Large Structural VARs with Multiple Sign and Ranking Restrictions
Fuente:
arXiv
Guardado en:
| Autores principales: | Chan, Joshua, Matthes, Christian, Yu, Xuewen |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints
por: Chan, Joshua C. C., et al.
Publicado: (2024)
por: Chan, Joshua C. C., et al.
Publicado: (2024)
Large Bayesian Tensor VARs with Stochastic Volatility
por: Chan, Joshua C. C., et al.
Publicado: (2024)
por: Chan, Joshua C. C., et al.
Publicado: (2024)
Large Bayesian VARs for Binary and Censored Variables
por: Chan, Joshua C. C., et al.
Publicado: (2025)
por: Chan, Joshua C. C., et al.
Publicado: (2025)
Local Projections or VARs? A Primer for Macroeconomists
por: Olea, José Luis Montiel, et al.
Publicado: (2025)
por: Olea, José Luis Montiel, et al.
Publicado: (2025)
Local Projections vs. VARs: Lessons From Thousands of DGPs
por: Li, Dake, et al.
Publicado: (2021)
por: Li, Dake, et al.
Publicado: (2021)
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs
por: Korobilis, Dimitris
Publicado: (2025)
por: Korobilis, Dimitris
Publicado: (2025)
Inference in Tightly Identified and Large-Scale Sign-Restricted SVARs
por: Lanne, Markku, et al.
Publicado: (2026)
por: Lanne, Markku, et al.
Publicado: (2026)
Stochastic Volatility-in-mean VARs with Time-Varying Skewness
por: Ferreira, Leonardo N., et al.
Publicado: (2025)
por: Ferreira, Leonardo N., et al.
Publicado: (2025)
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification
por: Huber, Florian, et al.
Publicado: (2023)
por: Huber, Florian, et al.
Publicado: (2023)
Theory coherent shrinkage of Time-Varying Parameters in VARs
por: Renzetti, Andrea
Publicado: (2023)
por: Renzetti, Andrea
Publicado: (2023)
Largevars: An R Package for Testing Large VARs for the Presence of Cointegration
por: Bykhovskaya, Anna, et al.
Publicado: (2025)
por: Bykhovskaya, Anna, et al.
Publicado: (2025)
Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions
por: Read, Matthew
Publicado: (2021)
por: Read, Matthew
Publicado: (2021)
Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs
por: Wang, Xiaolei, et al.
Publicado: (2025)
por: Wang, Xiaolei, et al.
Publicado: (2025)
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!
por: Gruber, Luis, et al.
Publicado: (2022)
por: Gruber, Luis, et al.
Publicado: (2022)
Sparse VARs Do Not Imply Sparse Local Projections: Robust Inference for High-Dimensional Granger Causality
por: Dettaa, Eugene, et al.
Publicado: (2024)
por: Dettaa, Eugene, et al.
Publicado: (2024)
Fast Posterior Sampling in Tightly Identified SVARs Using 'Soft' Sign Restrictions
por: Read, Matthew, et al.
Publicado: (2026)
por: Read, Matthew, et al.
Publicado: (2026)
Learning from crises: A new class of time-varying parameter VARs with observable adaptation
por: Hardy, Nicolas, et al.
Publicado: (2025)
por: Hardy, Nicolas, et al.
Publicado: (2025)
The Conventional Impulse Response Prior in VAR Models With Sign Restrictions
por: Atsushi Inoue, et al.
Publicado: (2026)
por: Atsushi Inoue, et al.
Publicado: (2026)
Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions
por: Keweloh, Sascha A.
Publicado: (2023)
por: Keweloh, Sascha A.
Publicado: (2023)
High‐Frequency Instruments With Time‐Varying Reliability: Understanding Identification in Macroeconomics
por: Pooyan Amir‐Ahmadi, et al.
Publicado: (2026)
por: Pooyan Amir‐Ahmadi, et al.
Publicado: (2026)
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?
por: Feldkircher, Martin, et al.
Publicado: (2017)
por: Feldkircher, Martin, et al.
Publicado: (2017)
Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties
por: Bazylik, Sergei, et al.
Publicado: (2024)
por: Bazylik, Sergei, et al.
Publicado: (2024)
Low-Rank Structured Nonparametric Prediction of Instantaneous Volatility
por: Choi, Sung Hoon, et al.
Publicado: (2025)
por: Choi, Sung Hoon, et al.
Publicado: (2025)
Testing Exclusion and Shape Restrictions in Potential Outcomes Models
por: Kaido, Hiroaki, et al.
Publicado: (2025)
por: Kaido, Hiroaki, et al.
Publicado: (2025)
Common Trends and Long-Run Identification in Nonlinear Structural VARs
por: Duffy, James A., et al.
Publicado: (2024)
por: Duffy, James A., et al.
Publicado: (2024)
Uncertain Short‐Run Restrictions and Statistically Identified Structural Vector Autoregressions
por: Sascha A. Keweloh, et al.
Publicado: (2025)
por: Sascha A. Keweloh, et al.
Publicado: (2025)
Asymptotic Inference for Rank Correlations
por: Pohle, Marc-Oliver, et al.
Publicado: (2025)
por: Pohle, Marc-Oliver, et al.
Publicado: (2025)
Testing Sign Congruence Between Two Parameters
por: Miller, Douglas L., et al.
Publicado: (2024)
por: Miller, Douglas L., et al.
Publicado: (2024)
Some Finite Sample Properties of the Sign Test
por: Cai, Yong
Publicado: (2021)
por: Cai, Yong
Publicado: (2021)
Identification and Counterfactual Analysis in Incomplete Models with Support and Moment Restrictions
por: Li, Lixiong
Publicado: (2026)
por: Li, Lixiong
Publicado: (2026)
Machine Learning Debiasing with Conditional Moment Restrictions: An Application to LATE
por: Argañaraz, Facundo, et al.
Publicado: (2024)
por: Argañaraz, Facundo, et al.
Publicado: (2024)
Testing Shape Restrictions with Continuous Treatment: A Transformation Model Approach
por: Szydłowski, Arkadiusz
Publicado: (2025)
por: Szydłowski, Arkadiusz
Publicado: (2025)
Decomposing Co-Movements in Matrix-Valued Time Series: A Pseudo-Structural Reduced-Rank Approach
por: Hecq, Alain, et al.
Publicado: (2025)
por: Hecq, Alain, et al.
Publicado: (2025)
Unified Inference on Moment Restrictions with Nuisance Parameters
por: Li, Xingyu, et al.
Publicado: (2022)
por: Li, Xingyu, et al.
Publicado: (2022)
Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors
por: Schweikert, Karsten
Publicado: (2022)
por: Schweikert, Karsten
Publicado: (2022)
Moment Restrictions for Nonlinear Panel Data Models with Feedback
por: Bonhomme, Stéphane, et al.
Publicado: (2025)
por: Bonhomme, Stéphane, et al.
Publicado: (2025)
Testing for Restricted Stochastic Dominance under Survey Nonresponse with Panel Data: Theory and an Evaluation of Poverty in Australia
por: Tabri, Rami V., et al.
Publicado: (2024)
por: Tabri, Rami V., et al.
Publicado: (2024)
Testing the Exclusion Restriction in IV Models Using Non-Gaussianity: A LiNGAM-Based Approach
por: Delbianco, Fernando
Publicado: (2026)
por: Delbianco, Fernando
Publicado: (2026)
The Effect of Omitted Variables on the Sign of Regression Coefficients
por: Masten, Matthew A., et al.
Publicado: (2022)
por: Masten, Matthew A., et al.
Publicado: (2022)
A Ranking Representation of Optimal Sequential Search
por: Zhang, Tinghan
Publicado: (2025)
por: Zhang, Tinghan
Publicado: (2025)
Ejemplares similares
-
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints
por: Chan, Joshua C. C., et al.
Publicado: (2024) -
Large Bayesian Tensor VARs with Stochastic Volatility
por: Chan, Joshua C. C., et al.
Publicado: (2024) -
Large Bayesian VARs for Binary and Censored Variables
por: Chan, Joshua C. C., et al.
Publicado: (2025) -
Local Projections or VARs? A Primer for Macroeconomists
por: Olea, José Luis Montiel, et al.
Publicado: (2025) -
Local Projections vs. VARs: Lessons From Thousands of DGPs
por: Li, Dake, et al.
Publicado: (2021)