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DP17369 Explaining Deviations from Okun's Law 智库出版物
2022
作者:  Claudia Foroni;  Francesco Furlanetto
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Okun's law  Labor markets  Business cycle fluctuations  Bayesian var  
DP16245 Global Risk and the Dollar 智库出版物
2021
作者:  Georgios Georgiadis;  Gernot Müller;  Ben Schumann
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Us dollar  Safe-haven currencies  Risk shocks  Trade channel  Financial channel  Bayesian proxy structural var  Minimum relative entropy  Counterfactual  monetary policy  
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  
DP14460 The Econometrics of Oil Market VAR Models 智库出版物
2020
作者:  Lutz Kilian;  Xiaoqing Zhou
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Elasticity  Identification  Model specification  Bayesian estimation  Structural var  Textual analysis  
DP14047 Facts and Fiction in Oil Market Modeling 智库出版物
2019
作者:  Lutz Kilian
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Oil supply elasticity  Oil demand elasticity  Iv estimation  Structural var  Bayesian inference  Oil price  Global real activity  
DP11204 Monetary Policy and the Current Account: Theory and Evidence 智库出版物
2016
作者:  Tomasz Wieladek;  Ida Hjortsoe;  Martin Weale
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
E52  Balance of payments  Bayesian panel var  Economic liberalisation  Monetary policy. jel classification: f32  Current account  
DP10936 World Asset Markets and the Global Financial Cycle 智库出版物
2015
作者:  Helene Rey;  Silvia Miranda-Agrippino
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Bayesian var  Dynamic factor model  International financial flows  monetary policy  
DP10495 What are the macroeconomic effects of asset purchases? 智库出版物
2015
作者:  Martin Weale;  Tomasz Wieladek
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Unconventional monetary policy  Bayesian var  
DP9705 Methods for Measuring Expectations and Uncertainty in Markov-Switching Models 智库出版物
2013
作者:  Francesco Bianchi
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Bayesian methods  Dsge  Impulse responses  Markov-switching  Uncertainty  Var  Welfare  
DP9576 Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? 智库出版物
2013
作者:  Barbara Rossi;  Refet Gürkaynak;  Burçin Kısacıkoğlu
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Bayesian var  Dsge  Forecast comparison  Forecast optimality  Forecasting  Real-time data