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Search: subject:"Threshold Vector Autoregression"
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VAR-Modell
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Estimation
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threshold vector autoregression
19
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14
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13
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12
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Threshold vector autoregression
11
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10
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Threshold Vector Autoregression
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Search and Matching Models
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State Dependence in Business Cycles
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developing countries
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impulse-response functions
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nonlinearity
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regime switching
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regime-switching
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the panel threshold vector autoregression model
5
Fiscal multiplier
4
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Ferraresi, Tommaso
7
Mandler, Martin
7
Roventini, Andrea
7
Pizzinelli, Carlo
6
Theodoridis, Konstantinos
6
Zanetti, Francesco
6
Ismayilov, Ilgar
5
Zeynalov, Ayaz
5
Fagiolo, Giorgio
4
Hlaváček, Michal
4
Semmler, Willi
4
Zeng, Zheng
4
Zheng, Jasmine
4
Aleem, Abdul
3
Anzuini, Alessio
3
Avdjiev, Stefan
3
Lahiani, Amine
3
Mendieta-Muñoz, Ivan
3
Born, Alexandra
2
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2
Flambard, Véronique
2
Fry-McKibbin, Renée
2
Huang, MeiChi
2
Kameda, Keigo
2
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2
Lambert, Claudia
2
Martín Fuentes, Natalia
2
Sündal, Doğuhan
2
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2
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1
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1
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1
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1
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1
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1
Dey, Madan M.
1
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1
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1
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1
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Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften
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2
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1
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1
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1
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ECONIS (ZBW)
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RePEc
17
EconStor
10
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41
Fiscal Policies and Credit Regimes: A TVAR Approach
Ferraresi, Tommaso
;
Roventini, Andrea
;
Fagiolo, Giorgio
-
Laboratory of Economics and Management (LEM), Scuola …
-
2013
. We estimate a
Threshold
Vector
Autoregression
(TVAR) model on U.S quarterly data for the period 1984-2010. We employ the …
Persistent link: https://www.econbiz.de/10010607493
Saved in:
42
Effects of US monetary policy shocks during financial crises : a
threshold
vector
autoregression
approach
Zheng, Jasmine
-
2013
Persistent link: https://www.econbiz.de/10010188950
Saved in:
43
U.S. wage growth and nonlinearities : the roles of inflation and unemployment
Donayre, Luiggi
;
Panovska, Irina
- In:
Economic modelling
68
(
2018
),
pp. 273-292
Persistent link: https://www.econbiz.de/10011935077
Saved in:
44
Effects of the US monetary policy shocks during financial crises : a
threshold
vector
autoregression
approach
Fry-McKibbin, Renée
;
Zheng, Jasmine
- In:
Applied economics
48
(
2016
)
58/60
,
pp. 5802-5823
Persistent link: https://www.econbiz.de/10011773067
Saved in:
45
Macroeconomic dynamics and inflation regimes in the US: Results from threshold vector autoregressions
Mandler, Martin
-
2010
This paper studies regime dependence in macroeconomic dynamics in the U.S. using a threshold vector autoregressive model in which endogenous regime switches are triggered by the inflation rate. The model separates a high from a low inflation regime with both regimes being strongly persistent....
Persistent link: https://www.econbiz.de/10010286376
Saved in:
46
Regime-dependent effects of monetary policy shocks: Evidence from threshold vector autoregressions
Mandler, Martin
-
2010
This paper studies regime dependence in the effects of monetary policy shocks for the U.S. using a threshold vector autoregressive model. In a high inflation regime the standard results from the literature obtain. In a low inflation regime output shows no significant response to monetary policy...
Persistent link: https://www.econbiz.de/10010286403
Saved in:
47
Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions
Mandler, Martin
-
Volkswirtschaft Abteilung, Fachbereich …
-
2010
This paper studies regime dependence in macroeconomic dynamics in the U.S. using a threshold vector autoregressive model in which endogenous regime switches are triggered by the inflation rate. The model separates a high from a low inflation regime with both regimes being strongly persistent....
Persistent link: https://www.econbiz.de/10008552457
Saved in:
48
Regime-dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions
Mandler, Martin
-
Volkswirtschaft Abteilung, Fachbereich …
-
2010
This paper studies regime dependence in the effects of monetary policy shocks for the U.S. using a threshold vector autoregressive model. In a high inflation regime the standard results from the literature obtain. In a low inflation regime output shows no significant response to monetary policy...
Persistent link: https://www.econbiz.de/10008552464
Saved in:
49
Regime-dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions
Mandler, Martin
-
Volkswirtschaftliche Fakultät, …
-
2010
This paper studies regime dependence in the effects of monetary policy shocks for the U.S. using a threshold vector autoregressive model. In a high inflation regime the standard results from the literature obtain. In a low inflation regime output shows no significant response to monetary policy...
Persistent link: https://www.econbiz.de/10008562623
Saved in:
50
Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions
Mandler, Martin
-
Volkswirtschaftliche Fakultät, …
-
2010
This paper studies regime dependence in macroeconomic dynamics in the U.S. using a threshold vector autoregressive model in which endogenous regime switches are triggered by the inflation rate. The model separates a high from a low inflation regime with both regimes being strongly persistent....
Persistent link: https://www.econbiz.de/10008633346
Saved in:
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