3 papers
econ.EM2026
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.…
econ.EM2023
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…
econ.EM2023
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…