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Jan Pablo Burgard

University of Trier - Faculty of Economics

Germany

SCHOLARLY PAPERS

7

DOWNLOADS

626

TOTAL CITATIONS

9

Scholarly Papers (7)

(Almost) Recursive Identification of Monetary Policy Shocks with Economic Parameter Restrictions

CESifo Working Paper No. 10219
Number of pages: 31 Posted: 26 Jan 2023
Jan Pablo Burgard, Matthias Neuenkirch and Dennis Umlandt
University of Trier - Faculty of Economics, University of Trier - Faculty of Economics and University of Innsbruck - Department of Banking and Finance
Downloads 73 (871,518)

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monetary policy transmission, non-linear optimization, price puzzle, recursive identification, rotation, sign restrictions

(Almost) Recursive Shock Identification with Economic Parameter Restrictions

Number of pages: 31 Posted: 10 Jan 2023 Last Revised: 15 May 2024
Jan Pablo Burgard, Matthias Neuenkirch and Dennis Umlandt
University of Trier - Faculty of Economics, University of Trier - Faculty of Economics and University of Innsbruck - Department of Banking and Finance
Downloads 68 (912,349)

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Non-Linear Optimization, Recursive Identification, Rotation, Sign Restrictions

State-Dependent Transmission of Monetary Policy in the Euro Area

Universitat Trier Research Paper in Economics No. 15/16
Number of pages: 28 Posted: 22 Dec 2016 Last Revised: 20 May 2018
Jan Pablo Burgard, Matthias Neuenkirch and Matthias Nöckel
University of Trier - Faculty of Economics, University of Trier - Faculty of Economics and Deutsche Bundesbank
Downloads 70 (903,821)

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economic and financial crisis, euro area, mixture VAR, monetary policy transmission, state-dependency

State-Dependent Transmission of Monetary Policy in the Euro Area

CESifo Working Paper Series No. 7074
Number of pages: 29 Posted: 21 Jul 2018
Jan Pablo Burgard, Matthias Neuenkirch and Matthias Nöckel
University of Trier - Faculty of Economics, University of Trier - Faculty of Economics and Deutsche Bundesbank
Downloads 57 (1,038,620)
Citation 9

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economic and financial crisis, euro area, mixture VAR, monetary policy transmission, state-dependency

The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model

Number of pages: 44 Posted: 18 May 2021
Hamza Bennani, Jan Pablo Burgard and Matthias Neuenkirch
CEROS, Paris Nanterre University, University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 57 (1,006,630)

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Credit growth, credit spread, credit standards, euro area, financial accelerator, mixture VAR, monetary policy transmission

The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model

Number of pages: 44 Posted: 29 Nov 2021
Hamza Bennani, Jan Pablo Burgard and Matthias Neuenkirch
CEROS, Paris Nanterre University, University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 42 (1,196,631)

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Credit growth, credit spread, credit standards, euro area, financial accelerator, mixture VAR, monetary policy transmission

4.

Estimation of the Severeness Rate, Death Rate, Household Attack Rate and the Total Number of COVID-19 Cases Based on 16115 Polish Surveillance Records

Number of pages: 34 Posted: 22 Oct 2020
Wroclaw Medical University - Department of Anaesthesiology and Intensive Therapy, Wroclaw University of Science and Technology, Wroclaw University of Science and Technology, University of Warsaw, Technische Universität Kaiserslautern - Technomathematics Group, Wroclaw University of Science and Technology, University of Trier - Faculty of Economics, Wroclaw University of Science and Technology, MOCOS International Research Group, Independent, Wroclaw University of Science and Technology, University of Wroclaw, National Institute of Public Health - National Institute of Hygiene, National Institute of Public Health - National Institute of Hygiene, Wroclaw University of Science and Technology and University of Warsaw
Downloads 86 (771,553)

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SARS-CoV-2, darkfigure, upper and lower bounds on severe progression and death rates, household attack rate

(Almost) Recursive Shock Identification with Economic Parameter Restrictions

Number of pages: 29 Posted: 05 Jan 2024
Jan Pablo Burgard, Matthias Neuenkirch and Dennis Umlandt
University of Trier - Faculty of Economics, University of Trier - Faculty of Economics and University of Innsbruck - Department of Banking and Finance
Downloads 34 (1,296,409)

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Non-Linear Optimization, Recursive Identification, Rotation, Sign Restrictions

(Almost) Recursive Shock Identification with Economic Parameter Restrictions

Number of pages: 30 Posted: 18 Oct 2024
Jan Pablo Burgard, Matthias Neuenkirch and Dennis Umlandt
University of Trier - Faculty of Economics, University of Trier - Faculty of Economics and University of Innsbruck - Department of Banking and Finance
Downloads 23 (1,473,203)

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Non-Linear Optimization, Recursive Identification, Rotation, Sign Restrictions

(Almost) Recursive Shock Identification with Economic Parameter Restrictions

Number of pages: 31 Posted: 23 Apr 2025
Jan Pablo Burgard and Matthias Neuenkirch
University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 14 (1,570,077)

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Non-Linear Optimization, Recursive Identification, Rotation, Sign Restrictions

(Almost) Recursive Shock Identification with Economic Parameter Restrictions

Number of pages: 30 Posted: 24 Jun 2025
Jan Pablo Burgard and Matthias Neuenkirch
University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 14 (1,579,999)

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Non-Linear Optimization, Recursive Identification, Rotation, sign restrictions

6.

The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model

University of Trier Research Papers in Economics No. 11/20
Number of pages: 58 Posted: 12 Jan 2021 Last Revised: 26 Apr 2022
Hamza Bennani, Jan Pablo Burgard and Matthias Neuenkirch
University of Nantes, University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 57 (989,921)

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Credit growth, credit spread, credit standards, euro area, financial accelerator, mixture VAR, monetary policy transmission

7.

Testing, Social Distancing and Age Specific Quarantine for COVID-19: Case Studies in Iligan City and Cagayan De Oro City, Philippines

https://doi.org/10.1063/5.0029818
Number of pages: 11 Posted: 20 Jun 2025
Technische Universität Kaiserslautern - Technomathematics Group, MSU-Iligan Institute of Technology, University of Trier - Faculty of Economics, MSU-Iligan Institute of Technology, MSU-Iligan Institute of Technology, Science Education Institute, Philippines, MSU-Iligan Institute of Technology, MSU-Iligan Institute of Technology, MSU-Iligan Institute of Technology, MSU-Iligan Institute of Technology, MSU-Iligan Institute of Technology, MSU-Iligan Institute of Technology and MSU-Iligan Institute of Technology
Downloads 31 (1,332,057)

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