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cholesky multivariateprior calibrationstochastic volatilitytime varyingmultivariate stochasticvolatility modelvar modellvar modeltime series analysismonetary policyindicators systemicordering variablescovid shockpaper investigatesexpansionary monetarypolicy shocksincrease firmexit overshootsfinancial cycleforecasting modelsystemic riskproductive firmsbayesian varsvars priorcalibration timestimes covidtime seriesseries modelsrobust inferencevarying structuralvar modelsmodels dcdc choleskyidentifying indicatorsvector autoregressionsoutlier robustinformation usedpaper showsphillips curvesconditional forecastsinvestigates orderingvariables affectsaffects propertiesproperties timevarying covariancecovariance matrixmatrix choleskymodel establishesproperty importantimportant empiricalempirical applicationsalternative estimatesestimates evolutionevolution systematicsystematic monetarygap persistencepersistence indicateindicate conclusionsvariables dynamicdynamic correlationcorrelation choleskymodel proposedproposed robustrobust alternativerisk consistentlybayes statistikbayesian inferenceestimation theoryeconomic indicatorfinancial crisisshock challengespolicy firmexit productivityinference timerare eventminnesota priorrobust priorparameter instabilitypolicy firmsfirms extensivemargin productivityreduce firmexit increaserun exitentry exitexit model
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