Sequential Gaussian Graphical Models;SSRN Electronic Journal;2018

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4. Graphical Interpretations of Rank Conditions for Identification of Linear Gaussian Models;SSRN Electronic Journal;2016

5. Learning causal graphs of nonlinear structural vector autoregressive model using information theory criteria;Journal of Systems Science and Complexity;2014-03-01

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