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Now showing items 1-9 of 9

Common and country specific economic uncertainty

Mumtaz, H; Theodoridis, K (2017-03)

THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS

Mumtaz, H; Theodoridis, K (2015-06)

DSGE priors for BVAR models

Filippeli, T; Theodoridis, K (2015-03)

The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach

Carriero, A; Mumtaz, H; Theodoridis, K; Theophilopoulou, A (2015-09)

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 ...

Changing Macroeconomic Dynamics at the Zero Lower Bound

Liu, P; Theodoridis, K; Mumtaz, H; Zanetti, F (2019-07-03)

The Changing Transmission of Uncertainty Shocks in the US

Mumtaz, H; Theodoridis, K (2018)

WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK?

Mumtaz, H; Pinter, G; Theodoridis, K (2018-05)

Fiscal policy shocks and stock prices in the United States

Mumtaz, H; Theodoridis, K (2020-10)