Time series analyses are often used to model a continuous response for all individuals at equally spaced time points. With the rapid advance of social network sites, network data are becoming ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a “quasi-agnostic” sign restriction procedure to identify structural shocks in frequentist structural ...

This paper investigates the international transmission mechanism of stock market movements by estimating a nine-market vector autoregression (VAR) system. Using simulated responses of the estimated ...