Search for

Results of search for VAR model

Records found: 19

DP15529	Common Component Structural VARs Author(s): Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala Published: December 2020
DP15005	Asymmetric Effects of Monetary Policy Easing and Tightening Author(s): Davide Debortoli, Mario Forni, Luca Gambetti and Luca Sala Published: July 2020
DP11405	Challenges for Central Banks' Macro Models Author(s): Jesper Lindé, Frank Smets and Rafael Wouters Published: July 2016
DP10022	Estimating overidentified, non-recursive, time varying coefficients structural VARs Author(s): Fabio Canova and Fernando J. Pérez Forero Published: June 2014
DP9436	Time Variation in Macro-Financial Linkages Author(s): Sandra Eickmeier, Massimiliano Marcellino and Esteban Prieto Published: April 2013
DP9049	How Useful are DSGE Macroeconomic Models for Forecasting? Author(s): Michael R. Wickens Published: July 2012
DP8517	Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy Author(s): Carlo A. Favero, Francesco Giavazzi and Jacopo Perego Published: August 2011
DP8209	Testing for Sufficient Information in Structural VARs Author(s): Mario Forni and Luca Gambetti Published: January 2011
DP7769	Reconciling VAR-based and Narrative Measures of the Tax-Multiplier Author(s): Carlo A. Favero and Francesco Giavazzi Published: March 2010
DP7742	Measuring Output Gap Uncertainty Author(s): Anthony Garratt, James Mitchell and Shaun Vahey Published: March 2010
DP7439	How Large Are the Effects of Tax Changes? Author(s): Carlo A. Favero and Francesco Giavazzi Published: August 2009
DP6957	Optimal Monetary Policy using a VAR Author(s): Vito Polito and Michael R. Wickens Published: September 2008
DP6838	Testing a DSGE Model of the EU Using Indirect Inference Author(s): David Meenagh, Patrick Minford and Michael R. Wickens Published: June 2008
DP6791	How much structure in empirical models? Author(s): Fabio Canova Published: April 2008
DP6092	Debt and the Effects of Fiscal Policy Author(s): Carlo A. Favero and Francesco Giavazzi Published: February 2007
DP6027	Evaluating An Estimated New Keynesian Small Open Economy Model Author(s): Malin Adolfson, Stefan Laséen, Jesper Lindé and Mattias Villani Published: January 2007
DP3283	G-7 Inflation Forecasts Author(s): Fabio Canova Published: March 2002
DP2079	Measuring Monetary Policy in Open Economies Author(s): Fabio-Cesare Bagliano, Carlo A. Favero and Francesco Franco Published: February 1999
DP1743	Measuring Monetary Policy with VAR Models: An Evaluation Author(s): Fabio-Cesare Bagliano and Carlo A. Favero Published: November 1997

Records Found 19