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Search: subject_exact:"Vector autoregression"
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Journal of economic dynamics & control
Discussion paper / Centre for Economic Policy Research
151
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116
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ECONIS (ZBW)
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1
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
2
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
3
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
4
The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates
Bianchi, Francesco
;
Bianchi, Giada
;
Song, Dongho
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-34
Persistent link: https://www.econbiz.de/10014478499
Saved in:
5
The financial market effects of unwinding the Federal Reserve's balance sheet
Smith, Andrew Lee
;
Valcarcel, Victor J.
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014478535
Saved in:
6
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478708
Saved in:
7
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
8
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
9
Measuring the trend real interest rate in a data-rich environment
Fu, Bowen
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014249732
Saved in:
10
Impacts of social distancing policy and vaccination during the COVID-19 pandemic in the Republic of Korea
Kim, Kijin
;
Kim, So-yŏng
;
Lee, Donghyun
;
Park, Cyn-Young
- In:
Journal of economic dynamics & control
150
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014287804
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