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~person:"Castelnuovo, Efrem"
~person:"Paccagnini, Alessia"
~person:"Theodoridis, Konstantinos"
~subject:"VAR model"
~type:"article"
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VAR model
Dynamic equilibrium
29
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29
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13
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13
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13
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Castelnuovo, Efrem
Paccagnini, Alessia
Theodoridis, Konstantinos
Schorfheide, Frank
10
Fève, Patrick
7
Minford, Patrick
6
Wickens, Michael R.
6
An, Sungbae
5
Mumtaz, Haroon
5
Canova, Fabio
4
Christiano, Lawrence J.
4
Le, Vo Phuong Mai
4
Lindé, Jesper
4
Meenagh, David
4
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
Altig, David
2
Bekiros, Stelios
2
Benati, Luca
2
Berger, Helge
2
Caggiano, Giovanni
2
Carriero, Andrea
2
Christoffel, Kai
2
Coenen, Günter
2
Eichenbaum, Martin S.
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Fanelli, Luca
2
Fazzari, Steven M.
2
Franchi, Massimo
2
Guerrón-Quintana, Pablo A.
2
Hwang, Inwook
2
Iiboshi, Hirokuni
2
Inoue, Atsushi
2
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2
Kilian, Lutz
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Economics letters
2
Journal of macroeconomics
2
Journal of monetary economics
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 forecasting
1
Journal of international economics
1
Journal of international financial markets, institutions & money
1
Journal of money, credit and banking : JMCB
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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
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:
3
Forecasting with instabilities : an application to DSGE models with financial frictions
Cardani, Roberta
;
Paccagnini, Alessia
;
Villa, Stefania
- In:
Journal of macroeconomics
61
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012243230
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Monetary policy shocks and Cholesky VARs : an assessment for the Euro area
Castelnuovo, Efrem
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
2
,
pp. 383-414
Persistent link: https://www.econbiz.de/10011454273
Saved in:
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