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DP14603 Advances in Structural Vector Autoregressions with Imperfect Identifying Information 智库出版物
2020
作者:  Christiane Baumeister;  James Hamilton
收藏  |  浏览/下载:8/0  |  提交时间:2022/09/22
Structural vector autoregressions  Bayesian analysis  Identification  Elasticities  Sign restrictions  Proxy vars  
DP10022 Estimating overidentified, non-recursive, time varying coefficients structural VARs 智库出版物
2014
作者:  Fabio Canova
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Identification restrictions  Metropolis algorithm  Monetary transmission mechanism.  Time-varying coefficient structural var models  
DP8364 Business cycle measurement with some theory 智库出版物
2011
作者:  Fabio Canova;  Matthias Paustian
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Sign restrictions  Shock identification  Model validation  Misspecification