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DP16626 Empirical Investigation of a Sufficient Statistic for Monetary Shocks 智库出版物
2021
作者:  Fernando Alvarez;  Andrea Ferrara;  Erwan Gautier;  Hervé Le Bihan;  Francesco Lippi
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Impulse response functions  Monetary shocks  Generalized hazard function  Sticky prices  Sufficient statistic  
DP15545 The Role of the Prior in Estimating VAR Models with Sign Restrictions 智库出版物
2020
作者:  Atsushi Inoue;  Lutz Kilian
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Prior  Posterior  Impulse response  Loss function  Joint inference  Absolute loss  
DP11032 Solution and Estimation Methods for DSGE Models 智库出版物
2015
作者:  Juan Francisco Rubio-Ramírez;  Frank Schorfheide;  Jesus Fernandez-Villaverde
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Approximation error analysis  Bayesian inference  Dsge model  Frequentist inference  Gmm estimation  Impulse response function matching  Likelihood-based inference  Metropolis-hastings algorithm  Minimum distance estimation  Particle filter  
DP10610 Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs 智库出版物
2015
作者:  Massimiliano Marcellino
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Estimation  Identification  Impulse response function  Mixed frequency data  Structural favar  Temporal aggregation  
DP7277 Quantifying Quantitative Literacy: Age Heaping and the History of Human Capital 智库出版物
2009
作者:  Jörg Baten;  Dorothee Crayen;  Brian A'Hearn
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Bias  Confidence interval  Impulse response function  Joint interval  Local projection  Vector autoregression  
DP5727 Financial Innovations and Macroeconomic Volatility 智库出版物
2006
作者:  Vincenzo Quadrini;  Urban Jermann
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
monetary policy  Business cycles  Nominal rigidity  Impulse-response function  
DP2487 Language Proficiency and Labour Market Performance of Immigrants in the UK 智库出版物
2000
作者:  Christian Dustmann;  Francesca Fabbri
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Ergodicity  Impulse response function  Long-run effect of recessions  Nonlinearity  Persistence  Threshold var