Otto Suhr Institut for Political Science\
Ihnestrasse 21
Berlin
Germany
SSRN RANKINGS
in Total Papers Citations
Structural vector autoregression, local projection, impulse responses, instrumental variable
Cointegrated vector autoregression, heteroskedasticity, Markov-switching model, monetary policy analysis
Impulse responses, structural vector autoregressive model, longrun multipliers, short-run multipliers
Impulse responses, vector autoregressive model, joint confidence bands
GMM, heteroskedastic VAR, instrumental variable estimation, proxy VAR, structural vector autoregression
Structural vector autoregression, identification through heteroskedasticity, structural shocks
Structural Vector Autoregression, Identification via Heteroskedasticity, Conditional Heteroskedasticity, Smooth Transition, Markov Switching, GARCH
Identification through Heteroskedasticity, Markov-Switching Models, Savage-Dickey Density Ratio, Monetary Policy Shocks, Divisia Money
Heteroskedasticity, structural identification, vector autoregressive process
Structural vector autoregression, proxy VAR, identification through heteroskedasticity
Structural vector autoregression, conditional heteroskedasticity, GARCH, identification via heteroskedasticity
Bootstrap inference, structural vector autoregression, impulse responses, instrumental variable
Structural vector autoregression, heteroskedastic VAR, proxy VAR, crude oil market
Heteroskedasticity, simultaneous equations models, testing for identification, Davies' problem