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~person:"Carriero, Andrea"
~person:"Castelnuovo, Efrem"
~person:"Inoue, Atsushi"
~person:"Theodoridis, Konstantinos"
~subject:"Risk"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"DYNAMICS"
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Risk
VAR model
Dynamic equilibrium
23
Dynamisches Gleichgewicht
23
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11
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11
Bayes-Statistik
10
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10
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9
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Carriero, Andrea
Castelnuovo, Efrem
Inoue, Atsushi
Theodoridis, Konstantinos
Schorfheide, Frank
9
Fève, Patrick
7
Wickens, Michael R.
7
Minford, Patrick
6
Mumtaz, Haroon
6
An, Sungbae
5
Meenagh, David
5
Gupta, Rangan
4
Le, Vo Phuong Mai
4
Paccagnini, Alessia
4
Caggiano, Giovanni
3
Canova, Fabio
3
Del Negro, Marco
3
Kim, Jaebeom
3
Lybbert, Travis J.
3
Matheron, Julien
3
Mendicino, Caterina
3
Rubaszek, Michał
3
Sahuc, Jean-Guillaume
3
Adolfson, Malin
2
Ahmed, Ather Maqsood
2
Balcilar, Mehmet
2
Barrett, Christopher B.
2
Bekiros, Stelios
2
Benati, Luca
2
Benchimol, Jonathan
2
Chan, Ying Tung
2
Christiano, Lawrence J.
2
Fanelli, Luca
2
Fasani, Stefano
2
Fazzari, Steven M.
2
Fernández-Villaverde, Jesús
2
Franchi, Massimo
2
Guerrón-Quintana, Pablo A.
2
Hwang, Inwook
2
Iiboshi, Hirokuni
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Economics letters
3
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3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of central banking : IJCB
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of international economics
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
17
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17
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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
Uncertainty shocks and the great recession : Nonlinearities matter
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Pellegrino, Giovanni
- In:
Economics letters
198
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012605757
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
A comprehensive evaluation of macroeconomic forecasting methods
Carriero, Andrea
;
Galvão, Ana Beatriz C.
;
Kapetanios, …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1226-1239
Persistent link: https://www.econbiz.de/10012305256
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
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.
;
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 144-155
Persistent link: https://www.econbiz.de/10011743789
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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