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DP15777 Portfolio rebalancing in times of stress 智库出版物
2021
作者:  Andreas Fischer;  Rafael P. Greminger;  Christian Grisse;  Sylvia Kaufmann
收藏  |  浏览/下载：3/0  |  提交时间：2022/09/22
Portfolio rebalancing  Equity flows  Exchange rates  Financial stress  Structural var  Sign restrictions  Regime switching  
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：4/0  |  提交时间：2022/09/22
Structural vector autoregressions  Bayesian analysis  Identification  Elasticities  Sign restrictions  Proxy vars  
DP14365 Does demand noise matter? Identification and implications 智库出版物
2020
作者:  Kenza Benhima;  Céline Poilly
收藏  |  浏览/下载：4/0  |  提交时间：2022/09/22
Business cycle  Information friction  Noise shock  Svar with sign restrictions  
DP14271 Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions 智库出版物
2020
作者:  Christiane Baumeister;  James Hamilton
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Structural vector autoregressions  Sign restrictions  Identified set  Informative priors  Bayesian inference  monetary policy  Capital flows  
DP12532 Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks 智库出版物
2017
作者:  Christiane Baumeister;  James Hamilton
收藏  |  浏览/下载：3/0  |  提交时间：2022/09/22
Oil prices  Vector autoregressions  Sign restrictions  Measurement error  Bayesian inference  
DP9796 Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications 智库出版物
2014
作者:  Juan Francisco Rubio-Ramírez
收藏  |  浏览/下载：0/0  |  提交时间：2022/09/22
Svars  Fiscal shocks  Optimism  Sign and zero restrictions  
DP9383 Spending-based austerity measures and their effects on output and unemployment 智库出版物
2013
作者:  Evi Pappa
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Austerity  Nk model  Output and unemployment multipliers  Search and matching frictions  Sign restrictions  Vars  
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：4/0  |  提交时间：2022/09/22
International business cycles  Credit supply shocks  Trade and financial integration  Global var  Sign restrictions  
DP8432 Inference for VARs Identified with Sign Restrictions 智库出版物
2011
作者:  Frank Schorfheide;  Hyungsik Roger Moon;  Eleonora Granziera;  Mihye Lee
收藏  |  浏览/下载：3/0  |  提交时间：2022/09/22
Bayesian inference  Frequentist inference  Partially identified models  Sign restrictions  Structural vars  
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