Skip to main content
Keyword: vector autoregression;
Search again
Return to Latest Publications
To analyze the mutually dependent relationship between local economic performance and the demand for and supply of transport services, we employ the structural panel VAR method that is popular in the macroeconomic litera...Read more...
Gabriel M. Ahlfeldt, Kristoffer Moeller and Nicolai Wendland
25 March 2014
Germany?s Great Depression of the early 1930s started in 1929 with a sudden stop in the current account. It ended after a foreign debt default that unfolded in several stages from 1931 to 1933. This chapter reviews Germa...Read more...
Albrecht Ritschl
14 June 2012
We propose a benchmark prior for the estimation of vector autoregressions: a prior about initial growth rates of the modelled series. We first show that the Bayesian vs frequentist small sample bias controversy is driven...Read more...
Marek Jarocinski and Albert Marcet
13 July 2011