Essays in honour of Fabio Canova

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 t...

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Bibliographic Details
Other Authors Canova, Fabio (honouree.), Dolado, Juan José (Editor), Gambetti, Luca (Editor), Matthes, Christian (Editor)
Format Electronic eBook
LanguageEnglish
Published Bingley, U.K. : Emerald Publishing Limited, 2022.
SeriesAdvances in econometrics ; v. 44, part A.
Subjects
Online AccessFull text
ISBN9781803826370
DOI10.1108/S0731-9053202244A
Physical Description1 online resource (336 pages).

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Table of Contents:
  • 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.