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Search: subject:"Interacted VAR"
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Schock
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12
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10
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Interacted VAR
7
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interacted VAR
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generalized impulse response functions
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endogenous uncertainty
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non-linear structural vector autoregressions
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Pellegrino, Giovanni
6
Belke, Ansgar
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Goemans, Pascal
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Caggiano, Giovanni
2
Castelnuovo, Efrem
2
Delrio, Silvia
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ECONIS (ZBW)
10
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1
Uncertainty and monetary policy in the US : a journey into non-linear territory
Pellegrino, Giovanni
-
2020
Persistent link: https://www.econbiz.de/10012320446
Saved in:
2
Uncertainty and nonlinear macroeconomic effects of fiscal policy in the US : a SEIVAR-based analysis
Belke, Ansgar
;
Goemans, Pascal
- In:
Journal of economic studies
49
(
2022
)
4
,
pp. 623-646
Persistent link: https://www.econbiz.de/10013352758
Saved in:
3
Uncertainty and non-linear macroeconomic effects of fiscal policy in the US : a SEIVAR-based analysis
Belke, Ansgar
;
Goemans, Pascal
-
2019
-
First draft: December 18, 2018, this draft: September 8, 2019
. Using postwar US data and a Self-Exciting
Interacted
VAR
(SEIVAR) model, we find that fiscal spending has positive output …
Persistent link: https://www.econbiz.de/10012268062
Saved in:
4
Uncertainty and non-linear macroeconomic effects of fiscal policy in the US : a SEIVAR-based analysis
Belke, Ansgar
;
Goemans, Pascal
-
2019
. Using postwar US data and a Self-Exciting
Interacted
VAR
(SEIVAR) model, we find that fiscal spending has positive output …
Persistent link: https://www.econbiz.de/10012116248
Saved in:
5
Estimating the real effects of uncertainty shocks at the Zero Lower Bound
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Pellegrino, Giovanni
-
2017
We employ a parsimonious nonlinear
Interacted-VAR
to examine whether the real effects of uncertainty shocks are greater …
Persistent link: https://www.econbiz.de/10011718014
Saved in:
6
Uncertainty and monetary policy in the US : a journey into non-linear territory
Pellegrino, Giovanni
-
2017
Persistent link: https://www.econbiz.de/10011698926
Saved in:
7
Uncertainty and the real effects of monetary policy shocks in the Euro area
Pellegrino, Giovanni
-
2017
Persistent link: https://www.econbiz.de/10011699078
Saved in:
8
Estimating the effects of global uncertainty in open economies
Delrio, Silvia
-
2016
Persistent link: https://www.econbiz.de/10011636654
Saved in:
9
Uncertainty and the real effects of monetary policy shocks in the Euro area
Pellegrino, Giovanni
- In:
Economics letters
162
(
2018
),
pp. 177-181
Persistent link: https://www.econbiz.de/10011939831
Saved in:
10
Estimating the real effects of uncertainty shocks at the Zero Lower Bound
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Pellegrino, Giovanni
- In:
European economic review : EER
100
(
2017
),
pp. 257-272
Persistent link: https://www.econbiz.de/10011920154
Saved in:
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