Keyphrases
Advance Warning
11%
Advanced Economies
11%
Aggregate State
11%
Approximate Dynamic Factor Model
16%
Audience Preferences
16%
Bayesian Inference
44%
Bilateral Exchange Rate
33%
Bonferroni
16%
Causal Inference
11%
Colombians
16%
Confidence Interval
33%
Conflicting Results
11%
Currency Exchange Rate
16%
Default Choice
16%
Diffusion Index
16%
Dominant Currency Paradigm
33%
Dominant Currency Pricing
16%
Dynamic Factor Model
33%
Dynamic Variance
33%
Empirical Bayes
33%
Exchange Rate
16%
Export Volume
16%
External Instruments
22%
Factor Estimation
33%
Factor Loadings
33%
Factor Space
16%
Financial Variables
33%
Firm-product
16%
First-order Stochastic Dominance
16%
Frequentist
11%
Full Information
22%
Full Information Estimation
33%
GDP Growth
33%
Global Business Cycle
16%
Growth-at-Risk
33%
Heterogeneous Agent Model
33%
Historical Decomposition
11%
Identification Approach
11%
Imported Inputs
16%
Impulse Response
33%
Impulse Response Function
33%
Index Forecasting
16%
Inflation Expectations
33%
Likelihood Estimates
11%
Likelihood Function
11%
Local Projections
33%
Local Vectors
13%
Macro Data
33%
Macroeconomic Time Series
22%
Markov Chain Monte Carlo Algorithm
11%
Microdata
33%
Model Combining
11%
Monetary Policy Shocks
16%
Monetary Shocks
11%
Moving Average Model
11%
Moving Average Representation
11%
Narrative Restrictions
33%
New Dataset
27%
New Keynesian Phillips Curve
33%
News Shocks
11%
Nonparametric Model
11%
Number of Factors
33%
Numerical Illustrations
11%
Optimal Defaults
16%
Parallel Computing
11%
Parameter Instability
16%
Point Estimate
22%
Point Identification
11%
Price Index
16%
Price Pass-through
16%
Principal Components Regression Estimator
16%
Projection Band
16%
Rapid Simulation
11%
Regression-based Method
16%
Repeated Cross-sections
11%
Rest of the World
16%
Shock
33%
Simultaneous Bands
16%
Structural Impulse Responses
40%
Structural Instability
33%
Structural Vector Autoregression
22%
Structural Vector Moving Average
11%
Tail Risk
11%
Temporal Instability
16%
Terms of Trade
16%
Time Series Data
11%
Time-varying Distribution
11%
Total Trade
16%
Trade Elasticity
16%
U.S. Data
11%
Unbiased Estimate
11%
US Business Cycle
11%
US Imports
16%
Variable Identification
33%
Variance Decomposition
33%
Vector Autoregression
26%
Volume Index
16%
Weak Identification
22%
Whittle Likelihood
11%
World Trade
16%
Mathematics
Asymptotics
8%
Bayesian
19%
Bayesian Inference
66%
Bootstrapping
11%
Confidence Band
33%
Confidence Interval
50%
Covariate
16%
Cross Section
33%
Empirical Bayes Procedure
33%
Frequentist
8%
Gaussian Distribution
8%
Impulse Response
100%
Impulse Response Function
55%
Inference Method
33%
Likelihood Function
33%
Linear Models
11%
Linear Regression
16%
Markov Chain Monte Carlo
33%
Monte Carlo Algorithm
33%
Moving Average
8%
Nonlinear Model
11%
Nonlinearities
5%
Parameter Vector
11%
Parametric
8%
Posterior Distribution
8%
Residuals
16%
Serial Correlation
16%
State Variable
33%
Time Series Data
33%
Two Dimensions
5%
Vector Autoregression
63%
Wide Range
16%
Economics, Econometrics and Finance
Autoregression
44%
Bayesian
66%
Business Cycle
11%
Exchange Rate
33%
Factor Model
33%
Inflation
33%
Inflation Expectations
33%
Instrumental Variables
33%
Intergenerational Mobility
33%
International Business Cycle
8%
International Economy
8%
Macroeconomic Data
8%
Macroeconomics
77%
Markov Chain Monte Carlo
33%
Monetary Policy
8%
Phillips Curve
33%
Pricing
8%
Principal Components
16%
Smoothing Technique
44%
Spillover Effect
8%
Terms of Trade
8%
Time Series
44%
Trade Elasticity
8%
US Dollar
8%