scientific article; zbMATH DE number 1122623

MaRDI QIDQ4379566zbMATH OpenFDO

Authors Gianni Amisano, Carlo Giannini

Publication date 2 March 1998

zbMATH Keywords

SVARVAR analysisSVAR analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Cited in

(22)

• A new posterior sampler for Bayesian structural vector autoregressive models
• From a var model to a structural model, with an application to the wage–price spiral
• Bayesian stochastic search for VAR model restrictions
• Structural vector autoregressions with Markov switching
• An introductory review of a structural VAR-X estimation and applications
• THE NEUTRALITY OF NOMINAL RATES: HOW LONG IS THE LONG RUN?
• Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
• Structural vector autoregressive analysis
• Pythagorean generalization of testing the equality of two symmetric positive definite matrices
• Structural vector autoregressive analysis for cointegrated variables
• Bayesian testing of restrictions on vector autoregressive models
• On the statistical identification of DSGE models
• Correction of Caporin and Paruolo (2015)
• Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks
• Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions
• The ontological status of shocks and trends in macroeconomics
• The impact of US uncertainty shocks on small open economies
• On explaining the surprising success of reservoir computing forecaster of chaos? The universal machine learning dynamical system with contrast to VAR and DMD
• Impact factors
• Model reduction methods for vector autoregressive processes.
• Modeling the impact of real and financial shocks on Mercosur: The role of the exchange rate regime
• scientific article; zbMATH DE number 1834002 (Why is no real title available?)

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