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~person:"Carriero, Andrea"
~person:"Castelnuovo, Efrem"
~person:"Inoue, Atsushi"
~person:"Theodoridis, Konstantinos"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"DYNAMICS"
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VAR model
Dynamic equilibrium
23
Dynamisches Gleichgewicht
23
VAR-Modell
16
Schock
11
Shock
11
Bayes-Statistik
10
Bayesian inference
10
Business cycle
9
Geldpolitik
9
Konjunktur
9
Monetary policy
9
Risk
8
Theorie
8
Theory
8
Risiko
7
USA
7
United States
7
DSGE models
6
Estimation theory
6
Impact assessment
6
Schätztheorie
6
Wirkungsanalyse
6
DSGE model
5
Stochastic process
5
Stochastischer Prozess
5
DSGE
4
DSGE-Modell
4
Estimation
4
Forecasting model
4
Modellierung
4
Neoclassical synthesis
4
Neoklassische Synthese
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Prognoseverfahren
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Schätzung
4
Scientific modelling
4
Uncertainty shocks
4
Volatility
4
Volatilität
4
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3
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Aufsatz in Zeitschrift
Graue Literatur
45
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45
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42
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42
Article in journal
16
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English
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Carriero, Andrea
Castelnuovo, Efrem
Inoue, Atsushi
Theodoridis, Konstantinos
Schorfheide, Frank
9
Fève, Patrick
7
Wickens, Michael R.
6
An, Sungbae
5
Minford, Patrick
5
Mumtaz, Haroon
5
Le, Vo Phuong Mai
4
Meenagh, David
4
Paccagnini, Alessia
4
Canova, Fabio
3
Del Negro, Marco
3
Gupta, Rangan
3
Kim, Jaebeom
3
Matheron, Julien
3
Rubaszek, Michał
3
Sahuc, Jean-Guillaume
3
Adolfson, Malin
2
Ahmed, Ather Maqsood
2
Bekiros, Stelios
2
Benati, Luca
2
Caggiano, Giovanni
2
Fanelli, Luca
2
Fazzari, Steven M.
2
Franchi, Massimo
2
Guerrón-Quintana, Pablo A.
2
Hwang, Inwook
2
Iiboshi, Hirokuni
2
Juillard, Michel
2
Kapetanios, George
2
Kilian, Lutz
2
Kim, So-yŏng
2
Kivedal, Bjørnar Karlsen
2
Kolasa, Marcin
2
Kumar, Abhishek
2
Lee, Jong-Wha
2
Lindé, Jesper
2
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Journal of monetary economics
3
Economics letters
2
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
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
16
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1
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10
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16
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Economic policy uncertainty and unemployment in the United States : a nonlinear approach
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Figueres, Juan …
- In:
Economics letters
151
(
2017
),
pp. 31-34
Persistent link: https://www.econbiz.de/10011742127
Saved in:
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