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accessRights:"restricted"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Quantitative finance"
~isPartOf:"Sloan working papers"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Shock"
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Search: subject_exact:"Estimation theory"
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Estimation theory
142
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Kilian, Lutz
5
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1
When is the use of gaussian-inverse wishart-haar priors appropriate?
Inoue, Atsushi
;
Kilian, Lutz
-
2024
Persistent link: https://www.econbiz.de/10014580492
Saved in:
2
Local projections
Jordà, Òscar
;
Taylor, Alan M.
-
2024
Persistent link: https://www.econbiz.de/10015051792
Saved in:
3
An American macroeconomic picture. supply and demand shocks in the frequency domain
Forni, Mario
;
Gambetti, Luca
;
Granese, Antonio
;
Sala, Luca
-
2023
Persistent link: https://www.econbiz.de/10014281434
Saved in:
4
Blended identification in structural VARS
Carriero, Andrea
;
Marcellino, Massimiliano
;
Tornese, Tommaso
-
2022
Persistent link: https://www.econbiz.de/10013426567
Saved in:
5
When do state-dependent local projections work?
Gonçalves, Sílvia
;
Herrera, Ana María
;
Kilian, Lutz
; …
-
2022
Persistent link: https://www.econbiz.de/10013187676
Saved in:
6
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
7
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
8
Comment on giacomini, kitagawa and read's "narrative restrictions and proxies"
Kilian, Lutz
-
2021
Persistent link: https://www.econbiz.de/10013188256
Saved in:
9
Estimating general equilibrium spillovers of large-scale shocks
Huber, Kilian
-
2021
Persistent link: https://www.econbiz.de/10012493160
Saved in:
10
Macroeconomic uncertainty and vector autoregressions
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2021
Persistent link: https://www.econbiz.de/10012417673
Saved in:
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