The VAR/SVAR (Vector Autoregressive and Structural Vector Autoregressive) models are the cornerstone of the … General Equilibrium) models – the main theoretical tool for modern macroeconomics. Nevertheless, VAR models may be subject to …

We analyze Granger causality testing in a mixed-frequency VAR, where the difference in sampling frequencies of the … improve the finite sample properties of these tests. We also consider a Bayesian VAR that we carefully extend to the presence …. (2015a) as well as to the unrestricted VAR using Monte Carlo simulations. The techniques are illustrated in an empirical …

Diebold and Yılmaz (2014), which is based on the forecast error variance decomposition of a VAR model. However, their …

policy communication for asset prices, much of the subsequent VAR literature attributes all effects of monetary policy on …

In dem letzten Jahrzehnt wurde die Berücksichtigung von Steuern bei der Bewertung von Unternehmen in Theorie und Praxis …