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1
The time-varying effects of permanent and transistory shocks to real output
Keating, John William
;
Valcarcel, Victor J.
- In:
Macroeconomic dynamics
19
(
2015
)
3
,
pp. 477-507
Persistent link: https://www.econbiz.de/10011308634
Saved in:
2
Fat-tails in VAR models
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pinter, Gabor
-
2014
volatility
and Student-t disturbances outperforms restricted alternatives that feature either attributes. The VAR model with …
Persistent link: https://www.econbiz.de/10010339759
Saved in:
3
Robust inference in time-varying structural VAR models : the DC-cholesky multivariate stochastic
volatility
model
Hartwig, Benny
-
2020
Cholesky multivariate stochastic
volatility
model. It establishes that systematically different dynamic restrictions are … divergent when
volatility
clusters idiosyncratically. It is illustrated that this property is important for empirical … indicate that conclusions may critically hinge on a selected ordering of variables. The dynamic
correlation
Cholesky …
Persistent link: https://www.econbiz.de/10012424283
Saved in:
4
Robust inference intime-varying structural VAR models : the DC-Cholesky multivariate stochasticvolatility model
Hartwig, Benny
-
2020
Cholesky multivariate stochastic
volatility
model.It establishes that systematically different dynamic restrictions are imposed … divergent when
volatility
clusters idiosyncratically.It is illustrated that this property is important for empirical … indicate that conclusions may critically hinge on a selectedordering of variables. The dynamic
correlation
Cholesky …
Persistent link: https://www.econbiz.de/10012250452
Saved in:
5
Global risk and the dollar
Georgiadis, Georgios
;
Müller, Gernot J.
;
Schumann, Ben
-
2021
Persistent link: https://www.econbiz.de/10012543257
Saved in:
6
High-dimensional DSGE models : pointers on prior,
estimation
, comparison, and prediction
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
-
2020
Persistent link: https://www.econbiz.de/10012373015
Saved in:
7
Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic
volatility
Chávez, Paulo
;
Rodriguez, Gabriel
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273077
Saved in:
8
Time changing effects of external shocks on macroeconomic fluctuations in Peru : empirical application using regime-switching VAR models with stochastic
volatility
Chávez, Paulo
;
Rodriguez, Gabriel
- In:
Review of world economics
159
(
2023
)
2
,
pp. 505-544
Persistent link: https://www.econbiz.de/10014308071
Saved in:
9
International transmissions of aggregate macroeconomic uncertainty in small open economies : an empirical approach
Cross, Jamie L.
;
Hou, Chenghan
;
Poon, Aubrey
-
2018
Persistent link: https://www.econbiz.de/10012202181
Saved in:
10
Empirical evidence on the dynamics of investment under uncertainty in the US
Haque, Qazi
;
Magnusson, Leandro M.
;
Tomioka, Kazuki
-
2019
Persistent link: https://www.econbiz.de/10012224674
Saved in:
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