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~isPartOf:"Discussion papers / CEPR"
~source:"econis"
~subject:"Schock"
~subject:"impulse response function"
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impulse response function
Geldpolitik
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Monetary policy
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Shock
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impulse response
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Joint inference
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VAR model
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VAR-Modell
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posterior
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Estimation
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Game theory
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Generalized Hazard Function
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Impulse Response Function
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Impulse response functions
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Induktive Statistik
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Loss function
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Mean Field Game
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Monetary Economics
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Monetary shocks
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Preismanagement
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Preisrigidität
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Price stickiness
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Prior
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Schätzung
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Spieltheorie
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Statistical method
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Statistische Methode
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Statistische Verteilung
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Sufficient statistic
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Theorie
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Theory
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absolute loss
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density impulse response
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Kilian, Lutz
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Alvarez, Fernando
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Ferrara, Andrea
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Inoue, Atsushi
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Discussion papers / CEPR
Energy economics
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International journal of sustainable economy
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical investigation of a sufficient statistic for monetary shocks
Alvarez, Fernando
;
Ferrara, Andrea
;
Gautier, Erwan
;
Le …
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2021
Persistent link: https://www.econbiz.de/10012666878
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2
Comment on giacomini, kitagawa and read's "narrative restrictions and proxies"
Kilian, Lutz
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2021
Persistent link: https://www.econbiz.de/10013188256
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3
The role of the prior in estimating var models with sign restrictions
Inoue, Atsushi
;
Kilian, Lutz
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2020
Persistent link: https://www.econbiz.de/10012417697
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