Browsing ECO Articles by Subject "Vector-autoregressive models"

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Browsing ECO Articles by Subject "Vector-autoregressive models"

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    Title: The 'price puzzle' in the monetary transmission VARs with long-run restrictions  Author(s): KRUSEC, Dejan Date: 2010 Type of Publication: Article Abstract: This study addresses the 'price puzzle' - a positive response of prices to monetary tightening in VAR models. By using long-run instead of the usual short-run restrictions on the US data including output, prices and interest ...
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    Title: Proceedings of the twenty second annual congress of the European Economic Association, Budapest, August 2007  Author(s): TABELLINI, Guido; GUISO, Luigi; SAPIENZA, Paolo; ZINGALES, Luigi; BENABOU, Roland; ACEMOGLU, Daron; GOLOSOV, Mikhail; TSYVINSKI, Aleh; BATTAGLINI, Marco; COATE, Stephen; AZZIMONTI, Marina; DE FRANCISCO, Eva; KRUSELL, Per; BEESTMA, Roel; MONACELLI, Tommaso; PEROTTI, Roberto; CORSETTI, Giancarlo; MÜLLER, Gernot J.; BEETSMA, Roel; GIULIODORI, Massimo; KLAASSEN, Franc; BISIN, Alberto; CONSTANT, Amelie F.; ZIMMERMANN, Klaus F.; ASPACHS-BRACONS, Oriol; CLOTS-FIGUERAS, Irma; COSTA-FONT, Joan; MASELLA, Paolo; BISIN, Alberto; PATACCHINI, Eleonora; VERDIER, Thierry; ZENOU, Yves; DESSEIN, Wouter; ALONSO, Ricardo; DESSEIN, Wouter; MATOUSCHEK, Niko; HARSTAD, Bård; SWANK, Job; SWANK, Otto H.; VISSER, Bauke; KARLAN, Dean; BANERJEE, Abhijit V.; DUFLO, Esther; GLENNERSTER, Rachel; FIELD, Erica; PANDE, Rohini; KARLAN, Dean; ZINMAN, Jonathan; MARTIN, Philippe; BESLEY, Timothy; PERSSON, Torsten; COLLIER, Paul; ROHNER, Dominic; MARTIN, Philippe; MAYER, Thierry; THOENIG, Mathias; MORRIS, Stephen E.; BERGEMANN, Dirk; MORRIS, Stephen; BERGEMANN, Dirk; SCHLAG, Karl H.; COPIC, Jernej; PONSATí, Clara; REBELO, Sergio; BURNSIDE, Craig; EICHENBAUM, Martin; REBELO, Sergio; CHABOUD, Alain P.; CHERNENKO, Sergey V.; WRIGHT, Jonathan H.; KOCHERLAKOTA, Narayana; PISTAFERRI, Luigi; REICHLIN, Lucrezia; D'AGOSTINO, Antonello; WHELAN, Karl; GIANNONE, Domenico; LENZA, Michele; REICHLIN, Lucrezia; BENATI, Luca; SURICO, Paolo; RUSTICHINI, Aldo; RUSTICHINI, Aldo; VENTURA, Jaume; DRELICHMAN, Mauricio; VOTH, Hans-Joachim; YEYATI, Eduardo Levy; SCHMUKLER, Sergio L.; VAN HOREN, Neeltje; BRONER, Fernando A.; MARTIN, Alberto; VENTURA, Jaume; KRUEGER, Dirk; ABRAHAM, Arpad; RIOS-RULL, José-Victor; SANCHEZ-MARCOS, Virginia; KRUEGER, Dirk; LUSTIG, Hanno; PERRI, Fabrizio Date: 2008 Type of Publication: Article
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    Title: Special issue on modern econometric analysis - surveys on recent developments  Author(s): HÜBLER, Olaf; FROHN, Joachim; CHEN, Pu; BREITUNG, Jörg; EICKMEIER, Sandra; WOLTERS, Jürgen; HASSLER, Uwe; LUETKEPOHL, Helmut; HERWARTZ, Helmut; FITZENBERGER, Bernd; WILKE, Ralf A.; HÜBLER, Olaf; KAUERMANN, Göran; RONNING, Gerd; BOES, Stefan; WINKELMANN, Rainer; SCHNEEWEISS, Hans; AUGUSTIN, Thomas; CALIENDO, Marco; HUJER, Reinhard; RäSSLER, Susanne; RIPHAHN, Regina T. Date: 2006 Type of Publication: Article