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Search: subject_exact:"VARMA model"
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VAR model
28
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12
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11
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Cesa-Bianchi, Ambrogio
4
Chiu, Ching Wai Jeremy
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Miranda-Agrippino, Silvia
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3
Ricco, Giovanni
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ECONIS (ZBW)
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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
Saved in:
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
Monetary policy surprises and their transmission through term premia and expected interest rates
Kaminska, Iryna
;
Mumtaz, Haroon
;
Šustek, Roman
-
2021
Persistent link: https://www.econbiz.de/10012694041
Saved in:
9
The transmission of Keynesian supply shocks
Cesa-Bianchi, Ambrogio
;
Ferrero, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012795125
Saved in:
10
Global spillovers of the Fed information effect
Pinchetti, Marco
;
Szczepaniak, Andrzej
-
2021
Persistent link: https://www.econbiz.de/10012795389
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