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Search: subject_exact:"VARMA model"
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VAR model
24
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10
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9
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Chiu, Ching Wai Jeremy
4
Miranda-Agrippino, Silvia
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Cesa-Bianchi, Ambrogio
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Ricco, Giovanni
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Braun, Robin
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Cheng, Chak Hung Jack
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Hacıoǧlu Hoke, Sinem
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ECONIS (ZBW)
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1
Revisiting the monetary transmission mechanism through an industry‑level differential approach
Choi, Sangyup
;
Willems, Tim
;
Yoo, Seung Yong
-
2023
Persistent link: https://www.econbiz.de/10014330117
Saved in:
2
Identification of SVAR models by combining sign restrictions with external instruments
Braun, Robin
;
Brüggemann, Ralf
-
2022
Persistent link: https://www.econbiz.de/10012990220
Saved in:
3
Monetary policy transmission during QE times : role of expectations and term premia channels
Kaminska, Iryna
;
Mumtaz, Haroon
-
2022
Persistent link: https://www.econbiz.de/10013272070
Saved in:
4
Identification with external instruments in structural VARs
Miranda-Agrippino, Silvia
;
Ricco, Giovanni
-
2022
Persistent link: https://www.econbiz.de/10013199501
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5
The importance of supply and demand for oil prices : evidence from non-Gaussianity
Braun, Robin
-
2021
Persistent link: https://www.econbiz.de/10012800922
Saved in:
6
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation
Filippeli, Thomai
;
Harrison, Richard
;
Theodoridis, …
-
2018
Persistent link: https://www.econbiz.de/10011916302
Saved in:
7
Bayesian vector autoregressions
Miranda-Agrippino, Silvia
;
Ricco, Giovanni
-
2018
Persistent link: https://www.econbiz.de/10011925887
Saved in:
8
International credit supply shocks
Cesa-Bianchi, Ambrogio
;
Ferrero, Andrea
;
Rebucci, Alessandro
-
2017
Persistent link: https://www.econbiz.de/10011741219
Saved in:
9
Eight centuries of the risk-free rate : bond market reversals from the Venetians to the "VaR shock"
Schmelzing, Paul
-
2017
Persistent link: https://www.econbiz.de/10011741269
Saved in:
10
Financial shocks, credit spreads and the international credit channel
Cesa-Bianchi, Ambrogio
;
Sokol, Andrej
-
2017
Persistent link: https://www.econbiz.de/10011912910
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