G2TT

浏览/检索结果: 共13条,第1-10条 帮助

已选(0)清除 条数/页:   排序方式:
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