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    Author
    Theodoridis, K (9)
    Mumtaz, H (7)Filippeli, T (2)Carriero, A (1)Harrison, R (1)Liu, P (1)Pinter, G (1)Theophilopoulou, A (1)Zanetti, F (1)SubjectDSGE (3)FAVAR (3)BVAR (2)Quasi-Bayesian DSGE estimation (2)Stochastic volatility (2)Uncertainty shocks (2)C32 (1)Change-point VAR model (1)DSGE Model (1)DSGE model (1)... View MoreDate Issued2020 (1)2019 (2)2018 (2)2017 (1)2015 (3)
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    Common and country specific economic uncertainty 

    Mumtaz, H; Theodoridis, K (2017-03)
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    THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS 

    Mumtaz, H; Theodoridis, K (2015-06)
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    DSGE priors for BVAR models 

    Filippeli, T; Theodoridis, K (2015-03)
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    The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 

    Carriero, A; Mumtaz, H; Theodoridis, K; Theophilopoulou, A (2015-09)
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    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 ...
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    Changing Macroeconomic Dynamics at the Zero Lower Bound 

    Liu, P; Theodoridis, K; Mumtaz, H; Zanetti, F (2019-07-03)
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    The Changing Transmission of Uncertainty Shocks in the US 

    Mumtaz, H; Theodoridis, K (2018)
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    WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? 

    Mumtaz, H; Pinter, G; Theodoridis, K (2018-05)
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    Fiscal policy shocks and stock prices in the United States 

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