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DP17265 When do state-dependent local projections work? 智库出版物
2022
作者:  Silvia Goncalves;  Ana Maria Herrera;  Lutz Kilian;  Elena Pesavento
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Local projection  State-dependent impulse responses  Threshold  Identification  Nonlinear var  
DP15312 A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model 智库出版物
2020
作者:  Alexander Chudik;  Kamiar Mohaddes;  M. Hashem Pesaran;  Mehdi Raissi;  Alessandro Rebucci
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Threshold-augmented global var (tgvar)  International business cycle  Covid-19  Global volatility  Threshold effects  
DP2487 Language Proficiency and Labour Market Performance of Immigrants in the UK 智库出版物
2000
作者:  Christian Dustmann;  Francesca Fabbri
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Ergodicity  Impulse response function  Long-run effect of recessions  Nonlinearity  Persistence  Threshold var