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DP15978 What Moves Treasury Yields? 智库出版物
2022
作者:  Emanuel Moench;  Soroosh Soofi Siavash
收藏  |  浏览/下载:8/0  |  提交时间:2022/09/22
Term structure of interest rates  Yield curve  News shocks  Volatility shocks  Business cycle news  Structural dynamic factor models  
DP16245 Global Risk and the Dollar 智库出版物
2021
作者:  Georgios Georgiadis;  Gernot Müller;  Ben Schumann
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Us dollar  Safe-haven currencies  Risk shocks  Trade channel  Financial channel  Bayesian proxy structural var  Minimum relative entropy  Counterfactual  monetary policy  
DP16187 Unraveling the Productivity Paradox: Evidence for Germany 智库出版物
2021
作者:  Christoph Schmidt;  Lars Feld;  Désirée Christofzik;  Steffen Elstner
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Labor productivity  Technology shocks  Digitization  Structural vars  Purified tfp  
DP15321 The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area 智库出版物
2020
作者:  Federico Ravenna;  Giovanni Pellegrino;  Gabriel Züllig
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Covid-19  Uncertainty shocks  Non-linear structural vector autoregressions  Consumer confidence  
DP15005 Asymmetric Effects of Monetary Policy Easing and Tightening 智库出版物
2020
作者:  Mario Forni;  Davide Debortoli;  Luca Gambetti;  Luca Sala
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Monetary policy shocks  Nonlinear effects  Structural var models  
DP14002 Financial Frictions and the Wealth Distribution 智库出版物
2019
作者:  Jesus Fernandez-Villaverde;  Samuel Hurtado;  Galo Nuño
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Heterogeneous agents  Aggregate shocks  Continuous-time  Machine learning  Structural estimation  
DP13948 Mind the gap! Stylized dynamic facts and structural models 智库出版物
2019
作者:  Fabio Canova;  Filippo Ferroni
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Deformation  State variables  Dynamic responses  Structural models  House price shocks  Uncertainty shocks  
DP13853 Identification with External Instruments in Structural VARs under Partial Invertibility 智库出版物
2019
作者:  Giovanni Ricco
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Identification with external instruments  Structural var  Invertibility  Monetary policy shocks  
A Structural Model of the World Oil Market: The Role of Investment Dynamics and Capacity Constraints in Explaining the Evolution of the Real Price of Oil 智库出版物
2017
作者:  Andreas Economou;  Paolo Agnolucci;  Bassam Fattouh;  Vincenzo De Lipsis
Adobe PDF(1784Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2019/11/08
Oil price  crude oil market  supply  demand  inventories  production capacity  OPEC  shale oil  oil production  economic activity  oil shocks  forecast  structural model  VAR  identification  
Green Skills 智库出版物
2015
作者:  Francesco Vona;  Giovanni Marin;  Davide Consoli;  David Popp
JPEG(71Kb)  |  收藏  |  浏览/下载:3/0  |  提交时间:2019/06/14
Green Skills  Environmental Regulation  Task Model  Workforce Composition  Structural Shocks