Sfoglia per Autore "Fragetta, Matteo"

Items 1-3 di 3

    • Empirical applications of the interacted panel VAR model 

      Di Serio, Mario (Universita degli studi di Salerno, 2018-06-15)
      The Vector Autoregressive (VAR) Models can be considered as a dynamic multivariate extension of the univariate autoregressive models. This family of models has become very popular in macroeconomics analysis after the ...

    • The effects of fiscal shocks in svar models: a graphical modelling approach 

      Fragetta, Matteo; Melina, Giovanni (2010)
      We apply graphical modelling theory to identify scal policy shocks in SVAR models of the US economy. Unlike other econometric ap- proaches which achieve identi cation by relying on potentially con- tentious a priori ...

    • The impact of ECB. Unconventional monetary policies 

      Santucci, Federica (Universita degli studi di Salerno, 2021-05-29)
      This dissertation work deals with analysing more deeply the nature, motivations and effects, however measurable, of the unconventional monetary policies and it is aimed at addressing some questions about their adoption ...