Search Results - subject:"structural identification"

Structural volatility impulse response analysis

Fengler, Matthias; Polivka, Jeannine - In: Journal of financial econometrics 23 (2025) 2, pp. 1-31

Persistent link: https://www.econbiz.de/10015339180

Structural identification of rice demand and market conduct in Sierra Leone : exploiting global supply shocks to inform tariff policy

Daboh, Foday - 2026

Persistent link: https://www.econbiz.de/10015650991

Estimating production functions using costs when outputs are restricted

Malikov, Emir; Zhao, Shunan; Kumbhakar, Subal; … - In: Econometric reviews 44 (2025) 4, pp. 433-461

Persistent link: https://www.econbiz.de/10015196618

Structural volatility impulse response analysis

Fengler, Matthias; Polivka, Jeannine - 2024

Persistent link: https://www.econbiz.de/10015130707

High-frequency and heteroskedasticity identification in multicountry models : revisiting spillovers of monetary shocks

Pfarrhofer, Michael; Stelzer, Anna - In: Macroeconomic dynamics 29 (2025), pp. 1-22

Persistent link: https://www.econbiz.de/10015624895

Exchange rate overshooting : unraveling the puzzles

Braig, Miriam; Rüth, Sebastian; Van der Veken, Wouter - 2024

We solve a canonical, estimated, medium-sized, open-economy New Keynesian model, cast it into a small-scale population vector autoregression, and assess whether best-practice structural identifications detect textbook "overshooting" after a monetary policy hike-i.e., an instant real appreciation...

Persistent link: https://www.econbiz.de/10015069881