Similar Search Results - EconBiz

Measurement errors and monetary policy : then and now

Amir Ahmadi, Pooyan; Matthes, Christian; Wang, Mu-Chun - In: Journal of economic dynamics & control 79 (2017), pp. 66-78

Persistent link: https://www.econbiz.de/10011817602

Identification and inference with ranking restrictions

Amir Ahmadi, Pooyan; Drautzburg, Thorsten - In: Quantitative economics : QE ; journal of the … 12 (2021) 1, pp. 1-39

We propose to add ranking restrictions on impulse-responses to sign restrictions to narrow the identified set in vector autoregressions (VARs). Ranking restrictions come from micro data on heterogeneous industries in VARs, bounds on elasticities, or restrictions on dynamics. Using both a fully...

Persistent link: https://www.econbiz.de/10012432770

BVARTEC - Bayesian vector auto-regressions with time varying error-covariances

Uhlig, Harald - 1992 - Rev

Persistent link: https://www.econbiz.de/10000844109

What macroeconomists should know about unit roots as well : the Bayesian perspective

Uhlig, Harald - 1992 - Rev

Persistent link: https://www.econbiz.de/10000844117

Understanding unit rooters : a helicopter tour

Sims, Christopher A.; Uhlig, Harald - 1988

Persistent link: https://www.econbiz.de/10000761654

Reasonable extreme bounds analysis

Granger, C. W. J.; Uhlig, Harald - 1988

Persistent link: https://www.econbiz.de/10000763658

Bayesian vector autoregressions with stochastic volatility

Uhlig, Harald - 1996

Persistent link: https://www.econbiz.de/10000932649

Bayesian vector autoregressions with stochastic volatility

Uhlig, Harald - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 1, pp. 59-73

Persistent link: https://www.econbiz.de/10001217067

Understanding unit rooters : a helicopter tour

Sims, Christopher A. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 6, pp. 1591-1599

Persistent link: https://www.econbiz.de/10001115937

Reasonable extreme-bounds analysis

Granger, C. W. J. - In: Journal of econometrics 44 (1990) 1

Persistent link: https://www.econbiz.de/10001274638

A service of the