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~person:"Adolfson, Malin"
~person:"Castelnuovo, Efrem"
~person:"Herbst, Edward P."
~person:"Inoue, Atsushi"
~person:"Theodoridis, Konstantinos"
~person:"Villani, Mattias"
~subject:"Forecasting model"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"DYNAMICS"
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| 9 applied filters
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Forecasting model
VAR model
Dynamic equilibrium
38
Dynamisches Gleichgewicht
38
VAR-Modell
18
Bayes-Statistik
16
Bayesian inference
16
Theorie
16
Theory
16
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13
Monetary policy
13
Schock
13
Shock
13
Business cycle
10
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10
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10
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10
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10
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Neoclassical synthesis
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4
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22
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Aufsatz in Zeitschrift
Graue Literatur
54
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54
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51
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51
Article in journal
22
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English
22
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Adolfson, Malin
Castelnuovo, Efrem
Herbst, Edward P.
Inoue, Atsushi
Theodoridis, Konstantinos
Villani, Mattias
Schorfheide, Frank
15
Gupta, Rangan
12
Fève, Patrick
7
Paccagnini, Alessia
7
Minford, Patrick
6
Rubaszek, Michał
6
Wickens, Michael R.
6
An, Sungbae
5
Del Negro, Marco
5
Kolasa, Marcin
5
Mumtaz, Haroon
5
Bekiros, Stelios
4
Kapetanios, George
4
Le, Vo Phuong Mai
4
Lux, Thomas
4
Meenagh, David
4
Čapek, Jan
4
Canova, Fabio
3
Gelfer, Sacha
3
Ivashchenko, Sergey
3
Kim, Jaebeom
3
Lindé, Jesper
3
Matheron, Julien
3
Mendicino, Caterina
3
Sahuc, Jean-Guillaume
3
Warne, Anders
3
Ahmed, Ather Maqsood
2
Alho, Juha M.
2
Bekiros, Stelios D.
2
Benati, Luca
2
Caggiano, Giovanni
2
Cai, Michael
2
Caldeira, João F.
2
Caraiani, Petre
2
Cardani, Roberta
2
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Econometric reviews
3
Economics letters
3
Journal of econometrics
3
Journal of monetary economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of central banking : IJCB
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of international economics
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
The econometrics journal
1
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ECONIS (ZBW)
22
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1
Precautionary liquidity shocks, excess reserves and business cycles
Bratsiotis, George
;
Theodoridis, Konstantinos
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013357095
Saved in:
2
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. C33-C58
Persistent link: https://www.econbiz.de/10012504440
Saved in:
3
Identifying the sources of model misspecification
Inoue, Atsushi
;
Kuo, Chun-Hung
;
Rossi, Barbara
- In:
Journal of monetary economics
110
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012494109
Saved in:
4
Dynamic effects of monetary policy shocks on macroeconomic volatility
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of monetary economics
114
(
2020
),
pp. 262-282
Persistent link: https://www.econbiz.de/10012494958
Saved in:
5
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10012303367
Saved in:
6
Uncertainty shocks and unemployment
dynamics
in US recessions
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Groshenny, Nicolas
- In:
Journal of monetary economics
67
(
2014
),
pp. 78-92
Persistent link: https://www.econbiz.de/10010510922
Saved in:
7
The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
Saved in:
8
Uncertainty-dependent effects of monetary policy shocks : a new-Keynesian interpretation
Castelnuovo, Efrem
;
Pellegrino, Giovanni
- In:
Journal of economic dynamics & control
93
(
2018
),
pp. 277-296
Persistent link: https://www.econbiz.de/10011974517
Saved in:
9
Google It Up! : a Google Trends-based Uncertainty index for the United States and Australia
Castelnuovo, Efrem
;
Trung Duc Tran
- In:
Economics letters
161
(
2017
),
pp. 149-153
Persistent link: https://www.econbiz.de/10011904550
Saved in:
10
Common and country specific economic uncertainty
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of international economics
105
(
2017
),
pp. 205-216
Persistent link: https://www.econbiz.de/10011751898
Saved in:
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