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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
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Var analysis  Macroeconomic shocks  New keynesian model  
Women, work, and socialism 智库出版物
2018
作者:  PAMELA CAMPA;  Michel Serafinelli
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Consumption baskets  Wealth distribution  Income inequality  inflation  Monetary policy shocks  Var model  Cpi  
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  
DP10936 World Asset Markets and the Global Financial Cycle 智库出版物
2015
作者:  Helene Rey;  Silvia Miranda-Agrippino
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Bayesian var  Dynamic factor model  International financial flows  monetary policy  
DP9436 Time Variation in Macro-Financial Linkages 智库出版物
2013
作者:  Massimiliano Marcellino;  Sandra Eickmeier;  Esteban Prieto
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Financial shocks  Global financial crisis  Macro-financial linkages  Time-varying parameter var model  
DP8986 Exchange rate regimes and fiscal multipliers 智库出版物
2012
作者:  Gernot Müller;  Benjamin Born;  Falko Juessen
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Exchange rate regimes  Fiscal multiplier  Fiscal policy  monetary policy  New keynesian model  Panel var  
DP8515 Structural Vector Autoregressions 智库出版物
2011
作者:  Lutz Kilian
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Identification  Structural model  Var  
DP8101 US Post-war Monetary Policy: What Caused the Great Moderation? 智库出版物
2010
作者:  Patrick Minford;  Zhirong Ou
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Bootstrap  Great moderation  indirect inference  monetary policy  New keynesian model  Shocks  Var  Wald statistic  
DP7930 A Model-Based Evaluation of the Debate on the Size of the Tax Multiplier 智库出版物
2010
作者:  Martín Uribe;  Stephanie Schmitt-Grohé;  Ryan Chahrour
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Dsge model  Narrative approach  Tax multiplier  Var tax shocks