Michele Piffer

Queen Mary, University of London

Mile End Road

London, E1 4NS

Great Britain

SCHOLARLY PAPERS

5

DOWNLOADS

319

CITATIONS

0

Scholarly Papers (5)

Identifying Uncertainty Shocks Using the Price of Gold

Number of pages: 40 Posted: 06 Nov 2015 Last Revised: 02 Feb 2017
Michele Piffer and Maximilian Podstawski
Queen Mary, University of London and DIW Berlin
Downloads 75 (313,117)

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Economic uncertainty, external proxy SVAR, safe haven assets, news shocks, set-identification

Identifying Uncertainty Shocks Using the Price of Gold

DIW Berlin Discussion Paper No. 1549
Number of pages: 48 Posted: 24 Feb 2016
Michele Piffer and Maximilian Podstawski
Queen Mary, University of London and DIW Berlin
Downloads 40 (423,604)

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Economic uncertainty, external proxy SVAR, safe haven assets

Identifying Uncertainty Shocks Using the Price of Gold

CESifo Working Paper Series No. 6327
Number of pages: 41 Posted: 01 Mar 2017
Michele Piffer and Maximilian Podstawski
Queen Mary, University of London and DIW Berlin
Downloads 40 (423,604)

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economic uncertainty, external proxy SVAR, safe haven assets, news shocks, set-identification

Assessing Identifying Restrictions in SVAR Models

Number of pages: 41 Posted: 30 Jul 2015 Last Revised: 30 Mar 2016
Michele Piffer
Queen Mary, University of London
Downloads 45 (404,036)

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Structural Vector Autoregressive models, Identification, Bayesian

Assessing Identifying Restrictions in SVAR Models

DIW Berlin Discussion Paper No. 1563
Number of pages: 43 Posted: 29 Mar 2016
Michele Piffer
Queen Mary, University of London
Downloads 25 (496,381)

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Identification, Bayesian econometrics, sign restrictions

3.

Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances

DIW Berlin Discussion Paper No. 1596
Number of pages: 42 Posted: 29 Jul 2016
Michael Hachula, Michele Piffer and Malte Rieth
Free University of Berlin (FUB), Queen Mary, University of London and German Institute for Economic Research (DIW Berlin)
Downloads 59 (351,702)

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Central banks, structural VAR with external instruments, fiscal policy, monetary union

4.

Monetary Policy and Defaults in the US

DIW Berlin Discussion Paper No. 1559
Number of pages: 38 Posted: 18 Mar 2016
Michele Piffer
Queen Mary, University of London
Downloads 27 (471,426)

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Monetary shocks, risk-taking channel, SVAR with external instruments

5.

Bayesian Structural VAR Models: A New Approach for Prior Beliefs on Impulse Responses

DIW Berlin Discussion Paper No. 1796 (2019)
Number of pages: 37 Posted: 06 Apr 2019
Martin Bruns and Michele Piffer
German Institute for Economic Research (DIW Berlin) and Queen Mary, University of London
Downloads 8 (579,644)

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Sign restrictions, Bayesian inference, Oil market