2 citations · 5 across the 4 of their papers we have counts for
4 papers
A Structural Matrix Autoregression Framework for International Spillovers
Ignacio Moreira Lara, Jan Prüser, Christoph Hanck
Understanding how macroeconomic shocks propagate across countries requires structural models that can jointly identify country-specific shocks and their international transmission.…
Forecasting Macroeconomic Tail Risk in Real Time: Do Textual Data Add Value?
Philipp Adämmer, Jan Prüser, Rainer Schüssler
We examine the incremental value of news-based data relative to the FRED-MD economic indicators for quantile predictions of employment, output, inflation and consumer sentiment in…
Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies
Sascha A. Keweloh, Mathias Klein, Jan Prüser
Different proxy variables used in fiscal policy SVARs lead to contradicting conclusions regarding the size of fiscal multipliers. Our analysis suggests that the conflicting results…
Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions
Jan Prüser, Florian Huber
Modeling and predicting extreme movements in GDP is notoriously difficult and the selection of appropriate covariates and/or possible forms of nonlinearities are key in obtaining p…