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Evolving wage cyclicality in Latin America
Gambetti, Luca; Messina, Julián - 2016
This paper examines the evolution of the cyclicality of real wages and employment in four Latin American economies (Brazil, Chile, Colombia and Mexico) during the period 1980-2010. Wages are highly pro-cyclical during the 1980s and early 1990s, a period characterized by high inflation. As...
Persistent link: https://www.econbiz.de/10011519079
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Large vector autoregressions with asymmetric priors
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2015 - This draft: November 2015
We propose a new algorithm which allows easy estimation of Vector Autoregressions (VARs) featuring asymmetric priors …
Persistent link: https://www.econbiz.de/10011389735
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Time-varying local projections
Ruisi, Germano - 2019
In recent years local projections have become a more and more popular methodology for the estimation of impulse …
Persistent link: https://www.econbiz.de/10012040644
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Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah; Koop, Gary; Poon, Aubrey - 2019
Persistent link: https://www.econbiz.de/10012115020
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Dynamic factor models
Doz, Catherine; Fuleky, Peter - 2019
Persistent link: https://www.econbiz.de/10012234624
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Regression modelling under general heterogeneity
Giraitis, Liudas; Kapetaniosi, George; Li, Yufei - 2024
of asymptotic theory and the estimation of standard errors. The proposed robust confidence interval estimators permit a …
Persistent link: https://www.econbiz.de/10015095127
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Are money demand equations still alive and kicking? : historical evidence of cointegration for the UK, using nonlinear techniques
Escribano, Álvaro; Rodríguez, Juan-Andrés; Arranz, … - 2025
Persistent link: https://www.econbiz.de/10015395823
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Improved gradient scaling for score-driven filters with an application to stock market volatility
Blazsek, Szabolcs; Escribano, Álvaro; Ayala, Astrid - 2025
Persistent link: https://www.econbiz.de/10015396160
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Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han; Fei, Yijie; Yu, Jun - 2023
Persistent link: https://www.econbiz.de/10014329798
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Longevity studies based on kernel hazard estimation
Felipe, Angie; Guillén, Montserrat; Nielsen, Jens Perch - 2000
Persistent link: https://www.econbiz.de/10001493540