Essays in Honour of Fabio Canova

Juan J. Dolado, Luca Gambetti, Christian Matthes, Juan J. Dolado, Luca Gambetti, Christian Matthes

• Verlag: Emerald Group Publishing Limited
• Jahr: 2022
• ISBN:
  9781803826370
• Thema: Economia
• Thema: Econometria

Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades.

Throughout his long and distinguished career, Canova's research has achieved both a prolific publication record and provided stellar research to the profession. His colleagues, co-authors and PhD students wish to express their deep gratitude to Fabio for his intellectual leadership and guidance, whilst showcasing the extensive advances in knowledge and theory made available by Canova for professionals in the field.

Advances in Econometrics publishes original scholarly econometrics papers with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature. Annual volume themes, selected by the Series Editors, are their interpretation of important new methods and techniques emerging in economics, statistics and the social sciences.

Inhaltsverzeichnis

• Cover
• Title
• Introduction
• Chapter 1. Real-Time Real Economic Activity: Entering and Exiting the Pandemic Recession of 2020
• Chapter 2. State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models
• Chapter 3. On Identification Issues in Business Cycle Accounting Models
• Chapter 4. The Effect of News Shocks and Monetary Policy
• Chapter 5. Statistical Identification of Economic Shocks by Signs in Structural Vector Autoregression
• Chapter 6. Skewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks
• Index