VAR MODELS
Tuesday 27th August 2002,
14:30 - 16:00
Room: 4.9
Session Chair(s):
Frank Schorfheide, University of Pennsylvania, UNITED STATES
Category: Econometrics
SIMILARITY OF SUPPLY AND DEMAND SHOCKS BETWEEN THE EURO AREA AND THE CEECS
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Presenter(s): |
Jarko Fidrmuc, Oesterreichische Nationalbank, AUSTRIA and Iikka Korhonen, Institute for Economies in Transition (BOFIT), FINLAND |
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Co-Author(s): |
none |
GENERAL-TO-SPECIFIC MODEL SELECTION PROCEDURES FOR STRUCTURAL VECTOR AUTOREGRESSIONS
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Presenter(s): |
Hans-Martin Krolzig, University of Oxford, UNITED KINGDOM |
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Co-Author(s): |
none |
PRIORS FROM GENERAL EQUILIBRIUM MODELS FOR VARS: FORECASTING AND IDENTIFICATION
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Presenter(s): |
Frank Schorfheide, University of Pennsylvania, UNITED STATES |
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Co-Author(s): |
Marco Del Negro, Federal Reserve Bank of Atlanta, UNITED STATES |
Total Papers in This session: 3
Session Ref: 529
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