Essays in Honour of Fabio Canova:
Both parts of Volume 44 of Advances in Econometricspay tribute to Fabio Canova for his major contributions to economics over the last four decades
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Bingley
Emerald Publishing Limited
2022
|
| Ausgabe: | 1st ed |
| Schriftenreihe: | Advances in Econometrics Series
v.44, Part A |
| Schlagworte: | |
| Online-Zugang: | DE-2070s |
| Zusammenfassung: | Both parts of Volume 44 of Advances in Econometricspay tribute to Fabio Canova for his major contributions to economics over the last four decades |
| Beschreibung: | Description based on publisher supplied metadata and other sources |
| Beschreibung: | 1 Online-Ressource (224 Seiten) |
| ISBN: | 9781803826356 |
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| 505 | 8 | |a Intro -- Half Title Page -- Series Editors -- Title Page -- Copyright Page -- Contents -- List of Contributors -- Introduction -- References -- Chapter 1: Real-Time Real Economic Activity: Entering and Exiting the Pandemic Recession of 2020 -- 1. Introduction -- 2. Nowcast Construction, Characteristics, and Assessment -- 2.1. Construction and Updating -- 2.2. Ex Post Characteristics -- 2.3. Performance Assessment -- 3. The Pandemic Recession Entry and Exit -- 3.1. A Detailed Look at the Later-Vintage Path -- 3.2. Real-time Vintages -- 3.2.1. Five Snapshots -- 3.2.2. The Full Path Plot and Dot Plot -- 3.3. Real Economic Activity and COVID-19 -- 4. Comparison to the Great Recession Exit -- 5. Concluding Remarks and Directions for Future Research -- References -- Chapter 2: State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models -- 1. Introduction -- 2. The Models -- 2.1. Modelling State Correlation -- UC1 and UC2 Models -- UC3 and UC4 Models -- 3. State Correlation and the Forecasting Function -- 4. Bayesian Inference -- 4.1. Posterior Analysis -- 4.1.1. Disturbance Smoothing -- 5. Evaluation -- 5.1. Forecast Metrics -- 5.2. Out-of-Sample Results -- 5.3. Correlation, Trend Inflation and Inflation Expectations -- 5.4. Robustness -- 6. Conclusion -- References -- Chapter 3: On Identification Issues in Business Cycle Accounting Models -- 1 Introduction -- 2 The Prototype (M)BCA Economy -- 2.1 Description of the Economy -- 2.2 Equilibrium Conditions -- 2.3 Operational Model -- 3 Methodology -- 3.1 State Space Form -- 3.2 Estimated Parameters -- 3.3 Komunjer and Ng (2011) Test for Strict Identification -- 3.4 Iskrev (2010) Test for Strict and Weak Identification -- 3.4.1 Preliminaries -- 3.4.2 General Principles of Identification Analysis -- 3.4.3 Identification Strength -- 4 Results -- 4.1 Komunjer and Ng (2011) | |
| 505 | 8 | |a 4.1.1 Chari et al. (2007) BCA Model -- 4.1.2 Šustek (2011) MBCA Model -- 4.2 Iskrev (2010) -- 4.2.1 Chari et al. (2007) BCA Model -- 4.2.2 Šustek (2011) MBCA Model -- 5 Economic Relevance -- 5.1 Chari et al. (2007) BCA Model -- 5.2 Brinca et al. (2016) Multi-country BCA Analysis -- 6 Statistics for Practitioners -- 6.1 Empirical Distance Measures -- 7 Conclusion -- References -- A. Appendix - BCA and MBCA Model with Investment Adjustment Costs -- A.1. Komunjer and Ng (2011) -- A.2 Iskrev (2010) -- A.2.1 Chari et al. (2007) BCA Model -- A.1.1 Chari et al. (2007) BCA Model -- A.1.2 Šustek (2011) MBCA Model -- B. Appendix - Model Derivations -- B.1. Representative Consumer -- B.1.1. Optimization Problem of the Household -- B.1.2. Lagrangian Function -- B.1.3. First-order Necessary Conditions -- B.2. Representative Producer -- B.2.1. Optimization Problem of the Firm -- B.3. Additional Model Equations -- B.4. Functional Forms and Auxiliary Assumptions -- B.5. Operational Model -- B.6. Steady State -- B.7. Definitions -- B.7.1. Variables -- B.7.2. Parameters -- C. Appendix - Gensys State Space -- C.1. Log-linearized Equilibrium Conditions -- C.2. Allowing for Adjustment Costs -- C.3. Extension to MBCA - Šustek (2011) -- C.4.1. BCA - Chari et al. (2007) -- C.4.2. MBCA - Šustek (2011) -- C.4.3. BCA - Chari et al. (2007) With Adjustment Costs -- C.4.4. MBCA - Šustek (2011) with Adjustment Costs -- D. Appendix - Derivatives with Alternativestepsize -- Chapter 4: The Effect of News Shocks and Monetary Policy -- 1. Introduction -- 2. Data and the VAR Model -- 3. Results -- 4. Conclusion -- References -- Chapter 5: Statistical Identification of Economic Shocks by Signs in Structural Vector Autoregression -- 1. Introduction -- 2. Model -- 3. Application to the US Labour Market -- 3.1. GMM Estimation -- 3.2. Empirical Results -- 4. Conclusion -- References | |
| 505 | 8 | |a Chapter 6: kewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks -- 1 Introduction -- 2 A SVAR Model With Skewed Shocks -- 2.1 Bayesian Estimation of the Skewed SVAR Model -- 3. Tracking Macroeconomic Tail Risks in the Euro Area -- 3.1. Data and Model Specification -- 3.2 The Evolution of Skewness in the Euro Area -- 3.3 The Macroeconomic Impact of Time Varying Skewness -- 3.3.1 Historical Shock Decomposition -- 3.3.2 Impulse Response Function Analysis -- 3.3.3 The Impact of Asymmetric Risks on the Forecasting Distributions -- 4 Conclusion -- References -- Appendix -- A. Estimated Monthly Real GDP Growth -- Index | |
| 520 | |a Both parts of Volume 44 of Advances in Econometricspay tribute to Fabio Canova for his major contributions to economics over the last four decades | ||
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Datensatz im Suchindex
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| contents | Intro -- Half Title Page -- Series Editors -- Title Page -- Copyright Page -- Contents -- List of Contributors -- Introduction -- References -- Chapter 1: Real-Time Real Economic Activity: Entering and Exiting the Pandemic Recession of 2020 -- 1. Introduction -- 2. Nowcast Construction, Characteristics, and Assessment -- 2.1. Construction and Updating -- 2.2. Ex Post Characteristics -- 2.3. Performance Assessment -- 3. The Pandemic Recession Entry and Exit -- 3.1. A Detailed Look at the Later-Vintage Path -- 3.2. Real-time Vintages -- 3.2.1. Five Snapshots -- 3.2.2. The Full Path Plot and Dot Plot -- 3.3. Real Economic Activity and COVID-19 -- 4. Comparison to the Great Recession Exit -- 5. Concluding Remarks and Directions for Future Research -- References -- Chapter 2: State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models -- 1. Introduction -- 2. The Models -- 2.1. Modelling State Correlation -- UC1 and UC2 Models -- UC3 and UC4 Models -- 3. State Correlation and the Forecasting Function -- 4. Bayesian Inference -- 4.1. Posterior Analysis -- 4.1.1. Disturbance Smoothing -- 5. Evaluation -- 5.1. Forecast Metrics -- 5.2. Out-of-Sample Results -- 5.3. Correlation, Trend Inflation and Inflation Expectations -- 5.4. Robustness -- 6. Conclusion -- References -- Chapter 3: On Identification Issues in Business Cycle Accounting Models -- 1 Introduction -- 2 The Prototype (M)BCA Economy -- 2.1 Description of the Economy -- 2.2 Equilibrium Conditions -- 2.3 Operational Model -- 3 Methodology -- 3.1 State Space Form -- 3.2 Estimated Parameters -- 3.3 Komunjer and Ng (2011) Test for Strict Identification -- 3.4 Iskrev (2010) Test for Strict and Weak Identification -- 3.4.1 Preliminaries -- 3.4.2 General Principles of Identification Analysis -- 3.4.3 Identification Strength -- 4 Results -- 4.1 Komunjer and Ng (2011) 4.1.1 Chari et al. (2007) BCA Model -- 4.1.2 Šustek (2011) MBCA Model -- 4.2 Iskrev (2010) -- 4.2.1 Chari et al. (2007) BCA Model -- 4.2.2 Šustek (2011) MBCA Model -- 5 Economic Relevance -- 5.1 Chari et al. (2007) BCA Model -- 5.2 Brinca et al. (2016) Multi-country BCA Analysis -- 6 Statistics for Practitioners -- 6.1 Empirical Distance Measures -- 7 Conclusion -- References -- A. Appendix - BCA and MBCA Model with Investment Adjustment Costs -- A.1. Komunjer and Ng (2011) -- A.2 Iskrev (2010) -- A.2.1 Chari et al. (2007) BCA Model -- A.1.1 Chari et al. (2007) BCA Model -- A.1.2 Šustek (2011) MBCA Model -- B. Appendix - Model Derivations -- B.1. Representative Consumer -- B.1.1. Optimization Problem of the Household -- B.1.2. Lagrangian Function -- B.1.3. First-order Necessary Conditions -- B.2. Representative Producer -- B.2.1. Optimization Problem of the Firm -- B.3. Additional Model Equations -- B.4. Functional Forms and Auxiliary Assumptions -- B.5. Operational Model -- B.6. Steady State -- B.7. Definitions -- B.7.1. Variables -- B.7.2. Parameters -- C. Appendix - Gensys State Space -- C.1. Log-linearized Equilibrium Conditions -- C.2. Allowing for Adjustment Costs -- C.3. Extension to MBCA - Šustek (2011) -- C.4.1. BCA - Chari et al. (2007) -- C.4.2. MBCA - Šustek (2011) -- C.4.3. BCA - Chari et al. (2007) With Adjustment Costs -- C.4.4. MBCA - Šustek (2011) with Adjustment Costs -- D. Appendix - Derivatives with Alternativestepsize -- Chapter 4: The Effect of News Shocks and Monetary Policy -- 1. Introduction -- 2. Data and the VAR Model -- 3. Results -- 4. Conclusion -- References -- Chapter 5: Statistical Identification of Economic Shocks by Signs in Structural Vector Autoregression -- 1. Introduction -- 2. Model -- 3. Application to the US Labour Market -- 3.1. GMM Estimation -- 3.2. Empirical Results -- 4. Conclusion -- References Chapter 6: kewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks -- 1 Introduction -- 2 A SVAR Model With Skewed Shocks -- 2.1 Bayesian Estimation of the Skewed SVAR Model -- 3. Tracking Macroeconomic Tail Risks in the Euro Area -- 3.1. Data and Model Specification -- 3.2 The Evolution of Skewness in the Euro Area -- 3.3 The Macroeconomic Impact of Time Varying Skewness -- 3.3.1 Historical Shock Decomposition -- 3.3.2 Impulse Response Function Analysis -- 3.3.3 The Impact of Asymmetric Risks on the Forecasting Distributions -- 4 Conclusion -- References -- Appendix -- A. Estimated Monthly Real GDP Growth -- Index |
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(2016) Multi-country BCA Analysis -- 6 Statistics for Practitioners -- 6.1 Empirical Distance Measures -- 7 Conclusion -- References -- A. Appendix - BCA and MBCA Model with Investment Adjustment Costs -- A.1. Komunjer and Ng (2011) -- A.2 Iskrev (2010) -- A.2.1 Chari et al. (2007) BCA Model -- A.1.1 Chari et al. (2007) BCA Model -- A.1.2 Šustek (2011) MBCA Model -- B. Appendix - Model Derivations -- B.1. Representative Consumer -- B.1.1. Optimization Problem of the Household -- B.1.2. Lagrangian Function -- B.1.3. First-order Necessary Conditions -- B.2. Representative Producer -- B.2.1. Optimization Problem of the Firm -- B.3. Additional Model Equations -- B.4. Functional Forms and Auxiliary Assumptions -- B.5. Operational Model -- B.6. Steady State -- B.7. Definitions -- B.7.1. Variables -- B.7.2. Parameters -- C. Appendix - Gensys State Space -- C.1. Log-linearized Equilibrium Conditions -- C.2. Allowing for Adjustment Costs -- C.3. Extension to MBCA - Šustek (2011) -- C.4.1. 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| spelling | Dolado, Juan J. Verfasser aut Essays in Honour of Fabio Canova 1st ed Bingley Emerald Publishing Limited 2022 ©2022 1 Online-Ressource (224 Seiten) txt rdacontent c rdamedia cr rdacarrier Advances in Econometrics Series v.44, Part A Description based on publisher supplied metadata and other sources Intro -- Half Title Page -- Series Editors -- Title Page -- Copyright Page -- Contents -- List of Contributors -- Introduction -- References -- Chapter 1: Real-Time Real Economic Activity: Entering and Exiting the Pandemic Recession of 2020 -- 1. Introduction -- 2. Nowcast Construction, Characteristics, and Assessment -- 2.1. Construction and Updating -- 2.2. Ex Post Characteristics -- 2.3. Performance Assessment -- 3. The Pandemic Recession Entry and Exit -- 3.1. A Detailed Look at the Later-Vintage Path -- 3.2. Real-time Vintages -- 3.2.1. Five Snapshots -- 3.2.2. The Full Path Plot and Dot Plot -- 3.3. Real Economic Activity and COVID-19 -- 4. Comparison to the Great Recession Exit -- 5. Concluding Remarks and Directions for Future Research -- References -- Chapter 2: State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models -- 1. Introduction -- 2. The Models -- 2.1. Modelling State Correlation -- UC1 and UC2 Models -- UC3 and UC4 Models -- 3. State Correlation and the Forecasting Function -- 4. Bayesian Inference -- 4.1. Posterior Analysis -- 4.1.1. Disturbance Smoothing -- 5. Evaluation -- 5.1. Forecast Metrics -- 5.2. Out-of-Sample Results -- 5.3. Correlation, Trend Inflation and Inflation Expectations -- 5.4. Robustness -- 6. Conclusion -- References -- Chapter 3: On Identification Issues in Business Cycle Accounting Models -- 1 Introduction -- 2 The Prototype (M)BCA Economy -- 2.1 Description of the Economy -- 2.2 Equilibrium Conditions -- 2.3 Operational Model -- 3 Methodology -- 3.1 State Space Form -- 3.2 Estimated Parameters -- 3.3 Komunjer and Ng (2011) Test for Strict Identification -- 3.4 Iskrev (2010) Test for Strict and Weak Identification -- 3.4.1 Preliminaries -- 3.4.2 General Principles of Identification Analysis -- 3.4.3 Identification Strength -- 4 Results -- 4.1 Komunjer and Ng (2011) 4.1.1 Chari et al. (2007) BCA Model -- 4.1.2 Šustek (2011) MBCA Model -- 4.2 Iskrev (2010) -- 4.2.1 Chari et al. (2007) BCA Model -- 4.2.2 Šustek (2011) MBCA Model -- 5 Economic Relevance -- 5.1 Chari et al. (2007) BCA Model -- 5.2 Brinca et al. (2016) Multi-country BCA Analysis -- 6 Statistics for Practitioners -- 6.1 Empirical Distance Measures -- 7 Conclusion -- References -- A. Appendix - BCA and MBCA Model with Investment Adjustment Costs -- A.1. Komunjer and Ng (2011) -- A.2 Iskrev (2010) -- A.2.1 Chari et al. (2007) BCA Model -- A.1.1 Chari et al. (2007) BCA Model -- A.1.2 Šustek (2011) MBCA Model -- B. Appendix - Model Derivations -- B.1. Representative Consumer -- B.1.1. Optimization Problem of the Household -- B.1.2. Lagrangian Function -- B.1.3. First-order Necessary Conditions -- B.2. Representative Producer -- B.2.1. Optimization Problem of the Firm -- B.3. Additional Model Equations -- B.4. Functional Forms and Auxiliary Assumptions -- B.5. Operational Model -- B.6. Steady State -- B.7. Definitions -- B.7.1. Variables -- B.7.2. Parameters -- C. Appendix - Gensys State Space -- C.1. Log-linearized Equilibrium Conditions -- C.2. Allowing for Adjustment Costs -- C.3. Extension to MBCA - Šustek (2011) -- C.4.1. BCA - Chari et al. (2007) -- C.4.2. MBCA - Šustek (2011) -- C.4.3. BCA - Chari et al. (2007) With Adjustment Costs -- C.4.4. MBCA - Šustek (2011) with Adjustment Costs -- D. Appendix - Derivatives with Alternativestepsize -- Chapter 4: The Effect of News Shocks and Monetary Policy -- 1. Introduction -- 2. Data and the VAR Model -- 3. Results -- 4. Conclusion -- References -- Chapter 5: Statistical Identification of Economic Shocks by Signs in Structural Vector Autoregression -- 1. Introduction -- 2. Model -- 3. Application to the US Labour Market -- 3.1. GMM Estimation -- 3.2. Empirical Results -- 4. Conclusion -- References Chapter 6: kewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks -- 1 Introduction -- 2 A SVAR Model With Skewed Shocks -- 2.1 Bayesian Estimation of the Skewed SVAR Model -- 3. Tracking Macroeconomic Tail Risks in the Euro Area -- 3.1. Data and Model Specification -- 3.2 The Evolution of Skewness in the Euro Area -- 3.3 The Macroeconomic Impact of Time Varying Skewness -- 3.3.1 Historical Shock Decomposition -- 3.3.2 Impulse Response Function Analysis -- 3.3.3 The Impact of Asymmetric Risks on the Forecasting Distributions -- 4 Conclusion -- References -- Appendix -- A. Estimated Monthly Real GDP Growth -- Index Both parts of Volume 44 of Advances in Econometricspay tribute to Fabio Canova for his major contributions to economics over the last four decades Canova, Fabio 1956- (DE-588)114240809 gnd rswk-swf Econometrics Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)4016928-5 Festschrift gnd-content Canova, Fabio 1956- (DE-588)114240809 p Ökonometrie (DE-588)4132280-0 s DE-604 Gambetti, Luca Sonstige oth Matthes, Christian Sonstige oth Erscheint auch als Druck-Ausgabe Dolado, Juan J. Essays in Honour of Fabio Canova Bingley : Emerald Publishing Limited,c2022 9781803826363 |
| spellingShingle | Dolado, Juan J. Essays in Honour of Fabio Canova Intro -- Half Title Page -- Series Editors -- Title Page -- Copyright Page -- Contents -- List of Contributors -- Introduction -- References -- Chapter 1: Real-Time Real Economic Activity: Entering and Exiting the Pandemic Recession of 2020 -- 1. Introduction -- 2. Nowcast Construction, Characteristics, and Assessment -- 2.1. Construction and Updating -- 2.2. Ex Post Characteristics -- 2.3. Performance Assessment -- 3. The Pandemic Recession Entry and Exit -- 3.1. A Detailed Look at the Later-Vintage Path -- 3.2. Real-time Vintages -- 3.2.1. Five Snapshots -- 3.2.2. The Full Path Plot and Dot Plot -- 3.3. Real Economic Activity and COVID-19 -- 4. Comparison to the Great Recession Exit -- 5. Concluding Remarks and Directions for Future Research -- References -- Chapter 2: State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models -- 1. Introduction -- 2. The Models -- 2.1. Modelling State Correlation -- UC1 and UC2 Models -- UC3 and UC4 Models -- 3. State Correlation and the Forecasting Function -- 4. Bayesian Inference -- 4.1. Posterior Analysis -- 4.1.1. Disturbance Smoothing -- 5. Evaluation -- 5.1. Forecast Metrics -- 5.2. Out-of-Sample Results -- 5.3. Correlation, Trend Inflation and Inflation Expectations -- 5.4. Robustness -- 6. Conclusion -- References -- Chapter 3: On Identification Issues in Business Cycle Accounting Models -- 1 Introduction -- 2 The Prototype (M)BCA Economy -- 2.1 Description of the Economy -- 2.2 Equilibrium Conditions -- 2.3 Operational Model -- 3 Methodology -- 3.1 State Space Form -- 3.2 Estimated Parameters -- 3.3 Komunjer and Ng (2011) Test for Strict Identification -- 3.4 Iskrev (2010) Test for Strict and Weak Identification -- 3.4.1 Preliminaries -- 3.4.2 General Principles of Identification Analysis -- 3.4.3 Identification Strength -- 4 Results -- 4.1 Komunjer and Ng (2011) 4.1.1 Chari et al. (2007) BCA Model -- 4.1.2 Šustek (2011) MBCA Model -- 4.2 Iskrev (2010) -- 4.2.1 Chari et al. (2007) BCA Model -- 4.2.2 Šustek (2011) MBCA Model -- 5 Economic Relevance -- 5.1 Chari et al. (2007) BCA Model -- 5.2 Brinca et al. (2016) Multi-country BCA Analysis -- 6 Statistics for Practitioners -- 6.1 Empirical Distance Measures -- 7 Conclusion -- References -- A. Appendix - BCA and MBCA Model with Investment Adjustment Costs -- A.1. Komunjer and Ng (2011) -- A.2 Iskrev (2010) -- A.2.1 Chari et al. (2007) BCA Model -- A.1.1 Chari et al. (2007) BCA Model -- A.1.2 Šustek (2011) MBCA Model -- B. Appendix - Model Derivations -- B.1. Representative Consumer -- B.1.1. Optimization Problem of the Household -- B.1.2. Lagrangian Function -- B.1.3. First-order Necessary Conditions -- B.2. Representative Producer -- B.2.1. Optimization Problem of the Firm -- B.3. Additional Model Equations -- B.4. Functional Forms and Auxiliary Assumptions -- B.5. Operational Model -- B.6. Steady State -- B.7. Definitions -- B.7.1. Variables -- B.7.2. Parameters -- C. Appendix - Gensys State Space -- C.1. Log-linearized Equilibrium Conditions -- C.2. Allowing for Adjustment Costs -- C.3. Extension to MBCA - Šustek (2011) -- C.4.1. BCA - Chari et al. (2007) -- C.4.2. MBCA - Šustek (2011) -- C.4.3. BCA - Chari et al. (2007) With Adjustment Costs -- C.4.4. MBCA - Šustek (2011) with Adjustment Costs -- D. Appendix - Derivatives with Alternativestepsize -- Chapter 4: The Effect of News Shocks and Monetary Policy -- 1. Introduction -- 2. Data and the VAR Model -- 3. Results -- 4. Conclusion -- References -- Chapter 5: Statistical Identification of Economic Shocks by Signs in Structural Vector Autoregression -- 1. Introduction -- 2. Model -- 3. Application to the US Labour Market -- 3.1. GMM Estimation -- 3.2. Empirical Results -- 4. Conclusion -- References Chapter 6: kewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks -- 1 Introduction -- 2 A SVAR Model With Skewed Shocks -- 2.1 Bayesian Estimation of the Skewed SVAR Model -- 3. Tracking Macroeconomic Tail Risks in the Euro Area -- 3.1. Data and Model Specification -- 3.2 The Evolution of Skewness in the Euro Area -- 3.3 The Macroeconomic Impact of Time Varying Skewness -- 3.3.1 Historical Shock Decomposition -- 3.3.2 Impulse Response Function Analysis -- 3.3.3 The Impact of Asymmetric Risks on the Forecasting Distributions -- 4 Conclusion -- References -- Appendix -- A. Estimated Monthly Real GDP Growth -- Index Canova, Fabio 1956- (DE-588)114240809 gnd Econometrics Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)114240809 (DE-588)4132280-0 (DE-588)4143413-4 (DE-588)4016928-5 |
| title | Essays in Honour of Fabio Canova |
| title_auth | Essays in Honour of Fabio Canova |
| title_exact_search | Essays in Honour of Fabio Canova |
| title_full | Essays in Honour of Fabio Canova |
| title_fullStr | Essays in Honour of Fabio Canova |
| title_full_unstemmed | Essays in Honour of Fabio Canova |
| title_short | Essays in Honour of Fabio Canova |
| title_sort | essays in honour of fabio canova |
| topic | Canova, Fabio 1956- (DE-588)114240809 gnd Econometrics Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Canova, Fabio 1956- Econometrics Ökonometrie Aufsatzsammlung Festschrift |
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