Browsing School of Economics and Finance by Title
Now showing items 186-205 of 447
-
Have Standard VARs Remained Stable Since the Crisis?
(Wiley: 24 months, 2017-08-02) -
HOUSING DYNAMICS OVER THE BUSINESS CYCLE
(2016-11) -
Housing insecurity and homelessness: Evidence from the UK
(Oxford University Press, 2022-09-01) -
How Voluntary Information Sharing Systems Form: Evidence from a U.S. Commercial Credit Bureau
We use the introduction of a U.S. commercial credit bureau to study when lenders adopt voluntary information sharing technology and the resulting consequences for competition and credit access. Our results suggest that ... -
The Identifying Information in Vector Autoregressions with Time-Varying Volatilities: An Application to Endogenous Uncertainty
We develop a structural vector autoregression with stochastic volatility in which one of the variables can impact both the mean and the variance of the other variables. We provide conditional posterior distributions for ...