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Search: subject_exact:"VAR model"
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VAR model
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VAR-Modell
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16
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16
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14
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Pesaran, M. Hashem
15
Mohaddes, Kamiar
6
Chudik, Alexander
5
Raissi, Mehdi
5
Smith, L. Vanessa
4
Zanetti, Francesco
4
Cashin, Paul A.
3
Cesa-Bianchi, Ambrogio
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Miranda-Agrippino, Silvia
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3
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2
Gambetti, Luca
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2
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2
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1
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Cambridge working papers in economics
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177
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114
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1
Controls, not shocks : estimating dynamic causal effects in macroeconomics
Lloyd, Simon
;
Manuel, Ed
-
2024
Persistent link: https://www.econbiz.de/10014529266
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2
Agreed and disagreed uncertainty
Gambetti, Luca
;
Korobilis, Dimitris
;
Tsoukalas, John D.
; …
-
2023
Persistent link: https://www.econbiz.de/10014317912
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3
Interest rate surprises : a tale of two shocks
Nunes, Ricardo
;
Ozdagli, Ali
;
Tang, Jenny
-
2023
-
This draft: July 2023
Persistent link: https://www.econbiz.de/10014318109
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4
Testing the effectiveness of unconventional monetary policy in Japan and the United States
Ikeda, Daisuke
;
Li, Shangshang
;
Mavroeidis, Sophocles
-
2022
Persistent link: https://www.econbiz.de/10013500762
Saved in:
5
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
6
Fiscal foresight and the effects of government spending : it's all in the monetary-fiscal mix
Ascari, Guido
;
Beck-Friis, Peder
;
Florio, Anna
;
Gobbi, …
-
2021
Persistent link: https://www.econbiz.de/10012501577
Saved in:
7
The transmission of Keynesian supply shocks
Cesa-Bianchi, Ambrogio
;
Ferrero, Andrea
-
2021
Persistent link: https://www.econbiz.de/10013191700
Saved in:
8
News shocks under financial frictions
Görtz, Christoph
;
Tsoukalas, John D.
;
Zanetti, Francesco
-
2020
Persistent link: https://www.econbiz.de/10012501472
Saved in:
9
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Raissi, Mehdi
; …
-
2020
Persistent link: https://www.econbiz.de/10013206041
Saved in:
10
Bayesian vector autoregressions
Miranda-Agrippino, Silvia
;
Ricco, Giovanni
-
2018
Persistent link: https://www.econbiz.de/10012172390
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