Essays in empirical macroeconomics: identification in vector autoregressive models and robust inference in early warning systems
Martin Bruns
| Year of publication: |
2019
|
|---|---|
| Authors: | Bruns, Martin |
| Publisher: |
Berlin |
| Subject: | Multiple time series | fiscal distress | early warning systems | sign restrictions | Bayesian inference | dynamic factor models | external instruments | uncertainty shocks | VAR-Modell | VAR model | Frühwarnsystem | Early warning system | Prognoseverfahren | Forecasting model | Schock | Shock | Bayes-Statistik | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation |
| Extent: | 1 Online-Ressource (circa 230 Seiten) |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Sammlung ; Collection of articles written by one author ; Sammelwerk ; Collection of articles of several authors |
| Language: | English |
| Thesis: | Dissertation, Freie Universität Berlin, 2019 |
| Notes: | Enthält mehrere Beiträge Zusammenfassung in englischer und deutscher Sprache |
| Other identifiers: | 10.17169/refubium-2801 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012104832