Structural analysis with mixed-frequency data : a model of US capital flows
Year of publication: |
2020
|
---|---|
Authors: | Bacchiocchi, Emanuele ; Bastianin, Andrea ; Missale, Alessandro ; Rossi, Eduardo |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 89.2020, p. 427-443
|
Subject: | Capital flows | Mixed frequency variables | Monetary policy | Uncertainty shocks | Kapitalmobilität | Capital mobility | Geldpolitik | Schock | Shock | USA | United States | VAR-Modell | VAR model | Schätzung | Estimation | Theorie | Theory | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis |
-
Castillo B., Paul, (2016)
-
Bork, Lasse, (2009)
-
Invertibility and VAR representations of time-varying dynamic stochastic general equilibrium models
Cavicchioli, Maddalena, (2020)
- More ...
-
Structural analysis with mixed frequencies: monetary policy, uncertainty and gross capital flows
Bacchiocchi, Emanuele, (2016)
-
Structural analysis with mixed frequency : monetary policy, uncertainty and gross capital flows
Bacchiocchi, Emanuele, (2016)
-
Structural analysis with mixed frequencies : monetary policy, uncertainty and gross capital flows
Bacchiocchi, Emanuele, (2016)
- More ...