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DP17049 On the Effects of Monetary Policy Shocks on Earnings and Consumption Heterogeneity 智库出版物
2022
作者:  Minsu Chang;  Frank Schorfheide
收藏  |  浏览/下载：3/0  |  提交时间：2022/09/22
Consumption distribution  Earnings distribution  Functional vector autoregressions  Heterogeneous agent models  Monetary policy shocks  
DP17035 Sequential Monte Carlo With Model Tempering 智库出版物
2022
作者:  Marko Mlikota;  Frank Schorfheide
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
Bayesian computations  Dynamic stochastic general equilibrium models  Sequential monte carlo  stochastic volatility  Vector autoregressions  
DP16760 Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 智库出版物
2021
作者:  Frank Schorfheide;  Dongho Song
收藏  |  浏览/下载：3/0  |  提交时间：2022/09/22
Bayesian inference  Covid-19  Macroeconomic forecasting  Minnesota prior  Real-time data  Survey of professional forecasters  Vector autoregressions  
DP16183 Heterogeneity and Aggregate Fluctuations 智库出版物
2021
作者:  Minsu Chang;  Xiaohong Chen;  Frank Schorfheide
收藏  |  浏览/下载：4/0  |  提交时间：2022/09/22
Bayesian model selection  Econometric model evaluation  Earnings distribution  Functional vector autoregressions  Heterogeneous agent models  State-space model  Technology shocks  
DP15321 The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area 智库出版物
2020
作者:  Federico Ravenna;  Giovanni Pellegrino;  Gabriel Züllig
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
Covid-19  Uncertainty shocks  Non-linear structural vector autoregressions  Consumer confidence  
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  
DP14271 Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions 智库出版物
2020
作者:  Christiane Baumeister;  James Hamilton
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Structural vector autoregressions  Sign restrictions  Identified set  Informative priors  Bayesian inference  monetary policy  Capital flows  
DP13037 The Shocks Matter: Improving our Estimates of Exchange Rate Pass-Through 智库出版物
2018
作者:  Kristin Forbes;  Ida Hjortsoe;  Tsvetelina Nenova
收藏  |  浏览/下载：3/0  |  提交时间：2022/09/22
Exchange rate pass-through  Import prices  Consumer prices  inflation  Vector autoregressions  
DP12911 Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations 智库出版物
2018
作者:  Christiane Baumeister;  James Hamilton
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Structural vector autoregressions  Set identification  Informative priors  Model uncertainty  monetary policy  Impulse-response functions  Historical decompositions  
DP12532 Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks 智库出版物
2017
作者:  Christiane Baumeister;  James Hamilton
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
Oil prices  Vector autoregressions  Sign restrictions  Measurement error  Bayesian inference