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DP17134 Local Projections in Unstable Environments: How Effective is Fiscal Policy? 智库出版物
2022
作者:  Atsushi Inoue;  Barbara Rossi;  Yiru Wang
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Time variation  Local projections  Instability  Path estimator  Weighted average risk  Fiscal policy  Fiscal multiplier  monetary policy  Government spending  
DP15545 The Role of the Prior in Estimating VAR Models with Sign Restrictions 智库出版物
2020
作者:  Atsushi Inoue;  Lutz Kilian
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Prior  Posterior  Impulse response  Loss function  Joint inference  Absolute loss  
The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates 智库出版物
2018
作者:  Atsushi Inoue;  Barbara Rossi
Adobe PDF(885Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/09
DP10298 Impulse Response Matching Estimators for DSGE Models 智库出版物
2014
作者:  Lutz Kilian;  Atsushi Inoue;  Pablo A. Guerron-Quintana
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Structual estimation  Dsge  Var  Impulse response  Nonstandard asymptotics  Bootstrap  Weak identification  Robust inference  
When economic models are unable to fit the data, what can researchers do? 智库出版物
2014
作者:  Atsushi Inoue;  Chun-Hung Kuo;  Barbara Rossi
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Bank recapitalisation  Banks  Central banks  Europe  European central bank  European union  
DP10168 Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters 智库出版物
2014
作者:  Barbara Rossi;  Atsushi Inoue
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Forecasting  Gdp growth  inflation  Instabilities  Structural change  
DP9892 Joint Confidence Sets for Structural Impulse Responses 智库出版物
2014
作者:  Lutz Kilian;  Atsushi Inoue
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Bootstrap  Confidence regions  Degenerate limiting distribution  Impulse response shapes  Joint inference  Shotgun plots  
DP9631 Heterogeneous Consumers and Fiscal Policy Shocks 智库出版物
2013
作者:  Barbara Rossi;  Atsushi Inoue
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Fiscal policy  Government spending shocks  Heterogeneity  Tax shocks  
DP8542 Out-of-Sample Forecast Tests Robust to the Choice of Window Size 智库出版物
2011
作者:  Barbara Rossi;  Atsushi Inoue
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Predictive ability testing  Forecast evaluation  Estimation window  
DP8419 Inference on Impulse Response Functions in Structural VAR Models 智库出版物
2011
作者:  Lutz Kilian;  Atsushi Inoue
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Credible set  Impulse responses  Median  Mode  Sign restrictions  Simultaneous inference  Vector autoregression