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Panel VAR, estimation, identification, inference
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Bayesian methods, dynamic models, Panel vector autoregression
Forecasting, Turning Points, Bayesian Methods, Panel VAR, Markov Chains Monte Carlo Methods.
Forecasting, turning points, Bayesian methods, panel VAR, Markov chains, Monte Carlo methods
general equilibrium, monetary policy, identification, structural VARs
VARs, Local Projections, Bayesian Inference, Identification, Forecasts, Missing Values, Filters and Cycles, MATLAB
Multi country VAR, Markov Chain Monte Carlo methods, Flexible priors, International transmission
Forecasting, Inflation, Panel VAR models, Markov Chain Monte Carlo Methods
Forecasting, inflation, panel VAR models, Markov chain Monte Carlo methods
search frictions, technological progress, creative
structural shocks, business cycles, monetary disturbances, dynamic correlations
identification, DSGE models
DSGE models, Identification, Impulse Responses, small samples
Business cycle, indicators, Panel Data, Bayesian methods
Business cycle, G-7, indicators, panel data, Bayesian methods
monetary policy pass-through, bank balance sheet characteristics
structural shocks, business cycles, demand disturbances, dynamic correlations, impulse responses
DSGE models, SVAR models, Identification, Invertibility, Misspecification, Small Samples
DSGE models, Identification, Invertibility, SVAR models
Fiscal restrictions, Excessive Debt, Business cycles, US states
Fiscal restrictions, excessive debt, business cycles, US states
dynamic structural models, composite likelihood, identification, singularity, large scale models, panel data
composite likelihood, dynamic structural models, identification, large scale models, panel data, singularity
New Keynesian model, Bayesian methods, Monetary policy, Great Inflation
Deformation, state variables, dynamic responses, structural models, house price shocks, uncertainty shocks
Convergence, regional policies, structural funds, labour and capital mobility
Technology disturbances, structural VARs, low frequency movements, news shocks
Indeterminacy, Expectations, Term structure, Structural VARs, Sunspot
Expectations, Indeterminacy, Term structure, VARs
Budget restrictions, fiscal policy transmission, policy rules, dynamic panels
Structural model, time varying coefficients, endogenous variations, misspecification
endogenous variations, misspecification, Structural model, time varying coefficients
business cycles, European Monetary Union, Panel VAR, structural changes
DSGE models, Filters, Structural estimation, Business cycles
International business cycles, Tourism flows, Mediterranean basin, Bayesian random coefficient VARs
Bayesian Methods, Business Cycles, Mediterranean Basin, Developing and Developed Countries
Identification, DSGE models, New Keynesian Phillips curve, Identification robust estimation methods
Convergence, income inequalities, panel data, persistence, prior distribution
Calibration, consumption based CAPM, equity premium, model evaluation, risk free rate, term structure
Panel VAR, Bayesian methods, leading indicators, Markov Chain Monte Carlo methods
Variability, persistence, transmission, structural time varying VARs
Pillars, communication, transmission, EU newcomers
New Keynesian model, Bayesian methods, monetary policy, great inflation
Structural shocks, business cycles, exchange rate regimes, Bayesian methods
Monetary policy, inflation persistence, transmission of shocks, time varying coefficients, structural VARs
Dynamic general equilibrium models, VARs, sign restrictions, model evaluation
Fiscal policy, price dispersions, Bayesian techniques, supply effects
Deformation, state variables, dynamic responses, structural models, house price shocks, uncertainty shocks.
Business cycles, excessive debt, fiscal restrictions and US states
business cycles, inflation dynamics, Money, shock transmission
misspecification, model validation, shock identification, sign restrictions
business cycles, DSGE models, filters, structural estimation
countercyclical policies, Externalities, R&D and human capital investment, Recovery and Resilience fund, Regional inequalities
Cross sectional methods, dynamic heterogeneity, fiscal multipliers, Monetary pass-through, partial pooling
Identification restrictions, Metropolis algorithm, Monetary transmission mechanism., Time-varying coefficient structural VAR models
Long cycles, News shocks, Structural VARs, Technology disturbances
Creative destruction, Search frictions, technological progress
ABCD representation, Density ratio, DSGE models., Identification
Business cycles, institutions and culture, Mediterranean countries, synchronization.
Deformation, state variables, dynamic responses, Structural models, house price shocks, Uncertainty shocks
Bayesian model averaging, composite likelihood, finite mixture, model misspecification
European Banks, Heterogeneity, Monetary pass-through, VARs
aggregation, Granger causality, non-fundamentalness, small scale VARs
deflation, Japan's Lost decade, money, structural model
Cyclical fluctuations, Filtering, gain functions, Gaps and potentials, permanent and transitory components
Euro-Mediterranean partnership, financial interdependences, reference cycles, trade, turning points