Pages that link to "Item:Q3563640"
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The following pages link to Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (Q3563640):
Displayed 42 items.
- Large Bayesian VARMAs (Q281043) (← links)
- Striated Metropolis-Hastings sampler for high-dimensional models (Q281050) (← links)
- Statistical inference for independent component analysis: application to structural VAR models (Q341899) (← links)
- Minimal state variable solutions to Markov-switching rational expectations models (Q428000) (← links)
- The case for Divisia monetary statistics: a Bayesian time-varying approach (Q1624127) (← links)
- The evolution of U.S. monetary policy: 2000--2007 (Q1656440) (← links)
- What can we learn about news shocks from the late 1990s and early 2000s boom-bust period? (Q1657183) (← links)
- The time varying effect of oil price shocks on Euro-area exports (Q1657482) (← links)
- A topological view on the identification of structural vector autoregressions (Q1668288) (← links)
- Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191) (← links)
- Deciphering the causes for the post-1990 slow output recoveries (Q1730147) (← links)
- Priors about observables in vector autoregressions (Q1740294) (← links)
- (Machine) learning parameter regions (Q2024444) (← links)
- Joint Bayesian inference about impulse responses in VAR models (Q2106375) (← links)
- Robust Bayesian inference in proxy SVARs (Q2116362) (← links)
- Market shocks in the G7 countries (Q2121138) (← links)
- How do fiscal adjustments work? An empirical investigation (Q2136951) (← links)
- Proxy SVAR identification of monetary policy shocks -- Monte Carlo evidence and insights for the US (Q2152349) (← links)
- Uncertainty shocks and the great recession: nonlinearities matter (Q2226936) (← links)
- The Jacobian of the exponential function (Q2246606) (← links)
- The horseshoe prior for time-varying parameter VARs and monetary policy (Q2246638) (← links)
- Effects of US quantitative easing on emerging market economies (Q2246683) (← links)
- Proxy vector autoregressions in a data-rich environment (Q2246689) (← links)
- The heterogeneous impact of monetary policy on the US labor market (Q2246730) (← links)
- Dynamics of part-time employment to an aggregate shock: a sign-restriction approach (Q2324719) (← links)
- How does government spending news affect interest rates? Evidence from the United States (Q2338535) (← links)
- Inference on impulse response functions in structural VAR models (Q2448406) (← links)
- Identification theory for high dimensional static and dynamic factor models (Q2512530) (← links)
- Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification (Q2691650) (← links)
- Combining sign and parametric restrictions in SVARs by utilising givens rotations (Q2697091) (← links)
- Multivariate Markov-switching score-driven models: an application to the global crude oil market (Q2700546) (← links)
- Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions (Q4586180) (← links)
- Inference for VARs identified with sign restrictions (Q4625062) (← links)
- Analyzing multiple vector autoregressions through matrix-variate normal distribution with two covariance matrices (Q5077392) (← links)
- USING VARMA TECHNIQUE TO MEASURE THE PERFORMANCE QUALITY OF E-SERVICE-FIFA2014 (Q5204680) (← links)
- The Time-Varying Beveridge Curve (Q5258075) (← links)
- A solution to the global identification problem in DSGE models (Q6054393) (← links)
- Asymmetric conjugate priors for large Bayesian VARs (Q6088779) (← links)
- Inflation and real GDP growth in the U.S. -- demand or supply driven? (Q6093804) (← links)
- Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles (Q6111414) (← links)
- A new posterior sampler for Bayesian structural vector autoregressive models (Q6185469) (← links)
- Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics (Q6190694) (← links)