[HTML][HTML] Identifiability and estimation of possibly non-invertible SVARMA Models: The normalised canonical WHF parametrisation

B Funovits - Journal of Econometrics, 2024 - Elsevier
This article focuses on the parametrisation, identifiability, and (quasi-) maximum likelihood
(QML) estimation of possibly non-invertible structural vector autoregressive moving average …

Identifiability and estimation of possibly non-invertible svarma models: A new parametrisation

B Funovits - arXiv preprint arXiv:2002.04346, 2020 - arxiv.org
This article deals with parameterisation, identifiability, and maximum likelihood (ML)
estimation of possibly non-invertible structural vector autoregressive moving average …

[PDF][PDF] Uncertainty shocks in markets and policies: What matters for a small open economy

J Cross, T Kam, A Poon - Unpublished manuscript, 2018 - phantomachine.github.io
How much do various (policy, demand or supply, domestic or foreign) structural shocks
contribute to the business cycle fluctuations of a small open economy? To what extent are …

Volatility Shocks in Markets and Policies: What Matters for a Small Open Economy?

T Kam, J Cross - Available at SSRN 4935779 - papers.ssrn.com
How much do various (policy, demand or supply, domestic or foreign) structural shocks
contribute to the business cycle fluctuations of a small open economy? To what extent are …

[PDF][PDF] Essays on Economic and Policy Time Variations in Small Open Economies

J Cross - 2017 - core.ac.uk
This thesis consists of four research papers. The first three papers explore the prevalence
and significance of time variation within the Australian economy. The final paper is distinct in …