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pro vyhledávání: '"Camehl, Annika"'
Autor:
Camehl, Annika, Woźniak, Tomasz
We propose a new Bayesian heteroskedastic Markov-switching structural vector autoregression with data-driven time-varying identification. The model selects alternative exclusion restrictions over time and, as a condition for the search, allows to ver
Externí odkaz:
http://arxiv.org/abs/2311.05883
Autor:
Camehl, Annika
Publikováno v:
In International Journal of Forecasting July-September 2023 39(3):1185-1204
Akademický článek
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Autor:
Camehl, Annika, von Schweinitz, Gregor
We provide new insights into determinants of international interest rates spillovers across seven advanced economies. To disentangle and quantify their respective importance, we identify country-specific structural monetary policy, demand, and supply
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::80aec878c53a82c597fb36963c107b59
https://hdl.handle.net/10419/269859
https://hdl.handle.net/10419/269859
Autor:
Camehl, Annika, Rieth, Malte
We study the dynamic impact of Covid-19, economic mobility, and containment policy shocks. We use Bayesian panel structural vector autoregressions with daily data for 44 countries, identified through sign and zero restrictions. Incidence and mobility
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::02dbcb73742d8c6e65f96164106bd781
https://hdl.handle.net/10419/235762
https://hdl.handle.net/10419/235762