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Identifying monetary policy shocks via heteroskedasticity: a Bayesian approach. (2013). Netunajev, Aleksei ; Kulikov, Dmitry .
In: Bank of Estonia Working Papers.
RePEc:eea:boewps:wp2013-9.

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  1. Sources of Real Exchange Rate Variability in Central and Eastern European Countries: Evidence from Structural Bayesian MSH-VAR Models. (2020). Dąbrowski, Marek ; Wroblewska, Justyna ; Kwiatkowski, Ukasz ; Dbrowski, Marek A.
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:12:y:2020:i:4:p:369-412.

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  2. Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity. (2020). Woźniak, Tomasz ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300324.

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  3. The multivariate simultaneous unobserved components model and identification via heteroskedasticity. (2019). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan.
    In: Working Paper Series.
    RePEc:uts:ecowps:2019/08.

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  4. The Multivariate Simultaneous Unobserved Compenents Model and Identification via Heteroskedasticity. (2019). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan.
    In: Working Paper Series, Department of Economics, University of Utah.
    RePEc:uta:papers:2019_06.

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  5. Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity. (2018). Wo, Tomasz ; Lutkepohl, Helmut.
    In: Papers.
    RePEc:arx:papers:1811.08167.

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  6. Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18.

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  7. Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity. (2017). Woźniak, Tomasz ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1707.

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  8. Beggar-Thy-Neighbor? The International Effects of ECB Unconventional Monetary Policy Measures. (2016). Canova, Fabio ; Bluwstein, Kristina.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2016:q:3:a:2.

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  9. Uncertainty and Employment Dynamics in the Euro Area and the US. (2016). Netšunajev, Aleksei ; Glass, Katharina ; Netsunajev, Aleksei .
    In: SFB 649 Discussion Papers.
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  10. Structural Vector Autoregressions with Heteroskedasticy. (2015). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut.
    In: SFB 649 Discussion Papers.
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  11. Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models. (2015). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Lutkepohl, Helmut.
    In: Discussion Papers of DIW Berlin.
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  12. Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures. (2015). Canova, Fabio ; Bluwstein, Kristina.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10856.

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  13. Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models. (2015). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netunajev, Aleksei ; Luetkepohl, Helmut .
    In: CESifo Working Paper Series.
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  14. Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market. (2014). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netsunajev, Aleksei ; Lutkepohl, Helmut.
    In: SFB 649 Discussion Papers.
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  15. Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market. (2014). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netsunajev, Aleksei ; Lutkepohl, Helmut.
    In: Discussion Papers of DIW Berlin.
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  49. Does Money Matter in Shaping Domestic Business Cycles? An International Investigation (with appendices). (2010). Canova, Fabio ; Menz, Tobias .
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