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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Geldpolitik"
~subject:"VAR model"
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Geldpolitik
VAR model
Bayes-Statistik
51
Bayesian inference
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24
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18
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1983-2003
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Marcellino, Massimiliano
5
Canova, Fabio
4
Carriero, Andrea
4
Kapetanios, George
4
Baumeister, Christiane
2
Ciccarelli, Matteo
2
Giannone, Domenico
2
Hamilton, James D.
2
Schorfheide, Frank
2
Aastveit, Knut Are
1
An, Sungbae
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Antolin-Diaz, Juan
1
Bluwstein, Kristina
1
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1
Chang, Yongsung
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Clark, Todd E.
1
Doh, Taeyoung
1
Drautzburg, Thorsten
1
Fernández-Villaverde, Jesús
1
Giacomini, Raffaella
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Guerrón-Quintana, Pablo A.
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Kitagawa, Toru
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Lenza, Michele
1
Miranda-Agrippino, Silvia
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Mol, Christine de
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Primiceri, Giorgio E.
1
Reichlin, Lucrezia
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Rey, Hélène
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Discussion paper / Centre for Economic Policy Research
Working paper
46
Working paper series / European Central Bank
39
CAMA working paper series
33
International journal of forecasting
31
Economic modelling
30
Journal of econometrics
29
Discussion papers / CEPR
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of macroeconomics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Priors for the long run
Giannone, Domenico
;
Lenza, Michele
;
Primiceri, Giorgio E.
-
2016
Persistent link: https://www.econbiz.de/10011502293
Saved in:
2
Structural analysis with multivariate autoregressive index models
Carreiro, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2015
Persistent link: https://www.econbiz.de/10011391928
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3
Inference about non-identified SVARs
Giacomini, Raffaella
;
Kitagawa, Toru
-
2014
Persistent link: https://www.econbiz.de/10010465647
Saved in:
4
Structural interpretation of vector autoregressions with imcomplete identification : revisiting the role of oil supply and demand shocks
Baumeister, Christiane
;
Hamilton, James D.
-
2017
Persistent link: https://www.econbiz.de/10011821229
Saved in:
5
Structural scenario analysis with SVARs
Antolin-Diaz, Juan
;
Petrella, Ivan
;
Rubio-Remírez, …
-
2018
Persistent link: https://www.econbiz.de/10011860276
Saved in:
6
Inference in structural vector autoregressions when the identifying assumptions are not fully believed : re-evaluating the role of monetary policy in economic fluctuations
Baumeister, Christiane
;
Hamilton, James D.
-
2018
Persistent link: https://www.econbiz.de/10011916341
Saved in:
7
Beggar-thy-neighbor? : the international effects of ECB unconventional monetary policy measures
Bluwstein, Kristina
;
Canova, Fabio
-
2015
Persistent link: https://www.econbiz.de/10011399412
Saved in:
8
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2008
Persistent link: https://www.econbiz.de/10003774002
Saved in:
9
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2009
Persistent link: https://www.econbiz.de/10003887159
Saved in:
10
Forecasting government bond yields with large Bayesian VARs
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2010
Persistent link: https://www.econbiz.de/10003976662
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