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  • Search: subject:"Factor Augmented Vector Autoregression"
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Year of publication
Subject
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VAR-Modell 20 VAR model 19 Schock 11 Shock 11 Estimation 10 Schätzung 10 Geldpolitik 8 Monetary policy 8 Impact assessment 7 Wirkungsanalyse 7 factor-augmented vector autoregression 7 Factor-augmented vector autoregression 6 Exchange rate 5 Konjunktur 5 Monetary transmission 5 Theorie 5 Theory 5 Wechselkurs 5 Business cycle 4 Geldpolitische Transmission 4 Disaggregated Prices 3 Factor-Augmented Vector Autoregression Model (FAVAR) 3 Imperfect Competition 3 Monetary Policy 3 Risiko 3 Risk 3 Sticky Prices 3 Time series analysis 3 USA 3 United States 3 Zeitreihenanalyse 3 factor-augmented vector autoregression model 3 monetary policy 3 Aggregate technology shock 2 Asymmetry 2 Beschäftigungseffekt 2 Branchenentwicklung 2 Business cycle synchronization 2 EM algorithm 2 Emerging economies 2
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Online availability
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Undetermined 13 Free 12
Type of publication
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Article 19 Book / Working Paper 12
Type of publication (narrower categories)
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Article in journal 14 Aufsatz in Zeitschrift 14 Working Paper 5 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article 1 Aufsatz im Buch 1 Book section 1
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Language
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English 24 Undetermined 7
Author
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An, Lian 3 Boivin, Jean 3 Giannoni, Marc P. 3 Mihov, Ilian 3 Ren, Xiaomei 3 Bork, Lasse 2 Hubbs, Todd 2 Jin, Xiaoze 2 Karagedikli, Özer 2 Lingauer, Michael 2 Min, Aleksey 2 Park, Kangwoo 2 Ramsauer, Franz 2 Ryan, Michael 2 Steenkamp, Daan 2 Vehbi, Tugrul 2 Altavilla, Carlo 1 Barsoum, Fady 1 Caroleo, Floro Ernesto 1 Consolo, Agostino 1 De, Kuhelika 1 Favero, Carlo A. 1 Fazilet, Fatih 1 Gülenay Chadwick, Meltem 1 Hara, Naoko 1 Jang, Woon Wook 1 Jimborean, R. 1 Kido, Yosuke 1 Klieber, Karin 1 Kuethe, Todd 1 Kuethe, Todd H. 1 Li, Huimin 1 Lunsford, Kurt G. 1 Morehart, Mitch 1 Morehart, Mitchell J. 1 Mosquera, Stephanía 1 Mésonnier, J-S. 1 Paccagnini, Alessia 1 Restrepo, Natalia 1 Sun, Wei 1
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Institution
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Center for Financial Studies 2 Banque de France 1 C.E.P.R. Discussion Papers 1 Ehrvervøkonomisk Institut, Institut for Økonomi 1 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1 School of Economics and Management, University of Aarhus 1
Published in...
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CFS Working Paper Series 2 Economic modelling 2 Applied economics letters 1 CAMA working paper series 1 CEPR Discussion Papers 1 CFS Working Paper 1 CREATES Research Papers 1 Discussion paper series / Reserve Bank of New Zealand 1 Econometrics 1 Econometrics : open access journal 1 Empirical Economics 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Energy Economics 1 Energy economics 1 Federal Reserve Bank of Cleveland working paper series 1 Finance Research Group Working Papers 1 Frontiers of economics in China : selected publications from Chinese universities 1 Global linkages and economic rebalancing in East Asia 1 Journal of Macroeconomics 1 Journal of applied econometrics 1 Journal of economic dynamics & control 1 Journal of macroeconomics 1 Lecturas de economía 1 Regional studies 1 The North American journal of economics and finance : a journal of financial economics studies 1 The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore 1 Working Paper Series of the Department of Economics, University of Konstanz 1 Working paper 1 Working papers / Banque de France 1
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Source
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ECONIS (ZBW) 19 RePEc 10 EconStor 2
Showing 31 - 31 of 31
Cover Image
On the Statistical Identification of DSGE Models
Consolo, Agostino; Favero, Carlo A.; Paccagnini, Alessia - C.E.P.R. Discussion Papers - 2009
Dynamic Stochastic General Equilibrium (DSGE) models are now considered attractive by the profession not only from the theoretical perspective but also from an empirical standpoint. As a consequence of this development, methods for diagnosing the fit of these models are being proposed and...
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