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subject:"Shock"
~isPartOf:"Temi di discussione / Banca d'Italia"
~subject:"Causality analysis"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Search: subject_exact:"Vector autoregressive model"
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Shock
Causality analysis
VAR model
33
VAR-Modell
33
Schock
18
Estimation
14
Schätzung
14
Business cycle
10
Geldpolitik
10
Impact assessment
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Oil price
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monetary policy
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English
18
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Gazzani, Andrea
4
Alessandri, Piergiorgio
2
Anzuini, Alessio
2
Conti, Antonio M.
2
Corsello, Francesco
2
Natoli, Filippo
2
Neri, Stefano
2
Nobili, Andrea
2
Riggi, Marianna
2
Vicondoa, Alejandro
2
Colabella, Andrea
1
Giordano, Raffaela
1
Guglielminetti, Elisa
1
Infante, Luigi
1
Landi, Valerio Nispi
1
Lilla, Francesca
1
Lippi, Francesco
1
Lombardi, Marco
1
Metelli, Luca
1
Momigliano, Sandro
1
Musso, Alberto
1
Pagano, Patrizio
1
Pericoli, Marcello
1
Perotti, Roberto
1
Rossi, Luca
1
Signoretti, Federico M.
1
Stracca, Livio
1
Venditti, Fabrizio
1
Vercelli, Francesco
1
Veronese, Giovanni
1
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Temi di discussione / Banca d'Italia
Energy economics
82
Applied economics
81
Economic modelling
78
Working paper
67
Working paper series / European Central Bank
62
Economics letters
60
Journal of international money and finance
59
CESifo working papers
55
Discussion papers / CEPR
50
Journal of economic dynamics & control
47
Journal of macroeconomics
47
Discussion paper / Centre for Economic Policy Research
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
International Journal of Energy Economics and Policy : IJEEP
41
Journal of monetary economics
39
Applied economics letters
35
Discussion papers / Deutsches Institut für Wirtschaftsforschung
35
Macroeconomic dynamics
35
International review of economics & finance : IREF
33
European economic review : EER
30
Working paper / National Bureau of Economic Research, Inc.
28
Discussion paper
27
IMF working papers
27
Journal of money, credit and banking : JMCB
24
Journal of applied econometrics
23
The North American journal of economics and finance : a journal of financial economics studies
23
Working paper series
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
Finance research letters
21
Journal of international economics
21
Journal of econometrics
20
Open economies review
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Working paper series / Czech National Bank
17
Working papers
17
CFM discussion paper series
15
Discussion paper / Tinbergen Institute
15
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Oil price shocks in real time
Gazzani, Andrea
;
Venditti, Fabrizio
;
Veronese, Giovanni
-
2024
Persistent link: https://www.econbiz.de/10014511859
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2
The effects of the pandemic on households’ financial savings : a Bayesian structural VAR analysis
Infante, Luigi
;
Lilla, Francesca
;
Vercelli, Francesco
-
2023
Persistent link: https://www.econbiz.de/10014483587
Saved in:
3
Natural gas and the macroeconomy : not all energy shocks are alike
Alessandri, Piergiorgio
;
Gazzani, Andrea
-
2023
Persistent link: https://www.econbiz.de/10014483877
Saved in:
4
Inflation is not equal for all : the heterogenous effects of energy shocks
Corsello, Francesco
;
Riggi, Marianna
-
2023
Persistent link: https://www.econbiz.de/10014484193
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5
The macroeconomic effects of temperature surprise shocks
Natoli, Filippo
-
2023
Persistent link: https://www.econbiz.de/10014293342
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6
Bridge proxy-SVAR : estimating the macroeconomic effects of shocks identified at high-frequency
Gazzani, Andrea
;
Vicondoa, Alejandro
-
2020
Persistent link: https://www.econbiz.de/10012212393
Saved in:
7
Uncertainty matters : evidence from a high-frequency identification strategy
Alessandri, Piergiorgio
;
Gazzani, Andrea
;
Vicondoa, …
-
2020
Persistent link: https://www.econbiz.de/10012301136
Saved in:
8
The international transmission of US tax shocks : a proxy-SVAR approach
Metelli, Luca
;
Natoli, Filippo
-
2019
Persistent link: https://www.econbiz.de/10012137764
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9
Do the ECB's monetary policies benefit emerging market economies? : a GVAR analysis on the crisis and post-crisis period
Colabella, Andrea
-
2019
Persistent link: https://www.econbiz.de/10012017913
Saved in:
10
Labour productivity and the wageless recovery
Conti, Antonio M.
;
Guglielminetti, Elisa
;
Riggi, Marianna
-
2019
Persistent link: https://www.econbiz.de/10012144439
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