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Gerhard Rünstler

Datos Biográficos

ID8772239
NOMBREGerhard Rünstler
NOMBRESGerhard
APELLIDORünstler
FIRMARÜNSTLER G
AFILIACIONESEuropean Central Bank, Sonnemannstrasse 20 Frankfurt am Main Germany
ORCID0000-0002-3437-7012
VERIFICADOSí
TOTAL DE OBRAS3
TOTAL DE CITAS0
TOTAL COMO AUTOR3
TOTAL COMO EDITOR0
PRIMER AÑO DE PUBLICACIÓN2008
AÑO MÁS RECIENTE DE PUBLICACIÓN2023
ÍNDICE H0
  • Identifying structural VARs from sparse narrative instruments

    Open Access•Katarzyna Budnik, Gerhard Rünstler•ARTICLE•Journal of Applied Econometrics•2023

    We study identification in Bayesian proxy VARs for instruments that consist of sparse qualitative observations indicating the signs of shocks in specific periods. We propose the Fisher discriminant regression and a non‐parametric sign concordance criterion as two alternative methods for achieving correct inference in this case. The former represents a minor deviation from a standard proxy VAR, whereas the non‐parametric approach builds on set ide…

  • Short-Term Forecasting of GDP Using Large Monthly Datasets – A Pseudo Real-Time Forecast Evaluation Exercise

    Open Access•Karim Barhoumi, Szilárd Benk et al.•ARTICLE•SSRN Electronic Journal•2008

  • Short-Term Forecasting of GDP Using Large Monthly Datasets - A Pseudo Real-Time Forecast Evaluation Exercise

    Open Access•Karim Barhoumi, Szilárd Benk et al.•ARTICLE•SSRN Electronic Journal•2008

Sin obras prominentes en esta página.

  • Short-Term Forecasting of GDP Using Large Monthly Datasets – A Pseudo Real-Time Forecast Evaluation Exercise

    Open Access•Karim Barhoumi, Szilárd Benk et al.•ARTICLE•SSRN Electronic Journal•2008

  • Short-Term Forecasting of GDP Using Large Monthly Datasets - A Pseudo Real-Time Forecast Evaluation Exercise

    Open Access•Karim Barhoumi, Szilárd Benk et al.•ARTICLE•SSRN Electronic Journal•2008

  • Identifying structural VARs from sparse narrative instruments

    Open Access•Katarzyna Budnik, Gerhard Rünstler•ARTICLE•Journal of Applied Econometrics•2023

    We study identification in Bayesian proxy VARs for instruments that consist of sparse qualitative observations indicating the signs of shocks in specific periods. We propose the Fisher discriminant regression and a non‐parametric sign concordance criterion as two alternative methods for achieving correct inference in this case. The former represents a minor deviation from a standard proxy VAR, whereas the non‐parametric approach builds on set ide…

Econometrics (3 obras) · Mathematics (3 obras) · Monetary Policy and Economic Impact (3 obras) · Computer Science (2 obras) · Economics (2 obras) · Environmental Science (2 obras) · Italy: Economic History and Contemporary Issues (2 obras) · Statistics (2 obras) · Bayesian inference (1 obras) · Bayesian probability (1 obras)

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