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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Temi di discussione / Banca d'Italia"
~subject:"ARCH-Modell"
~subject:"OECD countries"
~subject:"VAR-Modell"
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ARCH-Modell
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Estimation
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Anzuini, Alessio
3
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3
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3
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2
Gazzani, Andrea
2
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2
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1
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1
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118
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95
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42
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1
EU structural funds and GDP per capita : spatial var evidence for the European regions
Destefanis, Sergio
;
Di Giacinto, Valter
-
2023
Persistent link: https://www.econbiz.de/10014293875
Saved in:
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
The economic drivers of volatility and uncertainty
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
-
2020
Persistent link: https://www.econbiz.de/10012301117
Saved in:
4
Uncertainty matters : evidence from a high-frequency identification strategy
Alessandri, Piergiorgio
;
Gazzani, Andrea
;
Vicondoa, …
-
2020
Persistent link: https://www.econbiz.de/10012301136
Saved in:
5
The non-linear effects of the Fed's asset purchases
Anzuini, Alessio
-
2020
Persistent link: https://www.econbiz.de/10012301827
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6
Asymmetry in the conditional distribution of euro-area inflation
Tagliabracci, Alex
-
2020
Persistent link: https://www.econbiz.de/10012204734
Saved in:
7
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:
8
Forecasting with instabilities : an application to DSGE models with financial frictions
Cardani, Roberta
;
Paccagnini, Alessia
;
Villa, Stefania
-
2019
Persistent link: https://www.econbiz.de/10012140422
Saved in:
9
Bank capital constraints, lending supply and economic activity
Conti, Antonio M.
;
Nobili, Andrea
;
Signoretti, Federico M.
-
2018
Persistent link: https://www.econbiz.de/10011941271
Saved in:
10
Macroeconomics determinants of the correlation between stocks and bonds
Pericoli, Marcello
-
2018
Persistent link: https://www.econbiz.de/10011941274
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