Zobrazeno 1 - 10
of 4 568
pro vyhledávání: '"structural vector autoregressions"'
Fast and Efficient Bayesian Analysis of Structural Vector Autoregressions Using the R Package bsvars
Autor:
Woźniak, Tomasz
The R package bsvars provides a wide range of tools for empirical macroeconomic and financial analyses using Bayesian Structural Vector Autoregressions. It uses frontier econometric techniques and C++ code to ensure fast and efficient estimation of t
Externí odkaz:
http://arxiv.org/abs/2410.15090
Autor:
Keweloh, Sascha A.
Generalized method of moments estimators based on higher-order moment conditions derived from independent shocks can be used to identify and estimate the simultaneous interaction in structural vector autoregressions. This study highlights two problem
Externí odkaz:
http://arxiv.org/abs/2310.08173
Akademický článek
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Autor:
Keweloh, Sascha A.
This study proposes a combination of a statistical identification approach with potentially invalid short-run zero restrictions. The estimator shrinks towards imposed restrictions and stops shrinkage when the data provide evidence against a restricti
Externí odkaz:
http://arxiv.org/abs/2303.13281
Autor:
Fiorentini, Gabriele, Sentana, Enrique
Publikováno v:
In Journal of Econometrics August 2023 235(2):643-665
Autor:
Read, Matthew1 (AUTHOR) readm@rba.gov.au
Publikováno v:
Economic Record. Sep2023, Vol. 99 Issue 326, p329-358. 30p. 4 Charts, 11 Graphs.
Autor:
Bacchiocchi, Emanuele, Kitagawa, Toru
In a landmark contribution to the structural vector autoregression (SVARs) literature, Rubio-Ramirez, Waggoner, and Zha (2010, `Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference,' Review of Economic Studies) sho
Externí odkaz:
http://arxiv.org/abs/2102.04048
Publikováno v:
In Journal of Econometrics November 2021 225(1):74-87
Publikováno v:
Econometrica, 2018 Mar 01. 86(2), 685-720.
Externí odkaz:
https://www.jstor.org/stable/44955981