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~isPartOf:"Discussion papers in economics"
~isPartOf:"Temi di discussione / Banca d'Italia"
~subject:"ARCH-Modell"
~subject:"VAR-Modell"
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ARCH-Modell
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Estimation
195
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48
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Anzuini, Alessio
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68
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ECONIS (ZBW)
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1
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:
2
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:
3
Asymmetry in the conditional distribution of euro-area inflation
Tagliabracci, Alex
-
2020
Persistent link: https://www.econbiz.de/10012204734
Saved in:
4
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:
5
The economic drivers of volatility and uncertainty
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
-
2020
Persistent link: https://www.econbiz.de/10012301117
Saved in:
6
Uncertainty matters : evidence from a high-frequency identification strategy
Alessandri, Piergiorgio
;
Gazzani, Andrea
;
Vicondoa, …
-
2020
Persistent link: https://www.econbiz.de/10012301136
Saved in:
7
The non-linear effects of the Fed's asset purchases
Anzuini, Alessio
-
2020
Persistent link: https://www.econbiz.de/10012301827
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
Labor market and financial shocks : a time varying analysis
Corsello, Francesco
;
Landi, Valerio Nispi
-
2018
Persistent link: https://www.econbiz.de/10011941825
Saved in:
10
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:
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