Gerhard Rünstler
Dados Biográficos
| ID | 8772239 |
|---|---|
| NOME | Gerhard Rünstler |
| PRENOMES | Gerhard |
| SOBRENOME | Rünstler |
| ASSINATURA | RÜNSTLER G |
| AFILIAÇÕES | European Central Bank, Sonnemannstrasse 20 Frankfurt am Main Germany |
| ORCID | 0000-0002-3437-7012 |
| VERIFICADO | Sim |
| TOTAL DE OBRAS | 3 |
| TOTAL DE CITAÇÕES | 0 |
| TOTAL COMO AUTOR | 3 |
| TOTAL COMO EDITOR | 0 |
| PRIMEIRO ANO DE PUBLICAÇÃO | 2008 |
| ANO MAIS RECENTE DE PUBLICAÇÃO | 2023 |
| ÍNDICE H | 0 |
Identifying structural VARs from sparse narrative instruments
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
Short-Term Forecasting of GDP Using Large Monthly Datasets - A Pseudo Real-Time Forecast Evaluation Exercise
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Short-Term Forecasting of GDP Using Large Monthly Datasets – A Pseudo Real-Time Forecast Evaluation Exercise
Short-Term Forecasting of GDP Using Large Monthly Datasets - A Pseudo Real-Time Forecast Evaluation Exercise
Identifying structural VARs from sparse narrative instruments
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)