Robin Braun
Personal Details
First Name: | Robin |
Middle Name: | |
Last Name: | Braun |
Suffix: | |
RePEc Short-ID: | pbr732 |
[This author has chosen not to make the email address public] | |
Affiliation
Bank of England
London, United Kingdomhttp://www.bankofengland.co.uk/
RePEc:edi:boegvuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Braun, Robin & Brüggemann, Ralf, 2022.
"Identification of SVAR models by combining sign restrictions with external instruments,"
Bank of England working papers
961, Bank of England.
- Robin Braun & Ralf Brüggemann, 2017. "Identification of SVAR Models by Combining Sign Restrictions With External Instruments," Working Paper Series of the Department of Economics, University of Konstanz 2017-07, Department of Economics, University of Konstanz.
- Braun, Robin, 2021. "The importance of supply and demand for oil prices: evidence from non-Gaussianity," Bank of England working papers 957, Bank of England.
- Robin Braun & Ralf Brüggemann, 2020. "Identification of SVAR Models by Combining Sign Restrictions With External Instruments," Working Paper Series of the Department of Economics, University of Konstanz 2020-01, Department of Economics, University of Konstanz.
- Bertsche, Dominik & Braun, Robin, 2020.
"Identification of structural vector autoregressions by stochastic volatility,"
Bank of England working papers
869, Bank of England.
- Dominik Bertsche & Robin Braun, 2022. "Identification of Structural Vector Autoregressions by Stochastic Volatility," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 328-341, January.
- Bertsche, Dominik & Braun, Robin, 2018. "Identification of Structural Vector Autoregressions by Stochastic Volatility," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181631, Verein für Socialpolitik / German Economic Association.
- Dominik Bertsche & Robin Braun, 2017. "Identification of Structural Vector Autoregressions by Stochastic Volatility," Working Paper Series of the Department of Economics, University of Konstanz 2017-11, Department of Economics, University of Konstanz.
- Dominik Bertsche & Robin Braun, 2018. "Identification of Structural Vector Autoregressions by Stochastic Volatility," Working Paper Series of the Department of Economics, University of Konstanz 2018-03, Department of Economics, University of Konstanz.
Articles
- Dominik Bertsche & Robin Braun, 2022.
"Identification of Structural Vector Autoregressions by Stochastic Volatility,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 328-341, January.
- Bertsche, Dominik & Braun, Robin, 2018. "Identification of Structural Vector Autoregressions by Stochastic Volatility," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181631, Verein für Socialpolitik / German Economic Association.
- Bertsche, Dominik & Braun, Robin, 2020. "Identification of structural vector autoregressions by stochastic volatility," Bank of England working papers 869, Bank of England.
- Dominik Bertsche & Robin Braun, 2017. "Identification of Structural Vector Autoregressions by Stochastic Volatility," Working Paper Series of the Department of Economics, University of Konstanz 2017-11, Department of Economics, University of Konstanz.
- Dominik Bertsche & Robin Braun, 2018. "Identification of Structural Vector Autoregressions by Stochastic Volatility," Working Paper Series of the Department of Economics, University of Konstanz 2018-03, Department of Economics, University of Konstanz.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Braun, Robin & Brüggemann, Ralf, 2022.
"Identification of SVAR models by combining sign restrictions with external instruments,"
Bank of England working papers
961, Bank of England.
- Robin Braun & Ralf Brüggemann, 2017. "Identification of SVAR Models by Combining Sign Restrictions With External Instruments," Working Paper Series of the Department of Economics, University of Konstanz 2017-07, Department of Economics, University of Konstanz.
Cited by:
- Karel Mertens & Morten O. Ravn, 2018. "The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States: Reply to Jentsch and Lunsford," Working Papers 1805, Federal Reserve Bank of Dallas.
- Habib, Maurizio Michael & Venditti, Fabrizio, 2019. "The global capital flows cycle: structural drivers and transmission channels," Working Paper Series 2280, European Central Bank.
- Habib, Maurizio Michael & Stracca, Livio & Venditti, Fabrizio, 2020.
"The fundamentals of safe assets,"
Journal of International Money and Finance, Elsevier, vol. 102(C).
- Habib, Maurizio Michael & Stracca, Livio & Venditti, Fabrizio, 2020. "The fundamentals of safe assets," Working Paper Series 2355, European Central Bank.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018.
"Inference in Bayesian Proxy-SVARs,"
FRB Atlanta Working Paper
2018-16, Federal Reserve Bank of Atlanta.
- Jonas E. Arias & Juan F. Rubio-Ramírez & Daniel F. Waggoner, 2018. "Inference in Bayesian Proxy-SVARs," Working Papers 2018-13, FEDEA.
- Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2021. "Inference in Bayesian Proxy-SVARs," Journal of Econometrics, Elsevier, vol. 225(1), pages 88-106.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2018. "Inference in Bayesian Proxy-SVARs," Working Papers 18-25/R, Federal Reserve Bank of Philadelphia.
- Andrea Gazzani & Fabrizio Venditti & Giovanni Veronese, 2024.
"Oil price shocks in real time,"
Temi di discussione (Economic working papers)
1448, Bank of Italy, Economic Research and International Relations Area.
- Gazzani, Andrea & Venditti, Fabrizio & Veronese, Giovanni, 2024. "Oil price shocks in real time," Journal of Monetary Economics, Elsevier, vol. 144(C).
- Dominik Bertsche & Robin Braun, 2018.
"Identification of Structural Vector Autoregressions by Stochastic Volatility,"
Working Paper Series of the Department of Economics, University of Konstanz
2018-03, Department of Economics, University of Konstanz.
- Bertsche, Dominik & Braun, Robin, 2018. "Identification of Structural Vector Autoregressions by Stochastic Volatility," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181631, Verein für Socialpolitik / German Economic Association.
- Bertsche, Dominik & Braun, Robin, 2020. "Identification of structural vector autoregressions by stochastic volatility," Bank of England working papers 869, Bank of England.
- Dominik Bertsche & Robin Braun, 2017. "Identification of Structural Vector Autoregressions by Stochastic Volatility," Working Paper Series of the Department of Economics, University of Konstanz 2017-11, Department of Economics, University of Konstanz.
- Dominik Bertsche & Robin Braun, 2022. "Identification of Structural Vector Autoregressions by Stochastic Volatility," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 328-341, January.
- Dominik Bertsche, 2019. "The effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approach," Working Paper Series of the Department of Economics, University of Konstanz 2019-06, Department of Economics, University of Konstanz.
- Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2020.
"Robust Bayesian inference in proxy SVARs,"
CeMMAP working papers
CWP13/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Giacomini, Raffaella & Kitagawa, Toru & Read, Matthew, 2020. "Robust Bayesian Inference in Proxy SVARs," CEPR Discussion Papers 14626, C.E.P.R. Discussion Papers.
- Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2019. "Robust Bayesian Inference in Proxy SVARs," CeMMAP working papers CWP38/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Giacomini, Raffaella & Kitagawa, Toru & Read, Matthew, 2022. "Robust Bayesian inference in proxy SVARs," Journal of Econometrics, Elsevier, vol. 228(1), pages 107-126.
- Jörg Breitung & Ralf Brüggemann, 2019. "Projection estimators for structural impulse responses," Working Paper Series of the Department of Economics, University of Konstanz 2019-05, Department of Economics, University of Konstanz.
- Francesco Fusari, 2023. "Identifying Monetary Policy Shocks Through External Variable Constraints," School of Economics Discussion Papers 0123, School of Economics, University of Surrey.
- Arbatli-Saxegaard, Elif & Furceri, Davide & González, Pablo & Ostry, Jonathan D. & Peiris, Shanaka, 2024.
"Spillovers from US Monetary Policy: Role of Policy Drivers and Cyclical Conditions,"
CEPR Discussion Papers
18768, C.E.P.R. Discussion Papers.
- Arbatli-Saxegaard, Elif C. & Furceri, Davide & Dominguez, Pablo Gonzalez & Ostry, Jonathan D. & Peiris, Shanaka Jayanath, 2024. "Spillovers from US monetary policy: Role of policy drivers and cyclical conditions," Journal of International Money and Finance, Elsevier, vol. 143(C).
- Marco Bernardini & Antonio M. Conti, 2023. "Announcement and implementation effects of central bank asset purchases," Temi di discussione (Economic working papers) 1435, Bank of Italy, Economic Research and International Relations Area.
- Venditti, Fabrizio & Veronese, Giovanni, 2020. "Global financial markets and oil price shocks in real time," Working Paper Series 2472, European Central Bank.
- Sascha A. Keweloh & Mathias Klein & Jan Pruser, 2023. "Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies," Papers 2302.13066, arXiv.org, revised May 2024.
- Masud Alam, 2021. "Heterogeneous Responses to the U.S. Narrative Tax Changes: Evidence from the U.S. States," Papers 2107.13678, arXiv.org.
- Arbatli-Saxegaard, Elif & Furceri, Davide & Gonzalez Dominguez, Pablo & Ostry, Jonathan & Peiris, Shanaka, 2022. "Spillovers from US Monetary Shocks: Role of Policy Drivers and Cyclical Conditions," ADBI Working Papers 1317, Asian Development Bank Institute.
- Martin Bruns & Sascha A. Keweloh, 2023. "Testing for Strong Exogeneity in Proxy-VARS," University of East Anglia School of Economics Working Paper Series 2023-07, School of Economics, University of East Anglia, Norwich, UK..
- Herwartz, Helmut & Wang, Shu, 2023. "Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
- Braun, Robin, 2021.
"The importance of supply and demand for oil prices: evidence from non-Gaussianity,"
Bank of England working papers
957, Bank of England.
Cited by:
- Sascha A. Keweloh, 2023. "Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions," Papers 2303.13281, arXiv.org, revised Apr 2024.
- Jordi Brandts & Sabrine El Baroudi & Stefanie Huber & Christina Rott, 2022.
"Gender Differences in Private and Public Goal Setting,"
Tinbergen Institute Discussion Papers
22-008/II, Tinbergen Institute.
- Brandts, Jordi & El Baroudi, Sabrine & Huber, Stefanie J. & Rott, Christina, 2021. "Gender differences in private and public goal setting," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 222-247.
- Jordi Brandts & Sabrine El Baroudi & Stefanie J. Huber & Cristina Rott, 2021. "Gender Differences in Private and Public Goal Setting," Working Papers 1231, Barcelona School of Economics.
- Kilian, Lutz, 2019.
"Facts and Fiction in Oil Market Modeling,"
CEPR Discussion Papers
14047, C.E.P.R. Discussion Papers.
- Lutz Kilian, 2019. "Facts and Fiction in Oil Market Modeling," Working Papers 1907, Federal Reserve Bank of Dallas, revised 21 Dec 2020.
- Kilian, Lutz, 2021. "Facts and fiction in oil market modeling," CFS Working Paper Series 661, Center for Financial Studies (CFS).
- Kilian, Lutz, 2022. "Facts and fiction in oil market modeling," Energy Economics, Elsevier, vol. 110(C).
- Lutz Kilian, 2019. "Facts and Fiction in Oil Market Modeling," CESifo Working Paper Series 7902, CESifo.
- Florian Huber & Gary Koop, 2023.
"Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks,"
Papers
2305.16827, arXiv.org.
- Florian Huber & Gary Koop, 2023. "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Working Papers 2309, University of Strathclyde Business School, Department of Economics.
- Kilian, Lutz, 2020.
"Understanding the estimation of oil demand and oil supply elasticities,"
CFS Working Paper Series
649, Center for Financial Studies (CFS).
- Kilian, Lutz, 2022. "Understanding the estimation of oil demand and oil supply elasticities," Energy Economics, Elsevier, vol. 107(C).
- Kilian, Lutz, 2020. "Understanding the Estimation of Oil Demand and Oil Supply Elasticities," CEPR Discussion Papers 15244, C.E.P.R. Discussion Papers.
- Lutz Kilian, 2020. "Understanding the Estimation of Oil Demand and Oil Supply Elasticities," CESifo Working Paper Series 8567, CESifo.
- Lutz Kilian, 2020. "Understanding the Estimation of Oil Demand and Oil Supply Elasticities," Working Papers 2027, Federal Reserve Bank of Dallas.
- Herwartz, Helmut & Theilen, Bernd & Wang, Shu, 2024. "Unraveling the structural sources of oil production and their impact on CO2 emissions," Energy Economics, Elsevier, vol. 132(C).
- Rubaszek, Michał & Szafranek, Karol & Uddin, Gazi Salah, 2021. "The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis," Energy Economics, Elsevier, vol. 103(C).
- Jarociński, Marek, 2021.
"Estimating the Fed’s Unconventional Policy Shocks,"
Working Paper Series
20210, European Central Bank.
- Jarociński, Marek, 2024. "Estimating the Fed’s unconventional policy shocks," Journal of Monetary Economics, Elsevier, vol. 144(C).
- Joshua Chan, 2023. "BVARs and Stochastic Volatility," Papers 2310.14438, arXiv.org.
- Sascha A. Keweloh & Mathias Klein & Jan Pruser, 2023. "Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies," Papers 2302.13066, arXiv.org, revised May 2024.
- Lukas Hoesch & Adam Lee & Geert Mesters, 2022. "Robust inference for non-Gaussian SVAR models," Economics Working Papers 1847, Department of Economics and Business, Universitat Pompeu Fabra.
- Lukas Hoesch & Adam Lee & Geert Mesters, 2022. "Locally Robust Inference for Non-Gaussian SVAR Models," Working Papers 1367, Barcelona School of Economics.
- Robin Braun & Ralf Brüggemann, 2020.
"Identification of SVAR Models by Combining Sign Restrictions With External Instruments,"
Working Paper Series of the Department of Economics, University of Konstanz
2020-01, Department of Economics, University of Konstanz.
Cited by:
- Leonardo N. Ferreira, 2020.
"Forward Guidance Matters: Disentangling Monetary Policy Shocks,"
Working Papers
912, Queen Mary University of London, School of Economics and Finance.
- Ferreira, Leonardo N., 2022. "Forward guidance matters: Disentangling monetary policy shocks," Journal of Macroeconomics, Elsevier, vol. 73(C).
- Leonardo N. Ferreira, 2020. "Forward Guidance Matters: disentangling monetary policy shocks," Working Papers Series 530, Central Bank of Brazil, Research Department.
- Martin Bruns & Helmut Luetkepohl, 2022.
"Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies,"
University of East Anglia School of Economics Working Paper Series
2022-02, School of Economics, University of East Anglia, Norwich, UK..
- Martin Bruns & Helmut Lütkepohl, 2022. "Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies," Discussion Papers of DIW Berlin 2005, DIW Berlin, German Institute for Economic Research.
- Martin Bruns & Michele Piffer, 2021. "Monetary policy shocks over the business cycle: Extending the Smooth Transition framework," University of East Anglia School of Economics Working Paper Series 2021-07, School of Economics, University of East Anglia, Norwich, UK..
- Dominik Bertsche, 2019. "The effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approach," Working Paper Series of the Department of Economics, University of Konstanz 2019-06, Department of Economics, University of Konstanz.
- Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2020.
"Robust Bayesian inference in proxy SVARs,"
CeMMAP working papers
CWP13/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Giacomini, Raffaella & Kitagawa, Toru & Read, Matthew, 2020. "Robust Bayesian Inference in Proxy SVARs," CEPR Discussion Papers 14626, C.E.P.R. Discussion Papers.
- Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2019. "Robust Bayesian Inference in Proxy SVARs," CeMMAP working papers CWP38/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Giacomini, Raffaella & Kitagawa, Toru & Read, Matthew, 2022. "Robust Bayesian inference in proxy SVARs," Journal of Econometrics, Elsevier, vol. 228(1), pages 107-126.
- Leonardo N. Ferreira, 2020.
"Forward Guidance Matters: Disentangling Monetary Policy Shocks,"
Working Papers
912, Queen Mary University of London, School of Economics and Finance.
- Bertsche, Dominik & Braun, Robin, 2020.
"Identification of structural vector autoregressions by stochastic volatility,"
Bank of England working papers
869, Bank of England.
- Dominik Bertsche & Robin Braun, 2022. "Identification of Structural Vector Autoregressions by Stochastic Volatility," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 328-341, January.
- Bertsche, Dominik & Braun, Robin, 2018. "Identification of Structural Vector Autoregressions by Stochastic Volatility," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181631, Verein für Socialpolitik / German Economic Association.
- Dominik Bertsche & Robin Braun, 2017. "Identification of Structural Vector Autoregressions by Stochastic Volatility," Working Paper Series of the Department of Economics, University of Konstanz 2017-11, Department of Economics, University of Konstanz.
- Dominik Bertsche & Robin Braun, 2018. "Identification of Structural Vector Autoregressions by Stochastic Volatility," Working Paper Series of the Department of Economics, University of Konstanz 2018-03, Department of Economics, University of Konstanz.
Cited by:
- Joshua C. C. Chan & Gary Koop & Xuewen Yu, 2024.
"Large Order-Invariant Bayesian VARs with Stochastic Volatility,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 825-837, April.
- Joshua C. C. Chan & Gary Koop & Xuewen Yu, 2021. "Large Order-Invariant Bayesian VARs with Stochastic Volatility," Papers 2111.07225, arXiv.org.
- Sascha A. Keweloh, 2023. "Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions," Papers 2303.13281, arXiv.org, revised Apr 2024.
- Keweloh, Sascha A. & Hetzenecker, Stephan & Seepe, Andre, 2023. "Monetary policy and information shocks in a block-recursive SVAR," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Christis Katsouris, 2023. "Structural Analysis of Vector Autoregressive Models," Papers 2312.06402, arXiv.org, revised Feb 2024.
- Helmut Lütkepohl & Aleksei Netšunajev, 2018.
"The Relation between Monetary Policy and the Stock Market in Europe,"
Econometrics, MDPI, vol. 6(3), pages 1-14, August.
- Helmut Lütkepohl & Aleksei Netsunajev, 2018. "The Relation between Monetary Policy and the Stock Market in Europe," Discussion Papers of DIW Berlin 1729, DIW Berlin, German Institute for Economic Research.
- Marek A. Dąbrowski & Łukasz Kwiatkowski & Justyna Wróblewska, 2020. "Sources of Real Exchange Rate Variability in Central and Eastern European Countries: Evidence from Structural Bayesian MSH-VAR Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(4), pages 369-412, December.
- Alfan Mansur, 2023. "Simultaneous identification of fiscal and monetary policy shocks," Empirical Economics, Springer, vol. 65(2), pages 697-728, August.
- Thore Schlaak & Malte Rieth & Maximilian Podstawski, 2023.
"Monetary policy, external instruments, and heteroskedasticity,"
Quantitative Economics, Econometric Society, vol. 14(1), pages 161-200, January.
- Thore Schlaak & Malte Rieth & Maximilian Podstawski, 2018. "Monetary Policy, External Instruments and Heteroskedasticity," Discussion Papers of DIW Berlin 1749, DIW Berlin, German Institute for Economic Research.
- Wu, Ping & Koop, Gary, 2023. "Estimating the ordering of variables in a VAR using a Plackett–Luce prior," Economics Letters, Elsevier, vol. 230(C).
- Gurdgiev, Constantin & Petrovskiy, Alexander, 2024. "Hedging and safe haven assets dynamics in developed and developing markets: Are different markets that much different?," International Review of Financial Analysis, Elsevier, vol. 92(C).
- Helmut Lutkepohl & Fei Shang & Luis Uzeda & Tomasz Wo'zniak, 2024.
"Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference,"
Papers
2404.11057, arXiv.org.
- Helmut Lütkepohl & Fei Shang & Luis Uzeda & Tomasz Woźniak, 2024. "Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference," Discussion Papers of DIW Berlin 2081, DIW Berlin, German Institute for Economic Research.
- Griller, Stefan & Huber, Florian & Pfarrhofer, Michael, 2024. "Financial markets and legal challenges to unconventional monetary policy," European Economic Review, Elsevier, vol. 163(C).
- Stefan Griller & Florian Huber & Michael Pfarrhofer, 2022. "Measuring Shocks to Central Bank Independence using Legal Rulings," Papers 2202.12695, arXiv.org.
- Mengheng Li & Ivan Mendieta-Munoz, 2019.
"The multivariate simultaneous unobserved components model and identification via heteroskedasticity,"
Working Paper Series
2019/08, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Ivan Mendieta-Munoz & Mengheng Li, 2019. "The Multivariate Simultaneous Unobserved Compenents Model and Identification via Heteroskedasticity," Working Paper Series, Department of Economics, University of Utah 2019_06, University of Utah, Department of Economics.
- Joshua Chan & Eric Eisenstat & Xuewen Yu, 2022. "Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis," Papers 2207.03988, arXiv.org.
- Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano, 2021.
"Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty,"
Journal of Econometrics, Elsevier, vol. 225(1), pages 47-73.
- Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2021. "Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty," CEPR Discussion Papers 16346, C.E.P.R. Discussion Papers.
- Joshua Chan, 2023. "BVARs and Stochastic Volatility," Papers 2310.14438, arXiv.org.
- Sascha A. Keweloh & Mathias Klein & Jan Pruser, 2023. "Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies," Papers 2302.13066, arXiv.org, revised May 2024.
- Jinan Liu & Sajjadur Rahman & Apostolos Serletis, 2021. "Cryptocurrency shocks," Manchester School, University of Manchester, vol. 89(2), pages 190-202, March.
- Braun, Robin, 2021. "The importance of supply and demand for oil prices: evidence from non-Gaussianity," Bank of England working papers 957, Bank of England.
- Daniel J Lewis, 2021.
"Identifying Shocks via Time-Varying Volatility [First Order Autoregressive Processes and Strong Mixing],"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(6), pages 3086-3124.
- Daniel J. Lewis, 2018. "Identifying shocks via time-varying volatility," Staff Reports 871, Federal Reserve Bank of New York.
Articles
- Dominik Bertsche & Robin Braun, 2022.
"Identification of Structural Vector Autoregressions by Stochastic Volatility,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 328-341, January.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Bertsche, Dominik & Braun, Robin, 2018. "Identification of Structural Vector Autoregressions by Stochastic Volatility," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181631, Verein für Socialpolitik / German Economic Association.
- Bertsche, Dominik & Braun, Robin, 2020. "Identification of structural vector autoregressions by stochastic volatility," Bank of England working papers 869, Bank of England.
- Dominik Bertsche & Robin Braun, 2017. "Identification of Structural Vector Autoregressions by Stochastic Volatility," Working Paper Series of the Department of Economics, University of Konstanz 2017-11, Department of Economics, University of Konstanz.
- Dominik Bertsche & Robin Braun, 2018. "Identification of Structural Vector Autoregressions by Stochastic Volatility," Working Paper Series of the Department of Economics, University of Konstanz 2018-03, Department of Economics, University of Konstanz.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ORE: Operations Research (6) 2018-01-15 2018-04-16 2018-11-12 2020-07-27 2020-08-10 2022-02-21. Author is listed
- NEP-ECM: Econometrics (3) 2017-08-27 2018-01-15 2022-02-21. Author is listed
- NEP-ETS: Econometric Time Series (3) 2017-08-27 2018-01-15 2018-04-16. Author is listed
- NEP-MAC: Macroeconomics (3) 2017-08-27 2020-07-27 2022-03-28. Author is listed
- NEP-ENE: Energy Economics (2) 2020-08-10 2022-02-21. Author is listed
- NEP-CWA: Central and Western Asia (1) 2022-02-21
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Robin Braun should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.