[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 …
(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 …
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
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 …
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 …
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 …
and significance of time variation within the Australian economy. The final paper is distinct in …