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Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut; Woźniak, Tomasz - 2017
parameters of structural vector autoregressive (SVAR) models. Economic theory is the primary source of such restrictions. However …
Persistent link: https://www.econbiz.de/10011771740
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The link between economic growth and growth volatility
Lin, Shu-chin; Kim, Dong-hyeon - In: Empirical economics : a journal of the Institute for … 46 (2014) 1, pp. 43-63
Persistent link: https://www.econbiz.de/10010246829
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Partial identification of heteroskedastic structural VARs : theory and Bayesian inference
Lütkepohl, Helmut; Shang, Fei; Uzeda, Luis; Woźniak, … - 2024
We consider structural vector autoregressions identified through stochastic volatility. Our focus is on whether a …
Persistent link: https://www.econbiz.de/10014528602
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The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
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Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua - 2015
Persistent link: https://www.econbiz.de/10011758150
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NAIRU estimates for Germany : new evidence on the inflation-unemployment trade-off
Kajuth, Florian - 2010
affected by the cyclical component of unemployment. In addition we use shifts in the relative volatility of shocks to …-space estimation ; identification through heteroskedasticity ; trend inflation …
Persistent link: https://www.econbiz.de/10008657146
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Thai inflation dynamics in a globalized economy
Pym Manopimoke - In: Journal of the Asia Pacific economy 23 (2018) 3, pp. 465-495
Persistent link: https://www.econbiz.de/10012131172
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The long run and real effects of the working hours restriction : evidence from France
Middleditch, Paul - 2015
Persistent link: https://www.econbiz.de/10011311204
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Estimating Europe's natural rates
Berger, Tino - In: Empirical economics : a journal of the Institute for … 40 (2011) 2, pp. 521-536
Persistent link: https://www.econbiz.de/10008987989
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NAIRU estimates for Germany: New evidence on the inflation-unemployment trade-off
Kajuth, Florian - 2010
affected by the cyclical component of unemployment. In addition we use shifts in the relative volatility of shocks to …
Persistent link: https://www.econbiz.de/10010302117