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  • Search: subject:"Structural Bayesian VAR"
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Year of publication
Subject
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VAR model 6 VAR-Modell 6 Bayes-Statistik 3 Bayesian inference 3 Schock 3 Shock 3 Structural Bayesian VAR 3 structural Bayesian VAR 3 Dornbusch model 2 Emerging European countries 2 Exchange rate 2 Exchange rate forecasting 2 External shocks 2 Financial crises 2 Kaufkraftparität 2 Purchasing power parity 2 Structural Bayesian VAR model 2 Wechselkurs 2 climate change 2 panel data 2 public debt 2 A small open commodity-exporting economy 1 Business cycle 1 CVAR 1 Capital imports 1 Capital inflows 1 Climate change 1 Cointegration 1 Currency crisis 1 Debt-weighted exchange rate 1 EU countries 1 EU-Staaten 1 Eastern Europe 1 Economic policy 1 Emerging economies 1 Equilibrium real interest rate 1 Estimation 1 Financial channel 1 Financial crisis 1 Finanzkrise 1
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Online availability
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Undetermined 5 Free 3
Type of publication
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Article 6 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Conference paper 1 Konferenzbeitrag 1
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Language
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English 7 Undetermined 2
Author
All
Allegret, Jean-Pierre 2 Gimet, Céline 2 Josifidis, Kosta 2 Kocięcki, Andrzej 2 Rubaszek, Michał 2 Sterken, Elmer 2 Batjargal, Anand 1 Beker Pucar, Emilija 1 Ca' Zorzi, Michele 1 Ca'Zorzi, Michele 1 Cuestas, Juan Carlos 1 Doojav, Gan-Ochir 1 Garabedian, Garo 1 Jacobs, Jan 1 Jacobs, Jan P.A.M. 1 Pintus, Francesco J. 1 Pintus, Francesco Jacopo 1 Pucar, Emilija Beker 1 Purevdorj, Munkhbayar 1
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Published in...
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Economic Modelling 2 Economic modelling 2 CESifo Working Paper 1 CESifo working papers 1 International economics : the quarterly journal in international economics founded in 1980 by the CEPII 1 Journal of housing economics 1 Research technical papers 1
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Source
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ECONIS (ZBW) 6 RePEc 2 EconStor 1
Showing 1 - 9 of 9
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Star-struck; monetary policy and the neutral rate
Garabedian, Garo - 2025
Persistent link: https://www.econbiz.de/10015410010
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Fiscal Impacts of Climate Anomalies
Pintus, Francesco Jacopo; Jacobs, Jan P.A.M.; Sterken, Elmer - 2024
The negative effects of climate change on output and productivity have been well documented in recent years. However, its impact on public finances has received little attention. This paper attempts to fill this gap by analysing the impact of climate anomalies on fiscal variables in a...
Persistent link: https://www.econbiz.de/10015211282
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Fiscal impacts of climate anomalies
Pintus, Francesco J.; Jacobs, Jan; Sterken, Elmer - 2024
The negative effects of climate change on output and productivity have been well documented in recent years. However, its impact on public finances has received little attention. This paper attempts to fill this gap by analysing the impact of climate anomalies on fiscal variables in a...
Persistent link: https://www.econbiz.de/10015158089
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The macroeconomic effects of exchange rate movements in a commodity-exporting developing economy
Doojav, Gan-Ochir; Purevdorj, Munkhbayar; Batjargal, Anand - In: International economics : the quarterly journal in … 177 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014534632
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House prices and capital inflows in Spain during the boom : evidence from a cointegrated VAR and a structural Bayesian VAR
Cuestas, Juan Carlos - In: Journal of housing economics 37 (2017), pp. 22-28
Persistent link: https://www.econbiz.de/10011890998
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Bayesian forecasting of real exchange rates with a Dornbusch prior
Ca' Zorzi, Michele; Kocięcki, Andrzej; Rubaszek, Michał - In: Economic Modelling 46 (2015) C, pp. 53-60
to estimate structural Bayesian VAR models. Second, we provide evidence that a VAR with a Dornbusch prior can generate …
Persistent link: https://www.econbiz.de/10011208959
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Bayesian forecasting of real exchange rates with a Dornbusch prior
Ca'Zorzi, Michele; Kocięcki, Andrzej; Rubaszek, Michał - In: Economic modelling 46 (2015), pp. 53-60
Persistent link: https://www.econbiz.de/10011436233
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Macroeconomic policy responses to financial crises in emerging European economies
Josifidis, Kosta; Allegret, Jean-Pierre; Gimet, Céline; … - In: Economic Modelling 36 (2014) C, pp. 577-591
This paper contributes to the literature on monetary policy responses in emerging economies to international financial crises. Such an issue is especially relevant for these countries insofar as they tend to be more unstable than developed countries. In addition, they suffer from larger...
Persistent link: https://www.econbiz.de/10010729850
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Macroeconomic policy responses to financial crises in emerging European economies
Josifidis, Kosta; Allegret, Jean-Pierre; Gimet, Céline; … - In: Economic modelling 36 (2014), pp. 577-591
Persistent link: https://www.econbiz.de/10010416350
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