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DP16829 One Scheme Fits All: A Central Fiscal Capacity for the EMU Targeting Eurozone, National and Regional Shocks 智库出版物
2022
作者:  Roel Beetsma;  Jacopo Cimadomo;  Josha van Spronsen
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Central fiscal capacity  Macroeconomic stabilisation  Multilevel factor model  Bayesian inference  
DP16760 Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 智库出版物
2021
作者:  Frank Schorfheide;  Dongho Song
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Bayesian inference  Covid-19  Macroeconomic forecasting  Minnesota prior  Real-time data  Survey of professional forecasters  Vector autoregressions  
DP15923 SVARs With Occasionally-Binding Constraints 智库出版物
2021
作者:  Borağan Aruoba;  Marko Mlikota;  Frank Schorfheide;  Sergio Villalvazo
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Bayesian inference  Effective lower bound  Limited dependent variables  Sequential monte carlo methods  Structural vars  Shadow rate  
DP15684 Estimating macro models and the potentially misleading nature of Bayesian estimation 智库出版物
2021
作者:  David Meenagh;  Patrick Minford;  Michael R. Wickens
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Bayesian  Maximum likelihood  indirect inference  Estimation bias  
DP15446 A hitchhiker guide to empirical macro models 智库出版物
2020
作者:  Fabio Canova;  Filippo Ferroni
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Vars  Local projections  Bayesian inference  Identification  forecasts  Missing values  Filters and cycles  Matlab  
DP15244 Understanding the Estimation of Oil Demand and Oil Supply Elasticities 智库出版物
2020
作者:  Lutz Kilian
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Oil supply elasticity  Oil demand elasticity  Iv estimation  Structural var  Bayesian inference  Oil price  Gasoline price  
DP15164 Estimating DSGE Models: Recent Advances and Future Challenges 智库出版物
2020
作者:  Jesus Fernandez-Villaverde;  Pablo A. Guerron-Quintana
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Dsge models  Estimation  Bayesian methods  Mcmc  Variational inference  
DP14790 Panel Forecasts of Country-Level Covid-19 Infectionsliu 智库出版物
2020
作者:  Laura Liu;  Hyungsik Roger Moon;  Frank Schorfheide
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Bayesian inference  Covid-19  Density forecasts  Interval forecasts  Panel data models  Random effects  Sir model  
DP14271 Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions 智库出版物
2020
作者:  Christiane Baumeister;  James Hamilton
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Structural vector autoregressions  Sign restrictions  Identified set  Informative priors  Bayesian inference  monetary policy  Capital flows  
DP14047 Facts and Fiction in Oil Market Modeling 智库出版物
2019
作者:  Lutz Kilian
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Oil supply elasticity  Oil demand elasticity  Iv estimation  Structural var  Bayesian inference  Oil price  Global real activity