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Tractable Bayesian estimation of smooth transition vector autoregressive models
Bruns, Martin; Piffer, Michele - 2024
Persistent link: https://www.econbiz.de/10015357782
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Proxy vector autoregressions in a data-rich environment
Bruns, Martin - In: Journal of economic dynamics & control 123 (2021), pp. 1-36
Persistent link: https://www.econbiz.de/10012666239
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Identifying uncertainty shocks using the price of gold
Piffer, Michele; Podstawski, Maximilian - In: The economic journal : the journal of the Royal … 128 (2018) 616, pp. 3266-3284
Persistent link: https://www.econbiz.de/10012034355
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Unconventional monetary policy, fiscal side effects, and euro area (im)balances
Hachula, Michael; Piffer, Michele; Rieth, Malte - In: Journal of the European Economic Association : JEEA 18 (2020) 1, pp. 202-231
Persistent link: https://www.econbiz.de/10012184019
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Leading indicators of fiscal distress : evidence from extreme bounds analysis
Bruns, Martin; Poghosyan, Tigran - In: Applied economics 50 (2018) 13, pp. 1454-1478
Persistent link: https://www.econbiz.de/10011848765
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Comparison of local projection estimators for proxy vector autoregressions
Bruns, Martin; Lütkepohl, Helmut - In: Journal of economic dynamics & control 134 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013384782
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Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin; Lütkepohl, Helmut - In: Economics letters 233 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
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Heteroskedastic proxy vector autoregressions : an identification-robust test for time-varying impulse responses in the presence of multiple proxies
Bruns, Martin; Lütkepohl, Helmut - In: Journal of economic dynamics & control 161 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015050043