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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:3/0  |  提交时间:2022/09/22
Estimation  Identification  Impulse response function  Mixed frequency data  Structural favar  Temporal aggregation  
DP9858 Structural FECM: Cointegration in large-scale structural FAVAR models 智库出版物
2014
作者:  Anindya Banerjee;  Massimiliano Marcellino;  Igor Masten
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Cointegration  Dynamic factor models  Factor-augmented error correction models  Favar  Structural analysis  
DP8209 Testing for Sufficient Information in Structural VARs 智库出版物
2011
作者:  Mario Forni;  Luca Gambetti
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Favar models  Information  Non-fundamentalness  Structural var  Technology shocks.