G2TT

浏览/检索结果: 共8条,第1-8条 帮助

已选(0)清除 条数/页:   排序方式:
DP15312 A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 智库出版物
2020
作者:  Alexander Chudik;  Kamiar Mohaddes;  M. Hashem Pesaran;  Mehdi Raissi;  Alessandro Rebucci
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Threshold-augmented global var (tgvar)  International business cycle  Covid-19  Global volatility  Threshold effects  
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  
Weighting schemes in global VAR modelling: a forecasting exercise. 智库出版物
2017
作者:  Martin F;  Crespo Cuaresma J
Adobe PDF(415Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2019/06/18
Global VAR modelling  forecasting  global spillovers  
DP11689 Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls 智库出版物
2016
作者:  Mark Taylor
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Portfolio capital flows  Global var (gvar)  Capital controls  Emerging markets  
DP9436 Time Variation in Macro-Financial Linkages 智库出版物
2013
作者:  Massimiliano Marcellino;  Sandra Eickmeier;  Esteban Prieto
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Financial shocks  Global financial crisis  Macro-financial linkages  Time-varying parameter var model  
DP8720 How Do Credit Supply Shocks Propagate Internationally? A GVAR approach 智库出版物
2011
作者:  Sandra Eickmeier;  Tim Ng
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
International business cycles  Credit supply shocks  Trade and financial integration  Global var  Sign restrictions  
DP8517 Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 智库出版物
2011
作者:  Francesco Giavazzi;  Carlo A. Favero;  Jacopo Perego
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Fiscal policy  Public debt  Government budget constraint  Global var models  
DP8093 Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model 智库出版物
2010
作者:  Marcel Fratzscher;  Alexander Chudik
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Advanced economies  Emerging market economies  Financial crisis  Global transmission  Global var (gvar)  Liquidity  Risk  Shocks  Us