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Addressing COVID-19 outliers in BVARs with stochastic volatility
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Addressing COVID-19 Outliers in BVARs with stochastic volatility
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Data outliers and Bayesian VARs in the Euro area
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Outliers and momentum in the corporate bond market
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Openness to international trade and economic growth : A cross-country empirical investigation
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Robust Bayesian exponentially tilted empirical likelihood method
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The effects of the pandemic on households’ financial savings
a Bayesian structural VAR analysis -
Monetary policy across inflation regimes
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Stationarity of heterogeneity in production technology using latent class modelling