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DP14603 Advances in Structural Vector Autoregressions with Imperfect Identifying Information 智库出版物
2020
作者:  Christiane Baumeister;  James Hamilton
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Structural vector autoregressions  Bayesian analysis  Identification  Elasticities  Sign restrictions  Proxy vars  
DP14460 The Econometrics of Oil Market VAR Models 智库出版物
2020
作者:  Lutz Kilian;  Xiaoqing Zhou
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Elasticity  Identification  Model specification  Bayesian estimation  Structural var  Textual analysis  
What determines the magnitude of the economic impact of climate finance in recipient countries? A structural decomposition of value-added creation between countries. 智库出版物
2016
作者:  María Victoria Román;  Iñaki Arto and Alberto Ansuategi
Adobe PDF(1010Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2019/07/05
climate finance  spillover effects  structural decomposition analysis  input-output models  
DP10801 Structural Analysis with Multivariate Autoregressive Index Models 智库出版物
2015
作者:  Massimiliano Marcellino;  George Kapetanios;  Andrea Carriero
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Large datasets  Multivariate autoregressive index models  Reduced rank regressions  Bayesian vars  Factor models  Forecasting  Structural analysis  
Driving Forces of China’s Energy and Emission Growths Between 2007 and 2010 – A Structural Decomposition Analysis 智库出版物
2015
作者:  Xin Li
Adobe PDF(2777Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2019/11/08
China  CO2 Emissions  energy consumption  EV 62  EV62  structural decomposition analysis  
Exploring socioeconomic drivers of environmental pressure on the city level: The case study of Chongqing in China. 智库出版物
2015
作者:  Yu Y;  Ren H;  Ma T;  Zhu B
收藏  |  浏览/下载:1/0  |  提交时间:2019/06/18
socioeconomic drivers  environmental pressure  Chongqing  structural decomposition analysis  
DP9858 Structural FECM: Cointegration in large-scale structural FAVAR models 智库出版物
2014
作者:  Anindya Banerjee;  Massimiliano Marcellino;  Igor Masten
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Cointegration  Dynamic factor models  Factor-augmented error correction models  Favar  Structural analysis  
Network environ analysis for socio-economic water system. 智库出版物
2014
作者:  Fang D;  Fath BD;  Chen B;  Scharler UM
收藏  |  浏览/下载:3/0  |  提交时间:2019/06/18
Network environ analysis  Water system  Embodied water  Structural analysis  Throughflow analysis  Utilization efficiency  
DP9470 Dynamic Effects of Credit Shocks in a Data-Rich Environment 智库出版物
2013
作者:  Marc Giannoni;  Jean Boivin;  Dalibor Stevanovic
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Credit shock  Structural factor analysis  
DP8714 Scattered Trust - Did the 2007-08 financial crisis change risk perceptions? 智库出版物
2011
作者:  Thomas Gehrig;  Roland Füss;  Philipp B Rindler
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Credit spreads  Structural models  Quantile regression  Counterfactual analysis  ambiguity aversion