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DP15529 Common Component Structural VARs 智库出版物
2020
作者:  Mario Forni;  Luca Gambetti;  Marco Lippi;  Luca Sala
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Structural var models  Structural factor models  Nonfundamentalness  
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:4/0  |  提交时间:2022/09/22
Monetary policy shocks  Nonlinear effects  Structural var models  
DP13068 Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment 智库出版物
2018
作者:  Lutz Kilian;  Xiaoqing Zhou
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Oil market models  Structural var. identification  Oil supply elasticity  
DP10022 Estimating overidentified, non-recursive, time varying coefficients structural VARs 智库出版物
2014
作者:  Fabio Canova
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Identification restrictions  Metropolis algorithm  Monetary transmission mechanism.  Time-varying coefficient structural var models  
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:2/0  |  提交时间:2022/09/22
Favar models  Information  Non-fundamentalness  Structural var  Technology shocks.  
DP5652 Selecting Copulas for Risk Management 智库出版物
2006
作者:  Kees Koedijk;  Marno Verbeek;  Erik Kole
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Factor models  Principal components  Subspace algorithms  Structural identification  Structural var  
Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries 智库出版物
2005
作者:  Matteo Manera;  Alessandro Cologni
Adobe PDF(1766Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2019/06/14
Oil price shocks,Monetary policy response,Structural VAR models  
DP1563 Centralized Bargaining, Multi-Tasking, and Work Incentives 智库出版物
1997
作者:  Dennis Snower;  Assar Lindbeck
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Business cycles  New keynesian models  Real business cycle models  Sticky prices  Structural var