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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  
DP15923 SVARs With Occasionally-Binding Constraints 智库出版物
2021
作者:  Borağan Aruoba;  Marko Mlikota;  Frank Schorfheide;  Sergio Villalvazo
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Bayesian inference  Effective lower bound  Limited dependent variables  Sequential monte carlo methods  Structural vars  Shadow rate  
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  
DP10801 Structural Analysis with Multivariate Autoregressive Index Models 智库出版物
2015
作者:  Massimiliano Marcellino;  George Kapetanios;  Andrea Carriero
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Large datasets  Multivariate autoregressive index models  Reduced rank regressions  Bayesian vars  Factor models  Forecasting  Structural analysis  
DP9532 Noise Bubbles 智库出版物
2013
作者:  Marco Lippi;  Mario Forni;  Luca Sala;  Luca Gambetti
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Noise shocks  Rational bubbles  Structural vars  
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:2/0  |  提交时间:2022/09/22
Bayesian inference  Frequentist inference  Partially identified models  Sign restrictions  Structural vars  
DP6724 Heterogeneous Responses of Firms to Trade Protection 智库出版物
2008
作者:  Hylke Vandenbussche;  Jozef Konings
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Technology disturbances  Structural vars  Long cycles  News shocks  
DP6635 Does Interbank Borrowing Reduce Bank Risk? 智库出版物
2008
作者:  Jurgen von Hagen;  Valeriya Dinger
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Great moderation  Labour hoarding  Monetary policy rules  Structural vars  Technology shocks  
DP5893 A Theory of Rent Seeking with Informational Foundations 智库出版物
2006
作者:  Johan Lagerlof
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Variability  Persistence  Transmission  Structural time varying vars  
DP5894 Trade Liberalization and Productivity Growth 智库出版物
2006
作者:  Paul Segerstrom;  Peter Gustafsson
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Variability  Persistence  Transmission  Structural time varying vars