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| DP14386 Exclusion bias and the estimation of peer effects 智库出版物 2020 作者: Marcel Fafchamps; Bet Caeyers
 收藏  |  浏览/下载:8/0  |  提交时间:2022/09/22 Exclusion bias Peer effects Reflection bias Random peer assignment Social interactions Linear-in-means Autoregressive models |
| DP13470 The Global Component of Inflation Volatility 智库出版物 2019 作者: Massimiliano Marcellino; Andrea Carriero; Francesco Corsello
 收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22 inflation Volatility Global factors Large datasets Multivariate autoregressive index models Reduced rank regressions Forecasting |
| DP12691 On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint 智库出版物 2018 作者: Davide Debortoli; Jordi Gali; Luca Gambetti
 收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22 Regime changes Liquidity trap Unconventional monetary policies Time-varying structural vector-autoregressive models |
| Semi-parametric spatial autoregressive models in freight generation modeling. 智库出版物 2018 作者: Krisztin T
Adobe PDF(2161Kb)  |   收藏  |  浏览/下载:6/0  |  提交时间:2019/06/18 Non-linear spatial autoregressive models Genetic algorithms Semi-parametric modeling Freight generation |
| Fundamentals, speculation or macroeconomic conditions? Modelling and forecasting Arabica coffee prices. 智库出版物 2018 作者: Crespo Cuaresma J; Hlouskova J; Obersteiner M
 收藏  |  浏览/下载:7/0  |  提交时间:2019/06/18 commodity prices, coffee, forecasting, forecast combination, vector autoregressive models, model uncertainty, model averaging |
| The macroeconomic effects of international uncertainty shocks. 智库出版物 2017 作者: Crespo Cuaresma J; Huber F; Onorante L
Adobe PDF(640Kb)  |   收藏  |  浏览/下载:3/0  |  提交时间:2019/06/18 Factor stochastic volatility, vector autoregressive models, global propagation of shocks |
| The Determinants of Regional Freight Transport: A Spatial, Semiparametric Approach. 智库出版物 2017 作者: Krisztin T
Adobe PDF(1471Kb)  |   收藏  |  浏览/下载:4/0  |  提交时间:2019/06/18 freight transportation, semi-parametric modeling, Bayesian econometrics, spatial autoregressive models |
| DP10801 Structural Analysis with Multivariate Autoregressive Index Models 智库出版物 2015 作者: Massimiliano Marcellino; George Kapetanios; Andrea Carriero
 收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22 Large datasets Multivariate autoregressive index models Reduced rank regressions Bayesian vars Factor models Forecasting Structural analysis |
| Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation 智库出版物 2012 作者: Claudio Morana
JPEG(71Kb)  |   收藏  |  浏览/下载:7/0  |  提交时间:2019/06/14 Oil Price Financial speculation Macro-finance Interface International Business Cycle Factor Vector Autoregressive Models |
| The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective 智库出版物 2012 作者: Claudio Morana
JPEG(71Kb)  |   收藏  |  浏览/下载:4/0  |  提交时间:2019/06/14 Oil Price Oil Price-Macroeconomy Relationship Macro-finance Interface International Business Cycle Factor Vector Autoregressive Models |