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Interactions between Eurozone and US booms and busts : a Bayesian panel Markov-switching VAR model

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2013

Persistent link: https://www.econbiz.de/10009786985

Model evaluation based on residual analysis of two similar models

Granger, C. W. J.; Jeon, Yongil - In: Applied economics 32 (2000) 7, pp. 861-867

Persistent link: https://www.econbiz.de/10001521994

Identification of SVAR models by combining sign restrictions with external instruments

Brüggemann, Ralf; Braun, Robin - 2022

We discuss combining sign restrictions with information in external instruments (proxy variables) to identify structural vector autoregressive (SVAR) models. In one setting, we assume the availability of valid external instruments. Sign restrictions may then be used to identify further...

Persistent link: https://www.econbiz.de/10014079476

Monetary policy under uncertainty : min-max vs robust-satisficing strategies

Ben-Haim, Yakov; Akram, Qaisar Farooq; Eitrheim, Øyvind - 2007

Persistent link: https://www.econbiz.de/10003597676

Managing uncertainty through robust-satisficing monetary police

Akram, Qaisar Farooq; Ben-Haim, Yakov; Eitrheim, Øyvind - 2006

Persistent link: https://www.econbiz.de/10003388144

Robust-satisficing monetary policy under parameter uncertainty

Akram, Qaisar Farooq; Ben-Haim, Yakov; Eitrheim, Øyvind - 2007

Persistent link: https://www.econbiz.de/10003627049