Essays in Honour of Fabio Canova
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- Description
- Contents
- About
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.
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
Juan J. Dolado is Professor of Economics at the Universidad Carlos III de Madrid, Spain.
Luca Gambetti is Associate Professor at the Universitat Autonoma de Barcelona and Associate Research Professor at the Barcelona Graduate School of Economics, Spain.
Christian Matthes is Professor of Economics at Indiana University – Bloomington, USA.