Browsing Economics and Finance by Author "Theodoridis, K"
Now showing items 1-7 of 7
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The Changing Transmission of Uncertainty Shocks in the US
Mumtaz, H; Theodoridis, K (2018) -
DSGE priors for BVAR models
Filippeli, T; Theodoridis, K (2015-03) -
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation
Filippeli, T; Harrison, R; Theodoridis, K (Elsevier/Science Direct, 2019-01-18)© 2019 EcoSta Econometrics and Statistics A new method for estimating Bayesian vector autoregression (VAR) models using priors from a dynamic stochastic general equilibrium (DSGE) model is presented. The DSGE model priors ... -
THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS
Mumtaz, H; Theodoridis, K (2023) -
Fiscal policy shocks and stock prices in the United States
Mumtaz, H; Theodoridis, K (2020-10) -
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach
Carriero, A; Mumtaz, H; Theodoridis, K; Theophilopoulou, A (2015-09) -
THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS
Mumtaz, H; Theodoridis, K (2015-06)