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Panel VAR, estimation, identification, inference
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Bayesian methods, dynamic models, Panel vector autoregression
Forecasting, Turning Points, Bayesian Methods, Panel VAR, Markov Chains Monte Carlo Methods.
Forecasting, turning points, Bayesian methods, panel VAR, Markov chains, Monte Carlo methods
general equilibrium, monetary policy, identification, structural VARs
Multi country VAR, Markov Chain Monte Carlo methods, Flexible priors, International transmission
Forecasting, Inflation, Panel VAR models, Markov Chain Monte Carlo Methods
Forecasting, inflation, panel VAR models, Markov chain Monte Carlo methods
structural shocks, business cycles, monetary disturbances, dynamic correlations
Business cycle, indicators, Panel Data, Bayesian methods
Business cycle, G-7, indicators, panel data, Bayesian methods
search frictions, technological progress, creative
structural shocks, business cycles, demand disturbances, dynamic correlations, impulse responses
monetary policy pass-through, bank balance sheet characteristics
identification, DSGE models
DSGE models, Identification, Impulse Responses, small samples
DSGE models, SVAR models, Identification, Invertibility, Misspecification, Small Samples
DSGE models, Identification, Invertibility, SVAR models
New Keynesian model, Bayesian methods, Monetary policy, Great Inflation
Convergence, regional policies, structural funds, labour and capital mobility
Indeterminacy, Expectations, Term structure, Structural VARs, Sunspot
Expectations, Indeterminacy, Term structure, VARs
Technology disturbances, structural VARs, low frequency movements, news shocks
Budget restrictions, fiscal policy transmission, policy rules, dynamic panels
Convergence, income inequalities, panel data, persistence, prior distribution
Fiscal restrictions, Excessive Debt, Business cycles, US states
Fiscal restrictions, excessive debt, business cycles, US states
business cycles, European Monetary Union, Panel VAR, structural changes
Calibration, consumption based CAPM, equity premium, model evaluation, risk free rate, term structure
DSGE models, Filters, Structural estimation, Business cycles
International business cycles, Tourism flows, Mediterranean basin, Bayesian random coefficient VARs
Structural model, time varying coefficients, endogenous variations, misspecification
endogenous variations, misspecification, Structural model, time varying coefficients
Panel VAR, Bayesian methods, leading indicators, Markov Chain Monte Carlo methods
Identification, DSGE models, New Keynesian Phillips curve, Identification robust estimation methods
Pillars, communication, transmission, EU newcomers
Variability, persistence, transmission, structural time varying VARs
dynamic structural models, composite likelihood, identification, singularity, large scale models, panel data
composite likelihood, dynamic structural models, identification, large scale models, panel data, singularity
Bayesian Methods, Business Cycles, Mediterranean Basin, Developing and Developed Countries
New Keynesian model, Bayesian methods, monetary policy, great inflation
Structural shocks, business cycles, exchange rate regimes, Bayesian methods
Dynamic general equilibrium models, VARs, sign restrictions, model evaluation
Monetary policy, inflation persistence, transmission of shocks, time varying coefficients, structural VARs
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Fiscal policy, price dispersions, Bayesian techniques, supply effects
Business cycles, excessive debt, fiscal restrictions and US states
business cycles, DSGE models, filters, structural estimation
business cycles, inflation dynamics, Money, shock transmission
Long cycles, News shocks, Structural VARs, Technology disturbances
Creative destruction, Search frictions, technological progress
misspecification, model validation, shock identification, sign restrictions
Business cycles, institutions and culture, Mediterranean countries, synchronization.
ABCD representation, Density ratio, DSGE models., Identification
deflation, Japan's Lost decade, money, structural model
File name: iere.pdf Size: 279K
Deformation, state variables, dynamic responses, Structural models, house price shocks, Uncertainty shocks
Identification restrictions, Metropolis algorithm, Monetary transmission mechanism., Time-varying coefficient structural VAR models
Cross sectional methods, dynamic heterogeneity, fiscal multipliers, Monetary pass-through, partial pooling
Cyclical fluctuations, Filtering, gain functions, Gaps and potentials, permanent and transitory components
File name: IERE.pdf Size: 0K
Bayesian model averaging, composite likelihood, finite mixture, model misspecification
European Banks, Heterogeneity, Monetary pass-through, VARs
aggregation, Granger causality, non-fundamentalness, small scale VARs
Euro-Mediterranean partnership, financial interdependences, reference cycles, trade, turning points
