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We propose a new VAR identification scheme that enables us to disentangle immigration shocks from other macroeconomic … availability of a quarterly series for net immigration is crucial to achieving identification. Notably, immigration is an … immigration shocks are well identified and are the dominant drivers of immigration dynamics. An exogenous immigration shock lowers …
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We propose a new VAR identification scheme that enables us to disentangle immigration shocks from other macroeconomic … availability of a quarterly series for net immigration is crucial to achieving identification. Notably, immigration is an … immigration shocks are well identified and are the dominant drivers of immigration dynamics. An exogenous immigration shock lowers …
Persistent link: https://www.econbiz.de/10012965226
Persistent link: https://www.econbiz.de/10013461267
also conduct an estimation of a classical VAR using maximum likelihood estimation and a traditional BVAR. An out …
Persistent link: https://www.econbiz.de/10008779982
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develop an extended Factor Augmented VAR model that simultaneously allows the estimation of a measure of uncertainty and its … shock has remained fairly stable. Simulations from a non-linear DSGE model suggest that these empirical results are …
Persistent link: https://www.econbiz.de/10010472799