Prelims

Essays in Honour of Fabio Canova

ISBN: 978-1-80382-636-3, eISBN: 978-1-80382-635-6

ISSN: 0731-9053

Publication date: 16 September 2022

Citation

(2022), "Prelims", Dolado, J.J., Gambetti, L. and Matthes, C. (Ed.) Essays in Honour of Fabio Canova (Advances in Econometrics, Vol. 44A), Emerald Publishing Limited, Leeds, pp. i-i. https://doi.org/10.1108/S0731-90532022000044A009

Publisher

:

Emerald Publishing Limited

Copyright © 2022 Juan J. Dolado, Luca Gambetti and Christian Matthes


Half Title Page

ESSAYS IN HONOUR OF FABIO CANOVA

Series Page

ADVANCES IN ECONOMETRICS

Series Editors: Thomas B. Fomby, R. Carter Hill, Ivan Jeliazkov, Juan Carlos Escanciano, Eric Hillebrand, Daniel L. Millimet, Rodney Strachan

Recent Volumes:

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Volume 25 Nonparametric Econometric Methods – Edited by Qi Li and Jeffrey S. Racine
Volume 26 Maximum Simulated Likelihood Methods and Applications – Edited by R. Carter Hill and William Greene
Volume 27A Missing Data Methods: Cross-sectional Methods and Applications – Edited by David M. Drukker
Volume 27B Missing Data Methods: Time-series Methods and Applications – Edited by David M. Drukker
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Volume 40B Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modelling Part B – Edited by Ivan Jeliazkov and Justin L. Tobias
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Title Page

ADVANCES IN ECONOMETRICS - VOLUME 44A

ESSAYS IN HONOUR OF FABIO CANOVA

EDITED BY

JUAN J. DOLADO

Universidad Carlos III de Madrid, Spain

LUCA GAMBETTI

Universitat Autónoma de Barcelona, Spain, Universitá di Torino, Italy

And

CHRISTIAN MATTHES

Indiana University, USA

United Kingdom – North America – Japan – India – Malaysia – China

Copyright Page

Emerald Publishing Limited

Howard House, Wagon Lane, Bingley BD16 1WA, UK

First edition 2022

Editorial matter and selection © 2022 Juan J. Dolado, Luca Gambetti and Christian Matthes.

Individual chapters © 2022 The authors.

Published under exclusive licence by Emerald Publishing Limited, with the exception of Chapter 3, which is a work of the United States Government and therefore under public domain.

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British Library Cataloguing in Publication Data

A catalogue record for this book is available from the British Library

ISBN: 978-1-80382-636-3 (Print)

ISBN: 978-1-80382-635-6 (Online)

ISBN: 978-1-80382-637-0 (Epub)

ISSN: 0731-9053 (Series)

Contents

List of Contributors vii
Introduction
Juan J. Dolado, Luca Gambetti and Christian Matthes 1
Chapter 1: Real-time Real Economic Activity: Entering and Exiting the Pandemic Recession of 2020
Francis X. Diebold 5
Chapter 2: State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models
Luis Uzeda 25
Chapter 3: On Identification Issues in Business Cycle Accounting Models
Pedro Brinca, Nikolay Iskrev and Francesca Loria 55
Chapter 4: The Effect of News Shocks and Monetary Policy
Luca Gambetti, Christoph Görtz, Dimitris Korobilis, John D. Tsoukalas and Francesco Zanetti 139
Chapter 5: Statistical Identification of Economic Shocks by Signs in Structural Vector Autoregression
Markku Lanne and Jani Luoto 165
Chapter 6: Skewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks
Carlos Montes-Galdón and Eva Ortega 177
Index 211

List of Contributors

Pedro Brinca Nova School of Business and Economics, Universidade Nova de Lisboa, Lisboa, Portugal
Francis X. Diebold University of Pennsylvania, Pennsylvania, PA, USA
Juan J. Dolado Universidad Carlos III de Madrid, Madrid, Spain
Luca Gambetti Universitat Autónoma de Barcelona, Spain, Universitá di Torino, Italy
Christoph Görtz University of Birmingham, Birmingham, UK
Nikolay Iskrev Banco de Portugal, Lisboa, Portugal
Dimitris Korobilis University of Glasgow, Glasgow, UK
Markku Lanne Faculty of Social Sciences, University of Helsinki, Helsinki, Finland
Francesca Loria Board of Governors of the Federal Reserve System, Washington, DC, USA
Jani Luoto Faculty of Social Sciences, University of Helsinki, Helsinki, Finland
Christian Matthes Indiana University, Bloomington, IN, USA
Carlos Montes-Galdón Forecasting and Policy Modelling Division, Directorate General Economics, European Central Bank, Frankfurt am Main, Germany
Eva Ortega Directorate General Economics, Statistics and Research, Banco de España, Spain
John D. Tsoukalas University of Glasgow, Glasgow, UK
Luis Uzeda Bank of Canada, Ottawa, ON, Canada
Francesco Zanetti University of Oxford, Oxford, UK