A new algorithm for structural restrictions in Bayesian vector autoregressions
Citations
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Cited by:
- Lukas Berend & Jan Pruser, 2025. "Large structural VARs with multiple linear shock and impact inequality restrictions," Papers 2505.19244, arXiv.org, revised Jul 2025.
- Joshua Chan & Christian Matthes & Xuewen Yu, 2025. "Large Structural VARs with Multiple Sign and Ranking Restrictions," Papers 2503.20668, arXiv.org.
- Bańbura, Marta & Bobeica, Elena & Martínez Hernández, Catalina, 2023. "What drives core inflation? The role of supply shocks," Working Paper Series 2875, European Central Bank.
- Dimitris Korobilis & Maximilian Schroder, 2023. "Monitoring multicountry macroeconomic risk," Papers 2305.09563, arXiv.org.
- Francesco Fusari & Joe Marlow & Alessio Volpicella, 2024. "Estimation and Inference of the Forecast Error Variance Decomposition for Set-Identified SVARs," School of Economics Discussion Papers 0424, School of Economics, University of Surrey.
- Josué Diwambuena & Francesco Ravazzolo, 2022. "What are the drivers of Labor Productivity?," BEMPS - Bozen Economics & Management Paper Series BEMPS86, Faculty of Economics and Management at the Free University of Bozen.
- Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Bayesian Modeling of Time-Varying Parameters Using Regression Trees," Working Papers 23-05, Federal Reserve Bank of Cleveland.
- Korobilis, Dimitris & Schröder, Maximilian, 2025. "Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach," Journal of Econometrics, Elsevier, vol. 249(PC).
- Griller, Stefan & Huber, Florian & Pfarrhofer, Michael, 2024. "Financial markets and legal challenges to unconventional monetary policy," European Economic Review, Elsevier, vol. 163(C).
- Nicolas Hardy & Dimitris Korobilis, 2025.
"Learning from crises: A new class of time-varying parameter VARs with observable adaptation,"
Papers
2512.03763, arXiv.org.
- Nicolas Hardy & Dimitris Korobilis, 2025. "Learning from crises: A new class of time-varying parameter VARs with observable adaptation," Working Papers 2025_12, Business School - Economics, University of Glasgow.
- Dimitris Korobilis, 2025. "Learning from crises: A new class of time-varying parameter VARs with observable adaptation," Working Papers No 09/2025, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hou, Chenghan, 2024. "Large Bayesian SVARs with linear restrictions," Journal of Econometrics, Elsevier, vol. 244(1).
- Dimitris Korobilis, 2025.
"Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs,"
Working Papers
No 05/2025, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Dimitris Korobilis, 2025. "Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs," Papers 2505.06649, arXiv.org.
- Dimitris Korobilis, 2025. "Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs," Working Papers 2025_09, Business School - Economics, University of Glasgow.
- Ciccarelli, Matteo & Darracq Pariès, Matthieu & Priftis, Romanos & Angelini, Elena & Bańbura, Marta & Bokan, Nikola & Fagan, Gabriel & Gumiel, José Emilio & Kornprobst, Antoine & Lalik, Magdalena & Mo, 2024. "ECB macroeconometric models for forecasting and policy analysis," Occasional Paper Series 344, European Central Bank.
- Roberto Casarin & Antonio Peruzzi & Davide Raggi, 2025. "Multiple Equilibria and the Phillips Curve: Do Agents Always Underreact?," Working Papers 2025: 10, Department of Economics, University of Venice "Ca' Foscari".
- Bobeica, Elena & Holton, Sarah & Huber, Florian & Martínez Hernández, Catalina, 2025. "Beware of large shocks! A non-parametric structural inflation model," Working Paper Series 3052, European Central Bank.
- Florian Huber & Christian Matthes & Michael Pfarrhofer, 2024. "General Seemingly Unrelated Local Projections," Papers 2410.17105, arXiv.org, revised Aug 2025.
- Paul Labonne & Leif Anders Thorsrud, 2023. "Risky news and credit market sentiment," Working Papers No 14/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjørnland & Malin C. Jensen & Leif Anders Thorsrud, 2023.
"Business Cycle and Health Dynamics during the COVID-19 Pandemic. A Scandinavian Perspective,"
Working Papers
No 15/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjornland & Malin C. Jensen & Leif Anders Thorsrud, 2024. "Business Cycle and Health Dynamics during the COVID-19 Pandemic: A Scandinavian Perspective," CAMA Working Papers 2024-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hilde C. Bjørnland & Nicolás Hardy & Dimitris Korobilis, 2026.
"Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach,"
Working Papers
No 03/2026, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjornland & Nicolas Hardy & Dimitris Korobilis, 2026. "Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach," Papers 2604.12927, arXiv.org.
- Bianco, Timothy & Herrera, Ana María, 2025. "Monetary policy and credit flows: A tale of two effective lower bounds," Journal of Economic Dynamics and Control, Elsevier, vol. 175(C).
- Hauzenberger Niko & Huber Florian & Koop Gary, 2024.
"Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 201-225, April.
- Niko Hauzenberger & Florian Huber & Gary Koop, "undated". "Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods," Working Papers 2305, University of Strathclyde Business School, Department of Economics.
- Niko Hauzenberger & Florian Huber & Gary Koop, 2020. "Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods," Papers 2005.03906, arXiv.org, revised May 2023.
- Gary Koop & Stuart McIntyre & James Mitchell & Aristeidis Raftapostolos, 2025. "Monthly GDP Growth Estimates for the U.S. States," Papers 2501.04607, arXiv.org.
- Jan Pruser, 2024. "A large non-Gaussian structural VAR with application to Monetary Policy," Papers 2412.17598, arXiv.org.
- Bańbura, Marta & Bobeica, Elena & Martínez Hernández, Catalina, 2024. "Shocked to the core: a new model to understand euro area inflation," Research Bulletin, European Central Bank, vol. 117.
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