Browsing by Subject Autoregression (Statistics)

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Showing results 1 to 16 of 16
Issue DateTitleAuthor(s)
2018About local projection impulse response function reliabilityBrugnolini, Luca
2018Analysis of changes in financial items of the Turkish banking sector with VAR modelHazar, Adalet; Koksal, M. Oguz
2021An analysis of the correlation between foreign currency reserves and the exchange rate : an empirical study of MaltaAgius, Amy (2021)
2022An analysis of the impact of the non-standard monetary policy measures of the ECB on the Maltese economyAbdilla, Matthew (2022)
2013Computationally efficient estimation of high-dimension autoregressive models : with application to air pollution in MaltaChetcuti Zammit, Luana; Scerri, Kenneth; Attard, Maria; Bajada, Therese
2014-12Fiscal multipliers in MaltaBorg, Ian
2015The impact of fiscal policy on economic growth an analysis for the Maltese islandsAbela, Ritlen
2018The links between stock prices and economic factors in European countries : a quantitative studyScicluna, Nicolanne
2019Market efficiency : a comparison between established and emerging marketsVassallo, Semiramis (2019)
2023-04Monetary policy shocks and output growth in Nigeria : which shocks are more important?Alymkulova, Nargiza; Ohaegbu, Nnaemeka E.
2014-12A multivariate filter to estimate potential output and NAIRU for the Maltese economyMicallef, Brian
1998Robust estimators of ar-models : a comparisonDonatos, George S.; Meintanis, Simos G.
2019Sparse vector autoregression with application to multivariate cryptocurrency time seriesAzzopardi, Lara Marie
2011Spatio-temporal analysis of air pollution data in MaltaChetcuti Zammit, Luana; Scerri, Kenneth; Attard, Maria; Bajada, Therese; Scerri, Mark M.
2015The transmission effects of monetary policy on the equity marketMuscat, Mark
2022Understanding the relationship between tourism and house prices in MaltaPeplow, Madeleine (2022)