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~isPartOf:"Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Mumtaz, Haroon
2
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1
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Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
NBER working paper series
94
Working paper / National Bureau of Economic Research, Inc.
92
NBER Working Paper
85
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ECONIS (ZBW)
17
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1
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
2
Estimation of impulse response functions when shocks are observed at a higher frequency than outcome variables
Chudik, Alexander
;
Georgiadis, Georgios
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 965-979
Persistent link: https://www.econbiz.de/10013539400
Saved in:
3
The evolving impact of global, region-specific, and country-specific uncertainty
Mumtaz, Haroon
;
Musso, Alberto
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 466-481
Persistent link: https://www.econbiz.de/10012499092
Saved in:
4
Dynamic effects of credit shocks in a data-rich environment
Boivin, Jean
;
Giannoni, Marc Paolo
;
Stevanović, Dalibor
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 272-284
Persistent link: https://www.econbiz.de/10012262465
Saved in:
5
A new approach to identifying the real effects of uncertainty shocks
Shin, Minchul
;
Zhong, Molin
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 367-379
Persistent link: https://www.econbiz.de/10012262481
Saved in:
6
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto
;
Sartore, Domenico
;
Tronzano, Marco
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
Saved in:
7
The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
Saved in:
8
Estimation and inference of FAVAR models
Bai, Jushan
;
Li, Kunpeng
;
Lu, Lina
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 620-641
Persistent link: https://www.econbiz.de/10011692442
Saved in:
9
Interest rates and money in the measurement of monetary policy
Belongia, Michael T.
;
Ireland, Peter N.
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 255-269
Persistent link: https://www.econbiz.de/10011390033
Saved in:
10
Structural dynamic factors analysis using prior information from macroeconomic theory
Bäurle, Gregor
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 136-150
Persistent link: https://www.econbiz.de/10009754017
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