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Essays in honour of Fabio Canova /

Bibliographic Details
Call Number:Libro Electrónico
Other Authors: Canova, Fabio (honouree.), Dolado, Juan José (Editor), Gambetti, Luca (Editor), Matthes, Christian, 1979- (Editor)
Format: Electronic eBook
Language:Inglés
Published: Bingley, United Kingdom : Emerald Publishing, 2022.
Series:Advances in econometrics ; v.44A.
Subjects:
Online Access:Texto completo
Table of Contents:
  • Introduction; Juan J. Dolado, Luca Gambetti and Christian Matthes Chapter 1. Real-Time Real Economic Activity: Entering and Exiting the Pandemic Recession of 2020; Francis X. Diebold Chapter 2. State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models; Luis Uzeda Chapter 3. On Identification Issues in Business-Cycle Accounting Models; Pedro Brinca, Nikolay Iskrev, and Francesca Loria Chapter 4. The Effect of News Shocks and Monetary Policy; Luca Gambetti, Christoph Görtz, Dimitris Korobilis, John D. Tsoukalas, and Francesco Zanetti Chapter 5. Statistical Identification of Economic Shocks by Signs in Structural Vector Autoregression; Markku Lanne and Jani Luoto Chapter 6. Skewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks; Carlos Montes-Galdón and Eva Ortega.