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 |
freely available