Cadmus Home
>
Working Papers
>
ECO Working Papers
>
Browsing ECO Working Papers by Subject

Browsing ECO Working Papers by Subject "Vector Autoregression"

Now showing items 1-4 of 4

Title: Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models Author(s): KRIWOLUZKY, Alexander Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: This paper shows how to identify the structural shocks of a Vector Autoregression (VAR) while simultaneously estimating a dynamic stochastic general equilibrium (DSGE) model that is not assumed to replicate the data-generating ...
Title: Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models Author(s): KRIWOLUZKY, Alexander Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: This paper shows how to identify the structural shocks of a Vector Autoregression (VAR) while simultaneously estimating a dynamic stochastic general equilibrium (DSGE) model that is not assumed to replicate the data-generating ...
Title: Pre-Announcement and Timing. The Effects of a Government Expenditure Shock Author(s): KRIWOLUZKY, Alexander Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: This paper investigates the effect of a government expenditure shock on consumption and real wages. I identify the shock by exploiting its pre-announced nature, i.e. different signs of the responses in investment, hours ...
Title: Pre-announcement and Timing - The Effects of a Government Expenditure Shock Author(s): KRIWOLUZKY, Alexander Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: This paper investigates the effect of a government expenditure shock on consumption and real wages. I identify the shock by exploiting its pre-announced nature, i.e. different signs of the responses in investment, hours ...

Now showing items 1-4 of 4

Browse

All of Cadmus
This Collection
- By Issue Date
- Authors
- Titles
- Subjects
- Type

My Account

Statistics

View Statistics

Browsing ECO Working Papers by Subject "Vector Autoregression"

DSpace/Manakin Repository

Browsing ECO Working Papers by Subject "Vector Autoregression"

Browse

All of Cadmus

This Collection

My Account

Statistics

About the EUI

Programmes & Fellowships

Departments & Centres

Research

Services & Admin