Monitoring the Spanish Economy through the Lenses of Structural Bayesian VARs
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Cited by:
- Danilo Leiva-Leon & Jaime Martinez-Martin & Eva Ortega, 2022.
"Exchange Rate Shocks and Inflation Co-movement in the Euro Area,"
International Journal of Central Banking, International Journal of Central Banking, vol. 18(1), pages 239-275, March.
- Danilo Leiva-Leon & Eva Ortega & Jaime Martínez-Martín, 2019. "Exchange rate shocks and inflation comovement in the euro area," Working Papers 1934, Banco de España.
- Leiva-Leon, Danilo & Martínez-Martin, Jaime & Ortega, Eva, 2020. "Exchange rate shocks and inflation comovement in the euro area," Working Paper Series 2383, European Central Bank.
- Erik Andres-Escayola & Juan Carlos Berganza & Rodolfo Campos & Luis Molina, 2021. "A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico," Occasional Papers 2114, Banco de España.
- Ian Borg & Germano Ruisi, 2018. "Forecasting using Bayesian VARs: A Benchmark for STREAM," CBM Working Papers WP/04/2018, Central Bank of Malta.
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More about this item
Keywords
structural analysis; vector autoregressions; bayesian estimation; sign restrictions;All these keywords.
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2017-09-24 (European Economics)
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