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DP17461 Tail Forecasting with Multivariate Bayesian Additive Regression Trees 智库出版物
2022
作者:  Todd Clark;  Florian Huber;  Massimiliano Marcellino;  Michael Pfarrhofer
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Nonparametric var  Regression trees  Macroeconomic forecasting  Scenario analysis  
DP17162 Aggregate Skewness and the Business Cycle 智库出版物
2022
作者:  Martin Iseringhausen;  Ivan Petrella;  Konstantinos Theodoridis
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Asymmetry  Principal component analysis  Quantile regression  Var  
DP14460 The Econometrics of Oil Market VAR Models 智库出版物
2020
作者:  Lutz Kilian;  Xiaoqing Zhou
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Elasticity  Identification  Model specification  Bayesian estimation  Structural var  Textual analysis  
DP13613 Idiosyncratic shocks: a new procedure for identifying shocks in a VAR with application to the New Keynesian model 智库出版物
2019
作者:  Michael R. Wickens
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Var analysis  Macroeconomic shocks  New keynesian model  
DP8698 Real-Time Analysis of Oil Price Risks Using Forecast Scenarios 智库出版物
2011
作者:  Lutz Kilian;  Christiane Baumeister
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Forecast  Oil price  Predictive density  Real time  Risk  Scenario analysis  Var  
DP5300 Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation 智库出版物
2005
作者:  Denis Fougère;  Patrick Sevestre
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Budget deficits  Government debt  Fiscal sustainability  Var analysis  Economic policy