Discussion paper DP15411 Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions Gabriele Fiorentini Enrique Sentana 29 Oct 2020 Financial Economics C32 C46 C51 C58
Discussion paper DP15321 The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area Federico Ravenna Giovanni Pellegrino Gabriel Züllig 27 Sep 2020 Monetary Economics and Fluctuations C32 E32
Discussion paper DP15312 A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model Alexander Chudik Kamiar Mohaddes M. Hashem Pesaran Mehdi Raissi Alessandro Rebucci 22 Sep 2020 International Macroeconomics and Finance Monetary Economics and Fluctuations C32 E44 F44
Discussion paper DP15245 How to Estimate a VAR after March 2020 Michele Lenza Giorgio Primiceri 1 Sep 2020 Monetary Economics and Fluctuations C32 E32 E37 C11
Discussion paper DP15005 Asymmetric Effects of Monetary Policy Easing and Tightening Mario Forni Davide Debortoli Luca Gambetti Luca Sala 6 Jul 2020 Monetary Economics and Fluctuations C32 E32
Discussion paper DP14603 Advances in Structural Vector Autoregressions with Imperfect Identifying Information Christiane Baumeister James Hamilton 12 Apr 2020 International Macroeconomics and Finance Monetary Economics and Fluctuations C11 C32 Q43
Discussion paper DP14580 Energy Markets and Global Economic Conditions Christiane Baumeister Dimitris Korobilis Thomas K. Lee 7 Apr 2020 International Macroeconomics and Finance Monetary Economics and Fluctuations C11 C32 C52 Q41 Q47
Discussion paper DP14404 Global Macro-Financial Cycles and Spillovers Jongrim Ha M. Ayhan Kose Christopher Otrok Eswar Prasad 11 Feb 2020 International Macroeconomics and Finance E32 F4 C32 C1
Discussion paper DP14386 Exclusion bias and the estimation of peer effects Marcel Fafchamps Bet Caeyers 5 Feb 2020 Development Economics Labour Economics C32
Discussion paper DP14365 Does demand noise matter? Identification and implications Kenza Benhima Céline Poilly 30 Jan 2020 Monetary Economics and Fluctuations E32 D82 C32 E31
Discussion paper DP14322 Financial Variables as Predictors of Real Growth Vulnerability Lucrezia Reichlin Giovanni Ricco Thomas Hasenzagl 16 Jan 2020 Monetary Economics and Fluctuations E32 E44 C32 C53
Discussion paper DP14201 The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r* Josh Davis Cristian Fuenzalida Alan M. Taylor 17 Dec 2019 Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations C13 C32 E43 E44 E47 G12