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person:"Pesaran, M. Hashem"
subject:"World"
~isPartOf:"CAMA working paper series"
~person:"Chudik, Alexander"
~person:"Flavin, Thomas J."
~subject:"Estimation theory"
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World
Estimation theory
Estimation
3
Schätzung
3
Welt
3
Globalisierung
2
Globalization
2
Schock
2
Shock
2
VAR model
2
VAR-Modell
2
2006-2007
1
Asset-Backed Securities
1
Asset-backed securities
1
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1
Bruttoinlandsprodukt
1
Coronavirus
1
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1
Economic growth
1
Factor-augmented VARs
1
Financial crisis
1
Finanzkrise
1
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1
Fiscal policy
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Global VARs
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Gross domestic product
1
Impact assessment
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Market liquidity
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Marktliquidität
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National income
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Nationaleinkommen
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State space model
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Subprime financial crisis
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Subprime-Krise
1
Systemic risk
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Systemrisiko
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Threshold-augmented Global VAR (TGVAR)
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Pesaran, M. Hashem
Chudik, Alexander
Flavin, Thomas J.
Mohaddes, Kamiar
3
Caggiano, Giovanni
2
Castelnuovo, Efrem
2
Vespignani, Joaquin
2
Yilmazkuday, Hakan
2
Ahadzie, Richard Mawulawoea
1
Ahmed, Ehsan
1
Angelini, Giovanni
1
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1
Arora, Vipin
1
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1
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1
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1
Chan, Joshua
1
Chang, Yoosoon
1
Choi, Yongok
1
Couharde, Cécile
1
Crucini, Mario J.
1
Damette, Olivier
1
Daugaard, Daniel
1
Doucet, Arnaud
1
Dungey, Mardi H.
1
Dwyer, Gerald P. <jun.>
1
Fanelli, Luca
1
Ferrara, Laurent
1
Fry-McKibbin, Renée
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Generoso, Rémi
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Ha, Jongrim
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1
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1
Karadimitropoulou, Aikaterini
1
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1
Kim, Chang Sik
1
Kose, M. Ayhan
1
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CAMA working paper series
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9
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, Vol. , pp. -
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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ECONIS (ZBW)
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A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2020
Persistent link: https://www.econbiz.de/10012533916
Saved in:
2
Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander
;
Pesaran, M. Hashem
;
Mohaddes, Kamiar
-
2019
Persistent link: https://www.econbiz.de/10012223662
Saved in:
3
Systematic and liquidity risk in subprime-mortgage backed securities
Dungey, Mardi H.
;
Dwyer, Gerald P. <jun.>
;
Flavin, Thomas J.
-
2011
Persistent link: https://www.econbiz.de/10009405731
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