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DP17265 When do state-dependent local projections work? 智库出版物
2022
作者:  Silvia Goncalves;  Ana Maria Herrera;  Lutz Kilian;  Elena Pesavento
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Local projection  State-dependent impulse responses  Threshold  Identification  Nonlinear var  
DP17153 Dynamic Identification Using System Projections and Instrumental Variables 智库出版物
2022
作者:  Daniel Lewis;  Karel Mertens
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Structural equations  Instrumental variables  Impulse responses  Robust inference  Phillips curve  Inflation dynamics  
DP13765 Identifying Modern Macro Equations with Old Shocks 智库出版物
2019
作者:  Régis Barnichon;  Geert Mesters
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Structural equations  Instrumental variables  Impulse responses  Robust inference  
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  
DP9488 Monetary Shocks with Observation and Menu Costs 智库出版物
2013
作者:  Fernando Alvarez;  Francesco Lippi;  Luigi Paciello
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Impulse responses  Inattentiveness  Monetary shocks  Sticky prices  
DP9228 Monetary Shocks in a Model with Inattentive Producers 智库出版物
2012
作者:  Fernando Alvarez;  Francesco Lippi;  Luigi Paciello
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Impulse responses.  Inattentiveness  Monetary shocks  Observation costs  
DP8863 Price setting with menu cost for multi-product firms 智库出版物
2012
作者:  Fernando Alvarez;  Francesco Lippi
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Economies of scope in price changes  Fixed costs  Impulse responses  Menu cost  Monetary shocks  Optimal control in multiple dimensions  Quasi-variational inequalities  
DP8755 Prior Selection for Vector Autoregressions 智库出版物
2012
作者:  Domenico Giannone;  Michele Lenza;  Giorgio Primiceri
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Bayesian methods  Forecasting  Hierarchical modeling  Impulse responses  Marginal likelihood  
DP8419 Inference on Impulse Response Functions in Structural VAR Models 智库出版物
2011
作者:  Lutz Kilian;  Atsushi Inoue
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Credible set  Impulse responses  Median  Mode  Sign restrictions  Simultaneous inference  Vector autoregression  
DP7827 Endogenous Monetary Policy Regimes and the Great Moderation 智库出版物
2010
作者:  Massimiliano Marcellino;  Ana Beatriz Galvao
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Great moderation  Impulse responses  monetary policy  Time-varying models