Advances in Econometrics, Volume 44A: Essays in Honour of Fabio Canova

DOI 10.1108/S0731-9053202244A

Publication date 2022-09-16

Series copyright holder: Emerald Publishing Limited

ISBN 978-1-80382-636-3

eISBN 978-1-80382-635-6

Book series ISSN 0731-9053

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

Advances in Econometrics, Volume 44B: Essays in Honour of Fabio Canova

DOI 10.1108/S0731-9053202244B

Publication date 2022-09-21

Series copyright holder: Emerald Publishing Limited

ISBN 978-1-80382-832-9

eISBN 978-1-80382-831-2

Book series ISSN 0731-9053

Chapter 1 Tests for Random Coefficient Variation in Vector Autoregressive Models, Dante Amengual, Gabriele Fiorentini and Enrique Sentana
Chapter 2 Monetary Policy Across Space and Time, Laura Liu, Christian Matthes and Katerina Petrova
Chapter 3 Heterogeneous Switching in FAVAR Models, Pierre Guérin and Danilo Leiva-León
Chapter 4 Business Cycles in the EU: A Comprehensive Comparison Across Methods, Dmitrij Celov and Mariarosaria Comunale
Chapter 5 Understanding International Long-term Interest Rate Comovement, Michael Chin, Ferre De Graeve, Thomai Filippeli, and Konstantinos Theodoridis