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Author:   Juan J. Dolado (Universidad Carlos III de Madrid, Spain) ,  Luca Gambetti (Universitat Autonoma de Barcelona, Spain) ,  Christian Matthes (Indiana University, USA)
Publisher:   Emerald Publishing Limited
Imprint:   Emerald Group Publishing Limited
Dimensions:   Width: 15.20cm , Height: 1.70cm , Length: 22.90cm
Weight:   0.445kg
ISBN:  

9781803826363

ISBN 10:   1803826363
Pages:   336
Publication Date:   16 September 2022
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

Introduction; Juan J. Dolado, Luca Gambetti and Christian Matthes Chapter 1. Real-Time Real Economic Activity: Entering and Exiting the Pandemic Recession of 2020; Francis X. Diebold Chapter 2. State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models; Luis Uzeda Chapter 3. On Identification Issues in Business-Cycle Accounting Models; Pedro Brinca, Nikolay Iskrev, and Francesca Loria Chapter 4. The Effect of News Shocks and Monetary Policy; Luca Gambetti, Christoph Görtz, Dimitris Korobilis, John D. Tsoukalas, and Francesco Zanetti Chapter 5. Statistical Identification of Economic Shocks by Signs in Structural Vector Autoregression; Markku Lanne and Jani Luoto Chapter 6. Skewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks; Carlos Montes-Galdón and Eva Ortega

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Author Information

Juan J. Dolado is Professor of Economics at the Universidad Carlos III de Madrid, Spain. Luca Gambetti is Associate Professor at the Universitat Autonoma de Barcelona and Associate Research Professor at the Barcelona Graduate School of Economics, Spain. Christian Matthes is Professor of Economics at Indiana University – Bloomington, USA.

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