Zobrazeno 1 - 10
of 72
pro vyhledávání: '"Daniel F. Waggoner"'
Publikováno v:
The Journal of Finance. 78:1147-1204
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c857de07665bc82ffc67e26791e9f9a5
https://doi.org/10.1111/jofi.13204
https://doi.org/10.1111/jofi.13204
Publikováno v:
Journal of Econometrics. 225:88-106
Motivated by the increasing use of external instruments to identify structural vector autoregressions (SVARs), we develop algorithms for exact finite sample inference in this class of time series models, commonly known as proxy-SVARs. Our algorithms
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::188fb22e35cc2cd5a504179df60cf42a
https://doi.org/10.1016/j.jeconom.2020.12.004
https://doi.org/10.1016/j.jeconom.2020.12.004
Autor:
Kirstin Hubrich, Daniel F. Waggoner
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::868f99038c472fcf99c7d767955da1af
https://doi.org/10.2139/ssrn.4278691
https://doi.org/10.2139/ssrn.4278691
We study the impacts of the 2009 monetary stimulus and its interaction with infrastructure spending on credit allocation. We develop a two-stage estimation approach and apply it to China's loan-level data that covers all sectors in the economy. We fi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e0919d46194656dc87d7efbf8566163f
https://doi.org/10.3386/w27763
https://doi.org/10.3386/w27763
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e0b1fca6057cab47a9b93753eca9558e
https://doi.org/10.2139/ssrn.3829893
https://doi.org/10.2139/ssrn.3829893
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::96c2e8e868bf399c546c9e98d29a2ed1
https://doi.org/10.2139/ssrn.3683647
https://doi.org/10.2139/ssrn.3683647
The Transmission of Financial Shocks and Leverage of Banks: An Endogenous Regime Switching Framework
Autor:
Kirstin Hubrich, Daniel F. Waggoner
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::485ed04701b7670db3ceb2b5ecd5948b
https://doi.org/10.2139/ssrn.3754617
https://doi.org/10.2139/ssrn.3754617
Publikováno v:
Econometrica. 86:685-720
In this paper, we develop algorithms to independently draw from a family of conjugate posterior distributions over the structural parameterization when sign and zero restrictions are used to identify structural vector autoregressions (SVARs). We call
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9515b3545abcff1b38a2e787fd3574c1
https://doi.org/10.3982/ecta14468
https://doi.org/10.3982/ecta14468
Publikováno v:
Journal of Economics and Business. 95:119-140
This paper examines the impact of the U.S. banking agencies’ recent guidance on incentive compensation on efforts to have banks build countercyclical capital buffers that can absorb losses during periods of economic weakness. The connection arises
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c6fe1811f566646c175ac9c31c4bb6f2
https://doi.org/10.1016/j.jeconbus.2017.03.001
https://doi.org/10.1016/j.jeconbus.2017.03.001
Publikováno v:
Quantitative Economics. 7:637-669
Markov‐switching dynamic stochastic general equilibrium (MSDSGE) modeling has become a growing body of literature on economic and policy issues related to structural shifts. This paper develops a general perturbation methodology for constructing hi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5ac03d9c8c727ede36c94ae4b07dc3cc
https://doi.org/10.3982/qe596
https://doi.org/10.3982/qe596