Search Results - subject:"Impulse response functions."

Identification of vector autoregressive models with nonlinear contemporaneous structure

Cordoni, Francesco; Dorémus, Nicolas; Moneta, Alessio - 2024

structural impulse response functions in a nonlinear setting. We assess the performance of this scheme in a simulation experiment …

Persistent link: https://www.econbiz.de/10014541779

U.S. and European listed real estate as an inflation hedge

Muckenhaupt, Jan; Hoesli, Martin; Zhu, Bing - 2024

Persistent link: https://www.econbiz.de/10014543731

Identification of vector autoregressive models with nonlinear contemporaneous structure

Cordoni, Francesco; Doremus, Nicolas; Moneta, Alessio - 2024

response functions in a nonlinear setting. We assess the performance of this scheme in a simulation experiment. Finally, we … is identifiable. We spell out these specific conditions and propose a scheme for the estimation of structural impulse …

Persistent link: https://www.econbiz.de/10013548855

The systemic risk-uncertainty-real economic activity nexus : what is beyond median estimation?

Stolbov, Michail I.; Shchepeleva, Maria; Parfenov, Daniil - In: Economics letters 235 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10015071337

GLS estimation of local projections : trading robustness for efficiency

Vos, Ignace de; Everaert, Gerdie - 2024

Persistent link: https://www.econbiz.de/10015077135

Extreme weather shocks and state-level inflation of the United States

Liao, Wenting; Sheng, Xin; Gupta, Rangan; Karmakar, Sayar - In: Economics letters 238 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10015075593

Natural disasters, epidemics and intergovernmental relations : more or less decentralisation?

Mello, Luiz R. de; Jalles, João Tovar - 2023

Persistent link: https://www.econbiz.de/10013500643

The effects of disaggregate oil shocks on aggregate expected skewness of the United States

Sheng, Xin; Gupta, Rangan; Ji, Qiang - 2023

Persistent link: https://www.econbiz.de/10013502430

Bayesian VARs of the U.S. economy before and during the pandemic

Sznajderska, Anna; Haug, Alfred Albert - In: Eurasian economic review : a journal in applied … 13 (2023) 2, pp. 211-236

Persistent link: https://www.econbiz.de/10014315631

Inflationary pass-through effects of oil price shocks on the Zambian economy (1985-2019)

Chundama, Stephen - In: International journal of empirical economics 2 (2023) 1, pp. 1-28

utilised, which is supplemented with Impulse Response Functions (IRFs), Granger Causality Tests and Forecast Error Variance …

Persistent link: https://www.econbiz.de/10014331929

1
2
3
4
5
6
7
8
9
10
Next
Last

A service of the

zbw