Narrow search
Showing 1 - 6 of 6
Cover Image
On the identification of fractionally cointegrated VAR models with the F(d) condition
Carlini, Federico; Santucci de Magistris, Paolo - 2013
Persistent link: https://www.econbiz.de/10010226857
Cover Image
On the identification of fractionally cointegrated VAR models with the F(d) condition
Santucci de Magistris, Paolo; Carlini, Federico - 2014
Persistent link: https://www.econbiz.de/10010433250
Cover Image
On the identification of fractionally cointegrated VAR models with the F(d) condition
Carlini, Federico; Santucci de Magistris, Paolo - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 134-146
Persistent link: https://www.econbiz.de/10012176555
Cover Image
Bayesian flexible local projections
Brugnolini, Luca; Catania, Leopoldo; Hansen, Pernille; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 435-462
Persistent link: https://www.econbiz.de/10014632013
Cover Image
Structural analysis with mixed-frequency data : a model of US capital flows
Bacchiocchi, Emanuele; Bastianin, Andrea; Missale, … - In: Economic modelling 89 (2020), pp. 427-443
Persistent link: https://www.econbiz.de/10012426146
Cover Image
Structural analysis with mixed frequencies : monetary policy, uncertainty and gross capital flows
Bacchiocchi, Emanuele; Bastianin, Andrea; Missale, … - 2016
In this paper we study how monetary policy, economic uncertainty and economic policy uncertainty impact on the dynamics of gross capital inflows in the US. Particular attention is paid to the mixed frequency-nature of the economic time series involved in the analysis. A MIDAS-SVAR model is...
Persistent link: https://www.econbiz.de/10012054521