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SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH. (2005). pagan, adrian ; Fry-McKibbin, Renee.
In: CAMA Working Papers.
RePEc:een:camaaa:2005-19.

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  1. Demand-and-supply imbalance risk and long-term swap spreads. (2024). Venter, Gyuri ; Malkhozov, Aytek ; Hanson, Samuel G.
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  2. Energy price shocks and current account balances: Evidence from emerging market and developing economies. (2024). YILMAZKUDAY, HAKAN ; Vasishtha, Garima ; Lebrand, Mathilde.
    In: Energy Economics.
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  3. .

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  4. Demand-supply imbalance risk and long-term swap spreads. (2022). Venter, Gyuri ; Malkhozov, Aytek ; Hanson, Samuel.
    In: LSE Research Online Documents on Economics.
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  5. How similar are country- and sector-responses to common shocks within the euro area?. (2022). Sturm, Jan-Egbert ; Streicher, Sina ; Rathke, Alexander.
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  7. Common shocks in stocks and bonds. (2021). Pang, Hao ; Cieslak, Anna.
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  8. An analysis of the global oil market using SVARMA models. (2020). Raghavan, Mala.
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  9. An analysis of the global oil market using SVARMA models. (2019). Raghavan, Mala.
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  10. Distributional Impacts of Low for Long Interest Rates. (2019). Villarreal, Francisco ; Kronick, Jeremy.
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  12. An IV framework for combining sign and long-run parametric restrictions in SVARs. (2019). Huh, Hyeon-Seung ; Fisher, Lance A.
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  13. Analysis of shock transmissions to a small open emerging economy using a SVARMA model. (2019). Raghavan, Mala ; Athanasopoulos, George.
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  14. An IV framework for combining sign and long-run parametric restrictions in SVARs. (2018). Huh, Hyeon-Seung ; Fisher, Lance A.
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  15. Analysis of shock transmissions to a small open emerging economy using a SVARMA model. (2018). Raghavan, Mala ; Athanasopoulos, George.
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  16. Capital and liquidity buffers and the resilience of the banking system in the euro area. (2017). Budnik, Katarzyna ; Bochmann, Paul.
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  17. Canadian monetary policy analysis using a structural VARMA model. (2016). Raghavan, Mala ; Athanasopoulos, George ; Silvapulle, Param.
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  18. Three Essays on the Role of Frictions in the Economy. (2016). Mortezapouraghdam, Meradj .
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  19. Estimating the impact of changes in aggregate bank capital requirements on lending and growth during an upswing. (2016). Toffano, C. Priscilla ; Noss, Joseph.
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  20. Vector autoregressive moving average identification for macroeconomic modeling: A new methodology. (2016). Poskitt, Donald.
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  21. Theoretical Aspects of Modeling of the SVAR. (2015). Turuntseva, Marina ; Skrobotov, Anton.
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  22. Estimation of short dynamic panels in the presence of cross-sectional dependence and dynamic eterogeneity. (2015). Wieladek, Tomasz ; Weale, Martin ; Gilhooly, Robert.
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  23. Housing demands, savings gluts and current account dynamics. (2015). .
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  24. Canadian monetary policy analysis using a structural VARMA model. (2014). Raghavan, Mala ; Athanasopoulos, George ; Silvapulle, Param.
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  25. Monetary Policy and Inequality in Mexico. (2014). Villarreal, Francisco.
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  27. Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?. (2014). Wong, Benjamin ; Wiriyawit, Varang .
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  28. Estimating the impact of changes in aggregate bank capital requirements during an upswing. (2014). Toffano, C. Priscilla ; Noss, Joseph.
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  29. Business cycle convergence in EMU: A second look at the second moment. (2013). Fernández-Amador, Octavio ; Crespo Cuaresma, Jesus ; Crespo-Cuaresma, Jesus ; Fernandez-Amador, Octavio.
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  30. Does the source of oil price shocks matter for South African stock returns? A structural VAR approach. (2013). GUPTA, RANGAN ; Modise, Mampho P..
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  31. Prince-setting, monetary policy and the contractionary effects of productivity improvements. (2012). Tancioni, Massimiliano ; giuli, francesco.
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  32. Effects of monetary policy in Romania. A VAR approach.. (2012). Popescu, Iulia Vasile .
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  33. EFFECTS OF MONETARY POLICY IN ROMANIA - A VAR APPROACH. (2012). Popescu, Iulian .
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  34. EFFECTS OF MONETARY POLICY IN ROMANIA - A VAR APPROACH. (2012). Popescu, Iulian .
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  37. Does Cointegration Matter? An Analysis in a RBC Perspective. (2010). Bisio, Laura ; Faccini, Andrea .
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  38. Contractionary Effects of Supply Shocks: Evidence and Theoretical Interpretation. (2010). Tancioni, Massimiliano ; giuli, francesco.
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  39. Sign Restrictions in Structural Vector Autoregressions: A Critical Review. (2010). pagan, adrian ; Fry-McKibbin, Renee.
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  40. VARMA models for Malaysian Monetary Policy Analysis. (2009). Silvapulle, Param ; Raghavan, Mala ; Athanasopoulos, George.
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  41. The effects of monetary policy in the Czech Republic: an empirical study. (2009). Morgese Borys, Magdalena ; Horvath, Roman ; Franta, Michal.
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  42. The identification of fiscal and monetary policy in a structural VAR. (2009). Fry-McKibbin, Renee ; Dungey, Mardi.
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  43. Empirical Analysis of Monetary Transmission in Tunisia: What do SVAR Models Tell Us?. (2009). Hachicha, Ahmed ; Bates, Samuel.
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  44. Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models. (2009). Murphy, Daniel ; Kilian, Lutz.
    In: CEPR Discussion Papers.
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  45. Extending a SVAR Model of the Australian Economy. (2009). pagan, adrian ; Dungey, Mardi.
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  46. The Effects of Monetary Policy in the Czech Republic: An Empirical Study. (2008). Morgese Borys, Magdalena ; Horvath, Roman.
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  47. Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. (2008). Pesaran, M ; pagan, adrian.
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  48. Fiscal Foresight: Analytics and Econometrics. (2008). Leeper, Eric ; Yang, Shu-Chun Susan ; Walker, Todd B.
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  49. The Effects of Monetary Policy in the Czech Republic: An Empirical Study. (2007). Morgese Borys, Magdalena ; Horvath, Roman.
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  50. STABILIZING THE AUSTRALIAN BUSINESS CYCLE: GOOD LUCK OR GOOD POLICY?. (2007). Liu, Philip.
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  51. The Effects of Monetary Policy in the Czech Republic: An Empirical Study. (2007). Morgese Borys, Magdalena ; Horvath, Roman.
    In: CERGE-EI Working Papers.
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    RePEc:hum:wpaper:sfb649dp2005-059.

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  33. Markov-switching structural vector autoregressions: theory and application. (2005). Zha, Tao ; Waggoner, Daniel ; Rubio-Ramirez, Juan F.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2005-27.

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  34. Monetary policy and the house price boom across U.S. states. (2005). Otrok, Christopher ; Del Negro, Marco.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2005-24.

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  35. On the Fit and Forecasting Performance of New Keynesian Models. (2005). Wouters, Raf ; Smets, Frank ; Schorfheide, Frank ; Del Negro, Marco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4848.

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  36. What caused the early millennium slowdown? Evidence based on vector autoregressions. (2005). Peersman, Gert.
    In: Bank of England working papers.
    RePEc:boe:boeewp:272.

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  37. Accounting for the source of exchange rate movements: new evidence. (2005). Peersman, Gert ; Farrant, Katie.
    In: Bank of England working papers.
    RePEc:boe:boeewp:269.

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  38. What caused the early millennium slowdown? Evidence based on vector autoregressions. (2004). Peersman, Gert.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:04/235.

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  39. Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?. (2004). Rey, Helene ; Hau, Harald.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10476.

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  40. Technology shocks and robust sign restrictions in a euro area SVAR. (2004). Peersman, Gert ; Straub, Roland.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004373.

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  41. The Role of the IFO Business Climate Indicator and Asset Prices in German Monetary Policy. (2004). Sterken, Elmer.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1204.

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  42. Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?. (2004). Rey, Helene ; Hau, Harald.
    In: American Economic Review.
    RePEc:aea:aecrev:v:94:y:2004:i:2:p:126-133.

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  43. Narrow Money and the Business Cycle: Theoretical aspects and euro area evdence. (2003). Seitz, Franz ; Reimers, Hans-Eggert ; Brand, Claus.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0303012.

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  44. The use of long-run restrictions for the identification of technology shocks. (2003). Owyang, Michael ; Theodorou, Athena T. ; Francis, Neville.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-010.

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  45. The use of long-run restrictions for the identification of technology shocks. (2003). Owyang, Michael ; Theodorou, Athena T. ; Francis, Neville.
    In: Review.
    RePEc:fip:fedlrv:y:2003:i:nov:p:53-66:n:v.85no.6.

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  46. What Caused the Early Millennium Slowdown? Evidence Based on Vector Autoregressions. (2003). Peersman, Gert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4087.

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  47. The Transmission of US Shocks to Latin America. (2003). Canova, Fabio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3963.

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  48. Priors from general equilibrium models for VARs. (2002). Schorfheide, Frank ; Del Negro, Marco.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-14.

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  49. Validating Monetary DSGE Models through VARs. (2002). Canova, Fabio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3442.

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  50. What are the Effects of Fiscal Policy Shocks?. (2002). Uhlig, Harald ; Mountford, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3338.

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