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Structural Interpretation of Vector Autoregressions with Incomplete Information : Revisiting the Role of Oil Supply and Demand Shocks: Comment

Kilian, Lutz; Zhou, Xiaoqing - 2021

Recently, Baumeister and Hamilton (henceforth: BH) have argued that existing studies of the global oil market fail to account for uncertainty about their identifying assumptions. They recommend an alternative econometric approach intended to address this concern by formulating priors on the...

Persistent link: https://www.econbiz.de/10013315410

Structure and asymptotic theory for multivariate asymmetric conditional volatility

McAleer, Michael; Hoti, Suhejla; Chan, Felix - In: Econometric reviews 28 (2009) 5, pp. 422-440

Persistent link: https://www.econbiz.de/10003873066

Direct tests of the permanent income hypothesis under uncertainty, inflationary expectations and liquidity constraints

Madsen, Jakob Brøchner; McAleer, Michael - In: Journal of macroeconomics 22 (2000) 2, pp. 229-252

Persistent link: https://www.econbiz.de/10001469483

Partisan conflict, policy uncertainty and aggregate corporate cash holdings

Cheng, Chak Hung Jack; Chiu, Ching Wai Jeremy; Hankins, … - In: Journal of macroeconomics 58 (2018), pp. 78-90

Persistent link: https://www.econbiz.de/10012128090

The impact of uncertainty shocks on state-level employment

Hankins, William B.; Cheng, Chak Hung Jack; Stone, … - In: Journal of macroeconomics 73 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013443846

Private and public risk sharing across Italian regions

Fiorelli, Cristiana; Giannini, Massimo; Martini, Barbara - In: Journal of macroeconomics 74 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013472116