Essays in honour of Fabio Canova

Author

Additional Author(s)

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

Publisher

Bingley, U.K: Emerald Group Publishing Limited, 2022

Language

English

ISBN

9781803826363

Series

Vol.44A

Subject(s)

• ECONOMETRICS

Notes

. .

Abstract

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.

Physical Dimension

Number of Page(s)

1 online resource (i, 215 p.)

Dimension

-

Other Desc.

-

Summary / Review / Table of Content

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.

Exemplar(s)

#	Accession No.	Call Number	Location	Status
1.	01173/23	330.015195 Ess	Online !	Available