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Girma, Sourafel; Henry, Michael; Kneller, Richard; … - 2003 - [Elektronische Ressource]

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Egger, Peter (contributor); Nelson, Douglas R. (contributor) - 2007

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Corporate taxation and multinational activity

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Large vector autoregressions with asymmetric priors

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2015 - This draft: November 2015

We propose a new algorithm which allows easy estimation of Vector Autoregressions (VARs) featuring asymmetric priors and time varying volatilities, even when the cross sectional dimension of the system N is particularly large. The algorithm is based on a simple triangularisation which allows to...

Persistent link: https://www.econbiz.de/10011389735

Bayesian exploratory factor analysis

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Inside the crystal ball : new approaches to predicting the gasoline price at the pump

Baumeister, Christiane; Killian, Lutz; Lee, Thomas - In: Journal of applied econometrics 32 (2017) 2, pp. 275-295

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Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs

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Structural FECM : cointegration in large‐scale structural FAVAR models

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