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isPartOf:"Working paper series / European Central Bank"
~isPartOf:"Documents de recherche / ESSEC Centre de Recherche"
~subject:"VAR model"
~type_genre:"Graue Literatur"
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Is the ECB so special? : A qualitative and quantitative analysis
Fourçans, André
;
Vranceanu, Radu P.
-
2006
Persistent link: https://www.econbiz.de/10003300110
Saved in:
2
What drives EU banks' stock returns? : bank-level evidence using the dynamic dividend-discount model
Castrén, Olli
(
contributor
); …
-
2006
Postal address Postfach 16 03 19 60066 Frankfurt am Main, Germany Telephone +49 69 1344 0
Internet
http://www.ecb.int Fax +49 …
Persistent link: https://www.econbiz.de/10003375090
Saved in:
3
Does information help recovering structural shocks from past observations?
Giannone, Domenico
(
contributor
); …
-
2006
03 19 60066 Frankfurt am Main, Germany Telephone +49 69 1344 0
Internet
http://www.ecb.int Fax +49 69 1344 6000 Telex 411 …
Persistent link: https://www.econbiz.de/10003337176
Saved in:
4
Opening the black box : structural factor models with large cross-sections
Forni, Mario
;
Giannone, Domenico
;
Lippi, Marco
; …
-
2007
69 1344 0
Internet
http://www.ecb.int Fax +49 69 1344 6000 Telex 411 144 ecb d All rights reserved. Any reproduction …
Persistent link: https://www.econbiz.de/10003410590
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5
Monetary policy shocks in a two-sector open economy : an empirical study
Llaudes, Ricardo
(
contributor
)
-
2007
Main, Germany Telephone +49 69 1344 0
Internet
http://www.ecb.europa.eu Fax +49 69 1344 6000 Telex 411 144 ecb d All …
Persistent link: https://www.econbiz.de/10003516691
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6
International trade, technological shocks and spillovers in the labour market : a GVAR analysis of the US manufacturing sector
Hiebert, Paul
(
contributor
); …
-
2007
am Main, Germany Postal address Postfach 16 03 19 60066 Frankfurt am Main, Germany Telephone +49 69 1344 0
Internet
http …
Persistent link: https://www.econbiz.de/10003422822
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7
The economic effects of exogenous fiscal shocks in Spain : a SVAR approach
Castro Fernández, Francisco de
(
contributor
); …
-
2006
Telephone +49 69 1344 0
Internet
http://www.ecb.int Fax +49 69 1344 6000 Telex 411 144 ecb d All rights reserved. Any …
Persistent link: https://www.econbiz.de/10003337464
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8
U.S. evolving macroeconomic dynamics : a structural investigation
Benati, Luca
(
contributor
);
Mumtaz, Haroon
(
contributor
)
-
2007
Postal address Postfach 16 03 19 60066 Frankfurt am Main, Germany Telephone +49 69 1344 0
Internet
http://www.ecb.int Fax …
Persistent link: https://www.econbiz.de/10003457008
Saved in:
9
The "Great Moderation" in the United Kingdom
Benati, Luca
(
contributor
)
-
2007
Frankfurt am Main, Germany Telephone +49 69 1344 0
Internet
http://www.ecb.int Fax +49 69 1344 6000 Telex 411 144 ecb d All …
Persistent link: https://www.econbiz.de/10003484192
Saved in:
10
Eigenvalue filtering in VAR models with application to the Czech business cycle
Beneš, Jaromír
(
contributor
);
Vávra, David
(
contributor
)
-
2005
address Postfach 16 03 19 60066 Frankfurt am Main, Germany Telephone +49 69 1344 0
Internet
http://www.ecb.int Fax +49 69 1344 …
Persistent link: https://www.econbiz.de/10003209081
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