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Heterogeneous switching in FAVAR models
Guérin, Pierre; Leiva-León, Danilo - In: Essays in honour of Fabio Canova, (pp. 65-98). 2022
Persistent link: https://www.econbiz.de/10013443910
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Identifying structural vector autoregressions via changes in volatility
Lütkepohl, Helmut - In: VAR models in macroeconomics - new developments and …, (pp. 169-203). 2013
Persistent link: https://www.econbiz.de/10010252334
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Monetary policy regimes, fiscal implications, and policy interactions among developing economies
Pacifico, Antonio - In: Handbook of research on emerging theories, models, and …, (pp. 229-265). 2021
This paper provides new empirical insights in order to give a relevant contribution to the more recent literature on international transmission of shocks among emerging market economies, with a particular emphasis in the most recent recession and postcrisis consolidation. Interdependence,...
Persistent link: https://www.econbiz.de/10012604235
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Quantile impulse response analysis with applications in macroeconomics and finance
Jung, Whayoung; Lee, Ji Hyung - In: Essays in honor of Joon Y. Park : econometric …, (pp. 99-131). 2023
Persistent link: https://www.econbiz.de/10014315152
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Monetary regime switches in the euro area
Avouyi-Dovi, Sanvi; Sahuc, Jean-Guillaume - In: Econometrics : new research, (pp. 217-227). 2012
Persistent link: https://www.econbiz.de/10009614485
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Bayesian inference for a periodic stochastic volatility model of intraday electricity prices
Smith, Michael Stanley - In: Statistical modelling and regression structures : …, (pp. 353-376). 2010
Persistent link: https://www.econbiz.de/10003964500
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Nonparametric vector autoregressions : specification, estimation, and inference
Jeljazkov, Ivan G. - In: VAR models in macroeconomics - new developments and …, (pp. 327-359). 2013
Persistent link: https://www.econbiz.de/10010252322
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Inter-market sentiment analysis using Markov switching Bayesian VAR analysis
Ebrahimijam, Saeed; Adaoglu, Cahit; Gokmenoglu, Korhan K. - In: Regulation of Finance and Accounting : 21st and 22nd …, (pp. 73-84). 2022
Persistent link: https://www.econbiz.de/10013448478
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Measuring the stance of monetary policy
Fung, Ben Siu-cheong; Yuan, Mingwei - In: Money, monetary policy, and transmission mechanisms : …, (pp. 233-262). 2000
Persistent link: https://www.econbiz.de/10001600183
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Monetary policy across space and time
Liu, Laura; Matthes, Christian; Petrova, Katerina - In: Essays in honour of Fabio Canova, (pp. 37-64). 2022
Persistent link: https://www.econbiz.de/10013443906