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DSGE-based priors for BVARs an...
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Schock
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Mumtaz, Haroon
71
Castelnuovo, Efrem
56
Gupta, Rangan
48
Lütkepohl, Helmut
46
Caggiano, Giovanni
45
Fève, Patrick
44
Theodoridis, Konstantinos
42
Gambetti, Luca
39
Huber, Florian
34
Pesaran, M. Hashem
34
Forni, Mario
33
Kilian, Lutz
33
Peersman, Gert
32
Pellegrino, Giovanni
30
Feldkircher, Martin
29
Furlanetto, Francesco
29
Sala, Luca
29
Kim, So-yŏng
28
Görtz, Christoph
27
Chudik, Alexander
26
Mohaddes, Kamiar
26
Rubio-Ramírez, Juan Francisco
25
Zanetti, Francesco
25
Matheron, Julien
23
Herwartz, Helmut
22
Neri, Stefano
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Baumeister, Christiane
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Beaudry, Paul
19
Belke, Ansgar
19
Guay, Alain
19
Kang, Wensheng
19
Lindé, Jesper
19
Rieth, Malte
19
Canova, Fabio
18
Eickmeier, Sandra
18
Giannone, Domenico
18
Reichlin, Lucrezia
18
Scharler, Johann
18
Tsoukalas, John D.
18
Christiano, Lawrence J.
17
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Narodna Banka na Republika Makedonija
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
International review of economics & finance : IREF
37
Applied economics letters
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Discussion paper
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Working paper series
32
Journal of applied econometrics
29
Temi di discussione / Banca d'Italia
29
Finance research letters
27
Journal of international economics
25
The North American journal of economics and finance : a journal of financial economics studies
24
Bank of England Working Paper
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
5,493
EconStor
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ArchiDok
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OLC EcoSci
2
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1
Estimating time-varying
DSGE
models using minimum distance methods
Giraitis, Liudas
;
Kapetanios, George
;
Theodoridis, …
-
2015
inference method to map from this TV VAR to time variation in implied Dynamic Stochastic General Equilibrium (
DSGE
) parameters …
Persistent link: https://www.econbiz.de/10011405253
Saved in:
2
The international transmission of volatility shocks : an empirical analysis
Mumtaz, Haroon
;
Theodoridis, Konstantinos
-
2012
Persistent link: https://www.econbiz.de/10009671786
Saved in:
3
Solving and estimating linearized
DSGE
models with VARMA shock processes and filtered data
Meyer-Gohde, Alexander
;
Neuhoff, Daniel
- In:
Economics letters
133
(
2015
),
pp. 89-91
Persistent link: https://www.econbiz.de/10011432004
Saved in:
4
Are discretionary accruals a signal for a bright future? : evidence from an information search demand and supply matrix
Choi, Man-Seek
- In:
Journal of international trade & commerce
16
(
2020
)
1
,
pp. 41-56
Persistent link: https://www.econbiz.de/10012591152
Saved in:
5
A multiple
DSGE
-VAR approach : priors from a combination of
DSGE
models and evidence from Japan
Iiboshi, Hirokuni
- In:
Japan and the world economy : international journal of …
40
(
2016
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011700706
Saved in:
6
Validating
dsge
models through dynamic factor models
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
-
2022
Persistent link: https://www.econbiz.de/10013260287
Saved in:
7
News shocks under financial frictions
Görtz, Christoph
;
Tsoukalas, John D.
;
Zanetti, Francesco
-
2016
Persistent link: https://www.econbiz.de/10011539177
Saved in:
8
News shocks under financial frictions
Görtz, Christoph
;
Tsoukalas, John D.
;
Zanetti, Francesco
-
2020
Persistent link: https://www.econbiz.de/10012501472
Saved in:
9
News shocks under financial frictions
Görtz, Christoph
;
Tsoukalas, John D.
;
Zanetti, Francesco
-
2020
for the propagation of news shocks. A
DSGE
model enriched with a financial sector generates very similar quantitative …
Persistent link: https://www.econbiz.de/10012373126
Saved in:
10
News shocks under financial frictions
Görtz, Christoph
;
Tsoukalas, John D.
;
Zanetti, Francesco
-
2020
Persistent link: https://www.econbiz.de/10012534285
Saved in:
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