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DP15881 Downside and Upside Uncertainty Shocks 智库出版物
2021
作者:  Mario Forni;  Luca Gambetti;  Luca Sala
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Var models  Quantile regression  Skewness  Uncertainty  
DP15692 Macroeconomic Uncertainty and Vector Autoregressions 智库出版物
2021
作者:  Mario Forni;  Luca Gambetti;  Luca Sala
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Uncertainty shocks  Var models  Ols estimation  stochastic volatility  
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  
DP11405 Challenges for Central Banks' Macro Models 智库出版物
2016
作者:  Jesper Linde;  Frank Smets;  Rafael Wouters
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
monetary policy  Dsge  Var models  Regime-switching  Zero lower bound  Financial frictions  Great recession  Macroprudential policy  Open economy  
Cultural diversity and entrepreneurship: Evidence from England and Wales 智库出版物
2014
作者:  Daniel Hardy;  Andrés Rodríguez-Pose
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Uk  output shocks  World shocks  Var models  
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  
DP9049 How Useful are DSGE Macroeconomic Models for Forecasting? 智库出版物
2012
作者:  Michael R. Wickens
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Dsge models  Forecasting  Var models  
DP8517 Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy 智库出版物
2011
作者:  Francesco Giavazzi;  Carlo A. Favero;  Jacopo Perego
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Fiscal policy  Public debt  Government budget constraint  Global var models