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Details about Robin Braun

Workplace:Bank of England, (more information at EDIRC)

Access statistics for papers by Robin Braun.

Last updated 2023-10-01. Update your information in the RePEc Author Service.

Short-id: pbr732


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Working Papers

2022

  1. Identification of SVAR models by combining sign restrictions with external instruments
    Bank of England working papers, Bank of England Downloads View citations (9)
    Also in Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz (2017) Downloads View citations (15)

2021

  1. The importance of supply and demand for oil prices: evidence from non-Gaussianity
    Bank of England working papers, Bank of England Downloads View citations (15)

2020

  1. Identification of structural vector autoregressions by stochastic volatility
    Bank of England working papers, Bank of England Downloads View citations (8)
    Also in Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz (2017) Downloads View citations (6)
    Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz (2018) Downloads View citations (4)
    VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association (2018) Downloads View citations (4)

    See also Journal Article Identification of Structural Vector Autoregressions by Stochastic Volatility, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) Downloads View citations (12) (2022)
  2. Identification of SVAR Models by Combining Sign Restrictions With External Instruments
    Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz Downloads View citations (7)

Journal Articles

2022

  1. Identification of Structural Vector Autoregressions by Stochastic Volatility
    Journal of Business & Economic Statistics, 2022, 40, (1), 328-341 Downloads View citations (12)
    See also Working Paper Identification of structural vector autoregressions by stochastic volatility, Bank of England working papers (2020) Downloads View citations (8) (2020)
 
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