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subject:"VAR model"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Bayes-Statistik"
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Lütkepohl, Helmut
5
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Journal of economic dynamics & control
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1
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
2
Dynamic hysteresis effects
Li, Mengheng
;
Mendieta-Muñoz, Ivan
- In:
Journal of economic dynamics & control
163
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015050835
Saved in:
3
Heteroskedastic proxy vector autoregressions : an identification-robust test for time-varying impulse responses in the presence of multiple proxies
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015050043
Saved in:
4
Identification of vector autoregressive models with nonlinear contemporaneous structure
Cordoni, Francesco
;
Dorémus, Nicolas
;
Moneta, Alessio
- In:
Journal of economic dynamics & control
162
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015050285
Saved in:
5
Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment
Choi, Sangyup
;
Furceri, Davide
;
Yoo, Seung Yong
- In:
Journal of economic dynamics & control
162
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10015050288
Saved in:
6
A tale of two tightenings
Lu, Yundi
;
Valcarcel, Victor J.
- In:
Journal of economic dynamics & control
166
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015051229
Saved in:
7
The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates
Bianchi, Francesco
;
Bianchi, Giada
;
Song, Dongho
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-34
Persistent link: https://www.econbiz.de/10014478499
Saved in:
8
Commodity price shocks, labour market dynamics and monetary policy in small open economies
Naraidoo, Ruthira
;
Paez-Farrell, Juan
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478610
Saved in:
9
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478708
Saved in:
10
Firm heterogeneity, financial frictions and ambiguity
Carbonari, Lorenzo
;
Maurici, Filippo
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014479691
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