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subject:"Geldpolitische Transmission"
~isPartOf:"Staff working papers / Bank of England"
~person:"Braun, Robin"
~person:"Hubert, Paul"
~subject:"Volatilität"
~type_genre:"Non-commercial literature"
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Geldpolitische Transmission
Volatilität
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Shock
3
Theorie
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VAR model
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VAR-Modell
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external instruments
2
Asymmetric information
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Asymmetrische Information
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Estimation theory
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Externalities
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Geldpolitik
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KStructural vector autoregressive model
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Monetary policy
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Monetary transmission
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Schätztheorie
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Scientific modelling
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Stochastic process
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Stochastischer Prozess
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Structural vector autoregression (SVAR)
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identification via heteroskedasticity
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proxy VAR
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sign restrictions
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stochastic volatility
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Braun, Robin
Hubert, Paul
Cesa-Bianchi, Ambrogio
2
Miranda-Agrippino, Silvia
2
Pinter, Gabor
2
Varadi, Alexandra
2
Bahaj, Saleem
1
Bertsche, Dominik
1
Bonciani, Dario
1
Cheng, Chak Hung Jack
1
Chiu, Ching Wai Jeremy
1
Choi, Sangyup
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Dacic, Nikola
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Dison, Will
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Elliott, David
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Ferrero, Andrea
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Foulis, Angus
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Guimaraes, Rodrigo
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Kaminska, Iryna
1
Meisenzahl, Ralf R
1
Melolinna, Marko
1
Millard, Stephen Patrick
1
Mumtaz, Haroon
1
Oh, Joonseok Jason
1
Peydró, José-Luis
1
Ricco, Giovanni
1
Sokol, Andrej
1
Surico, Paolo
1
Theodoridis, Konstantinos
1
Wijnandts, Jean-Charles
1
Willems, Tim
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Yashiv, Eran
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Central bank information and the effects of monetary shocks
Hubert, Paul
-
2017
Persistent link: https://www.econbiz.de/10011741222
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Identification of structural vector autoregressions by stochastic volatility
Bertsche, Dominik
;
Braun, Robin
-
2020
Persistent link: https://www.econbiz.de/10012534688
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