Browsing Economics and Finance by Author "Tornese, T"
Now showing items 1-3 of 3
-
Blended Identification in Structural VARs
Carriero, A; Marcellino, M; Tornese, TThe proposed blended approach combines identification via heteroskedasticity with sign/narrative restrictions, and instrumental variables. Since heteroskedasticity can point identify shocks, its use results in a sharp ... -
Macro uncertainty in the long run
Carriero, A; Marcellino, M; Tornese, T (2023) -
Macro Uncertainty in the Long Run
Marcellino, M; Carriero, A; Tornese, T (2022-01-01)