1. (Structural) VAR models with ignored changes in mean and volatility. (2024). Salish, Nazarii ; Demetrescu, Matei.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854.

   Full description at Econpapers || Download paper

2. Structural sources of oil market volatility and correlation dynamics. (2023). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre.
   In: Energy Economics.
   RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561.

   Full description at Econpapers || Download paper

3. Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models. (2023). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:235:y:2023:i:2:p:1054-1086.

   Full description at Econpapers || Download paper

4. Estimating the ordering of variables in a VAR using a Plackett–Luce prior. (2023). Koop, Gary ; Wu, Ping.
   In: Economics Letters.
   RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002720.

   Full description at Econpapers || Download paper

5. Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis.
   In: Papers.
   RePEc:arx:papers:2312.06402.

   Full description at Econpapers || Download paper

6. BVARs and Stochastic Volatility. (2023). Chan, Joshua.
   In: Papers.
   RePEc:arx:papers:2310.14438.

   Full description at Econpapers || Download paper

7. Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility. (2022). Yu, Xuewen ; Chan, Joshua.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922002093.

   Full description at Econpapers || Download paper

8. Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua.
   In: Papers.
   RePEc:arx:papers:2207.03988.

   Full description at Econpapers || Download paper

9. Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility. (2022). Yu, Xuewen.
   In: Papers.
   RePEc:arx:papers:2206.08438.

   Full description at Econpapers || Download paper

10. Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models. (2021). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E.
    In: Working Papers.
    RePEc:fip:fedpwp:92355.

    Full description at Econpapers || Download paper

11. Inference in Bayesian Proxy-SVARs. (2021). Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Arias, Jonas E.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:225:y:2021:i:1:p:88-106.

    Full description at Econpapers || Download paper

12. Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:225:y:2021:i:1:p:47-73.

    Full description at Econpapers || Download paper

13. The horseshoe prior for time-varying parameter VARs and Monetary Policy. (2021). Pruser, Jan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001238.

    Full description at Econpapers || Download paper

14. Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi ; Tomioka, Kazuki.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:83:y:2021:i:5:p:1193-1217.

    Full description at Econpapers || Download paper

15. Large Order-Invariant Bayesian VARs with Stochastic Volatility. (2021). Yu, Xuewen ; Chan, Joshua ; Koop, Gary.
    In: Papers.
    RePEc:arx:papers:2111.07225.

    Full description at Econpapers || Download paper

16. Robust Inference in Time-Varying Structural VAR Models: The DC-Cholesky Multivariate Stochastic Volatility Model. (2020). Hartwig, Benny.
    In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics.
    RePEc:zbw:vfsc20:224528.

    Full description at Econpapers || Download paper

17. Robust inference intime-varying structural VAR models: The DC-Cholesky multivariate stochasticvolatility model. (2020). Hartwig, Benny.
    In: Discussion Papers.
    RePEc:zbw:bubdps:342020.

    Full description at Econpapers || Download paper

18. Evolving Monetary Policy in the Aftermath of the Great Recession. (2020). Ortmans, Aymeric.
    In: Documents de recherche.
    RePEc:eve:wpaper:20-01.

    Full description at Econpapers || Download paper

19. Sequential Bayesian inference for vector autoregressions with stochastic volatility. (2020). Zito, John ; Bognanni, Mark.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:113:y:2020:i:c:s016518892030021x.

    Full description at Econpapers || Download paper

20. Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-02359503.

    Full description at Econpapers || Download paper

21. Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility. (2019). Zito, John ; Bognanni, Mark.
    In: Working Papers.
    RePEc:fip:fedcwq:86647.

    Full description at Econpapers || Download paper

22. Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors. (2019). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:212:y:2019:i:1:p:137-154.

    Full description at Econpapers || Download paper

23. Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1932.

    Full description at Econpapers || Download paper

24. Monetary Policy across Space and Time. (2018). Matthes, Christian ; Liu, Laura ; Petrova, Katerina.
    In: Working Paper.
    RePEc:fip:fedrwp:18-14.

    Full description at Econpapers || Download paper

1. Arías, Jonas E., Juan F. Rubio-Ramírez, and Daniel F. Waggoner (2018). “Inference based on structural vector autoregressions identified with sign and zero restrictions: Theory and applications.” Econometrica, 86(2), pp. 685–720. doi:10.3982/ECTA14468.

2. Baumeister, Christiane and Gert Peersman (2013a). “The role of time-varying price elasticities in accounting for volatility changes in the crude oil market.” Journal of Applied Econometrics, 28(7), pp. 1087–1109. doi:10.1002/jae.2283.

3. Baumeister, Christiane and Gert Peersman (2013b). “Time-varying effects of oil supply shocks on the US economy.” American Economic Journal: Macroeconomics, 5(4), pp. 1–28. doi: 10.1257/mac.5.4.1. Canova, Fabio and Gianni De Nicolo (2002). “Monetary disturbances matter for business fluctuations in the G-7.” Journal of Monetary Economics, 49(6), pp. 1131–1159. doi:10.1016/ S0304-3932(02)00145-9.

4. Baumeister, Christiane and James D. Hamilton (2015). “Sign restrictions, structural vector autoregressions, and useful prior information.” Econometrica, 83(5), pp. 1963–1999. doi: 10.3982/ECTA12356.

5. Baumeister, Christiane and Luca Benati (2013). “Unconventional monetary policy and the great recession: estimating the macroeconomic effects of a spread compression at the zero lower bound.” International Journal of Central Banking, 9(2), pp. 165–211.

6. Canova, Fabio and Luca Gambetti (2009). “Structural changes in the US economy: Is there a role for monetary policy?” Journal of Economic Dynamics and Control, 33(2), pp. 477–490. doi:10.1016/j.jedc.2008.05.010.

7. Clark, Todd E. and Francesco Ravazzolo (2015). “Macroeconomic forecasting performance under alternative specifications of time-varying volatility.” Journal of Applied Econometrics, 30(4), pp. 551–575. doi:10.1002/jae.2379. URL http://dx.doi.org/10.1002/jae.2379.

8. Cogley, Timothy and Thomas J. Sargent (2001). “Evolving post-World War II U.S. inflation dynamics.” NBER Macroeconomics Annual, 16, pp. 331–373. doi:10.1086/654451.
   Paper not yet in RePEc: Add citation now
   
9. Cogley, Timothy and Thomas J. Sargent (2005). “Drifts and volatilities: monetary policies and outcomes in the post WWII US.” Review of Economic Dynamics, 8(2), pp. 262 – 302. doi:10.1016/j.red.2004.10.009.
   Paper not yet in RePEc: Add citation now
   

10. Del Negro, Marco and Frank Schorfheide (2011). “Bayesian macroeconometrics.” In John Geweke, Gary Koop, and Herman van Dijk, editors, The Oxford Handbook of Bayesian Econometrics, chapter 7, pp. 293–389. Oxford University Press. doi:10.1093/oxfordhb/ 9780199559084.013.0008.

11. Del Negro, Marco and Giorgio E. Primiceri (2015). “Time varying structural vector autoregressions and monetary policy: A corrigendum.” The Review of Economic Studies, 82(4), pp. 1342–1345. doi:10.1093/restud/rdv024.

12. Doan, Thomas, Robert Litterman, and Christopher Sims (1984). “Forecasting and conditional projection using realistic prior distributions.” Econometric Reviews, 3(1), pp. 1–100. doi: 10.1080/07474938408800053.
    Paper not yet in RePEc: Add citation now
    
13. Faust, Jon (1998). “The robustness of identified VAR conclusions about money.” CarnegieRochester Conference Series on Public Policy, 49, pp. 207 – 244. doi:https://doi.org/10.1016/ S0167-2231(99)00009-3.
    Paper not yet in RePEc: Add citation now
    
14. Fox, E. B. and M. West (2014). “Autoregressive models for variance matrices: Stationary inverse Wishart processes.” URL http://ftp.stat.duke.edu/WorkingPapers/11-15.html, arXiv:1107.5239.
    Paper not yet in RePEc: Add citation now
    

15. Gupta, A. K. and D. K. Nagar (2000). Matrix Variate Distributions. Chapman & Hall/CRC.

16. Harrison, Jeff and Mike West (1997). Bayesian Forecasting & Dynamic Models. Springer.
    Paper not yet in RePEc: Add citation now
    

17. Hofmann, Boris, Gert Peersman, and Roland Straub (2012). “Time variation in U.S. wage dynamics.” Journal of Monetary Economics, 59(8), pp. 769–783. doi:10.1016/j.jmoneco. 2012.10.009.

18. Konno, Yoshihiko (1988). “Exact moments of the multivariate f and beta distributions.” Journal of The Japan Statistical Society, 18(2), pp. 123–130. doi:10.11329/jjss1970.18.123.
    Paper not yet in RePEc: Add citation now
    

19. Koop, Gary and Dimitris Korobilis (2013). “Large time-varying parameter VARs.” Journal of Econometrics, 177(2), pp. 185–198. doi:10.1016/j.jeconom.2013.04.007.

20. Mountford, Andrew and Harald Uhlig (2009). “What are the effects of fiscal policy shocks?” Journal of Applied Econometrics, 24(6), pp. 960–992. doi:10.1002/jae.1079. URL 10.1002/ jae.1079.

21. Muirhead, Robb J. (1982). Aspects of Multivariate Statistical Theory. John Wiley & Sons, Inc.
    Paper not yet in RePEc: Add citation now
    
22. Prado, Raquel and Mike West (2010). Time Series: Modeling, Computation, and Inference. Chapman & Hall/CRC.
    Paper not yet in RePEc: Add citation now
    
23. Primiceri, Giorgio E. (2005). “Time varying structural vector autoregressions and monetary policy.” The Review of Economic Studies, 72(3), pp. 821–852. doi:10.1111/j.1467-937X.2005. 00353.x. Quintana, J., V. Lourdes, O. Aguilar, and J. Liu (2003). “Global gambling.” In J. Bernardo, M. Bayarri, J. Berger, A. Dawid, D. Heckerman, A. Smith, and M. West, editors, Bayesian Statistics 7: Proceedings of the Seventh Valencia International Meeting, pp. 349–368. Oxford University Press.
    Paper not yet in RePEc: Add citation now
    
24. Quintana, José M and Mike West (1987). “An analysis of international exchange rates using multivariate DLM’s.” The Statistician, pp. 275–281. doi:10.2307/2348524.
    Paper not yet in RePEc: Add citation now
    

25. Rothenberg, Thomas J. (1971). “Identification in parametric models.” Econometrica, 39(3), pp.

26. Rubio-Ramírez, Juan F., Daniel F. Waggoner, and Tao Zha (2010). “Structural vector autoregressions: Theory of identification and algorithms for inference.” The Review of Economic Studies, 77(2), pp. 665–696. doi:10.1111/j.1467-937X.2009.00578.x. Sims, Christopher A (1993). “A nine-variable probabilistic macroeconomic forecasting model.” In Business Cycles, Indicators and Forecasting, pp. 179–212. University of Chicago Press.

27. Sims, Christopher A. and Tao Zha (2006). “Were there regime switches in U.S. monetary policy?” The American Economic Review, 96(1), pp. 54–81. doi:10.1257/000282806776157678.

28. Sims, Christopher A., Daniel F. Waggoner, and Tao Zha (2008). “Methods for inference in large multiple-equation Markov-switching models.” Journal of Econometrics, 146(2), pp. 255 – 274. doi:10.1016/j.jeconom.2008.08.023.

29. Stewart, Gilbert W (1980). “The efficient generation of random orthogonal matrices with an application to condition estimators.” SIAM Journal on Numerical Analysis, 17(3), pp. 403–409.
    Paper not yet in RePEc: Add citation now
    
30. Uhlig, Harald (1994). “On singular Wishart and singular multivariate beta distributions.” The Annals of Statistics, 22(1), pp. 395–405. doi:10.1214/aos/1176325375.
    Paper not yet in RePEc: Add citation now
    

31. Uhlig, Harald (1997). “Bayesian vector autoregressions with stochastic volatility.” Econometrica, 65(1), pp. pp. 59–73. doi:10.2307/2171813.

32. Uhlig, Harald (2005). “What are the effects of monetary policy on output? Results from an agnostic identification procedure.” Journal of Monetary Economics, 52(2), pp. 381 – 419. doi:10.1016/j.jmoneco.2004.05.007.

1. Empirical estimation of REER trend for Ukraine. (2021). Vdovychenko, Artem.
   In: IHEID Working Papers.
   RePEc:gii:giihei:heidwp06-2021.

   Full description at Econpapers || Download paper

2. Partial pooling with cross-country priors: An application to house price shocks. (2020). Roth, Markus.
   In: Discussion Papers.
   RePEc:zbw:bubdps:062020.

   Full description at Econpapers || Download paper

3. Regional Monetary Policies and the Great Depression. (2020). Weidenmier, Marc ; Cortes, Gustavo ; Amir Ahmadi, Pooyan ; Amir-Ahmadi, Pooyan.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:26695.

   Full description at Econpapers || Download paper

4. ZLB and Beyond: Real and Financial Effects of Low and Negative Interest Rates in the Euro Area. (2020). Zlobins, Andrejs.
   In: Working Papers.
   RePEc:ltv:wpaper:202006.

   Full description at Econpapers || Download paper

5. Uniform Priors for Impulse Responses. (2020). Waggoner, Daniel F ; Rubio-Ramirez, Juan F ; Arias, Jonas E.
   In: Working Papers.
   RePEc:fip:fedpwp:94737.

   Full description at Econpapers || Download paper

6. Shock-Dependent Exchange Rate Pass-Through: Evidence Based on a Narrative Sign Approach. (2020). Zhang, Ren ; Wynne, Mark A.
   In: Globalization Institute Working Papers.
   RePEc:fip:feddgw:87486.

   Full description at Econpapers || Download paper

7. Strategic interactions and price dynamics in the global oil market. (2020). Venditti, Fabrizio ; di Nino, Virginia ; DiNino, Virginia ; Alvarez, Irma Alonso.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20202368.

   Full description at Econpapers || Download paper

8. Identifying SVARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies. (2020). Rünstler, Gerhard ; Budnik, Katarzyna ; Runstler, Gerhard.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20202353.

   Full description at Econpapers || Download paper

9. Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:14271.

   Full description at Econpapers || Download paper

10. The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8153.

    Full description at Econpapers || Download paper

11. Uncertainty shocks and financial crisis indicators. (2019). Roth, Markus ; Hristov, Nikolay.
    In: Discussion Papers.
    RePEc:zbw:bubdps:362019.

    Full description at Econpapers || Download paper

12. Cross-Border flows and the effect of Global Financial shocks in Latin America.. (2019). Pérez Forero, Fernando ; Gondo Mori, Rocio.
    In: Working Papers.
    RePEc:rbp:wpaper:2019-020.

    Full description at Econpapers || Download paper

13. Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments. (2019). Fanelli, Luca ; Angelini, Giovanni.
    In: MPRA Paper.
    RePEc:pra:mprapa:93864.

    Full description at Econpapers || Download paper

14. Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries. (2019). Wróblewska, Justyna ; Dbrowski, Marek A.
    In: MPRA Paper.
    RePEc:pra:mprapa:93813.

    Full description at Econpapers || Download paper

15. Terms of Trade Effects of Productivity Shocks and Economic Development. (2019). Ozelik, Emre ; Tuan, Mustafa.
    In: MPRA Paper.
    RePEc:pra:mprapa:91473.

    Full description at Econpapers || Download paper

16. The effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approach. (2019). Bertsche, Dominik.
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1906.

    Full description at Econpapers || Download paper

17. How are oil supply shocks transmitted to the U.S. economy?. (2019). Güntner, Jochen ; Guntner, Jochen ; Geiger, Martin.
    In: Economics working papers.
    RePEc:jku:econwp:2019_13.

    Full description at Econpapers || Download paper

18. Government Deficit Shocks and Okuns Coefficient Volatility: New Insights on the Austerity versus Growth Debate. (2019). Sala, Hector ; Pham, Binh Thai .
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp12492.

    Full description at Econpapers || Download paper

19. Inequality and the Business Cycle: Evidence from U.S. survey data. (2019). Mayer, Eric ; Scharler, Johann ; Geiger, Martin.
    In: Working Papers.
    RePEc:inn:wpaper:2019-01.

    Full description at Econpapers || Download paper

20. The Third Round of the Euro Area Enlargement: Are the Candidates Ready?. (2019). Deskar-Škrbić, Milan ; Kunovac, Davor ; Kotarac, Karlo ; Deskar-Krbi, Milan.
    In: Working Papers.
    RePEc:hnb:wpaper:57.

    Full description at Econpapers || Download paper

21. The Interaction Between Fiscal and Monetary Policies: Evidence from Sweden. (2019). Ankargren, Sebastian ; Shahnazarian, Hovick.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0365.

    Full description at Econpapers || Download paper

22. Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-02359503.

    Full description at Econpapers || Download paper

23. The systematic component of monetary policy in SVARs: An agnostic identification procedure. (2019). Caldara, Dario ; Rubio-Ramirez, Juan F ; Arias, Jonas E.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:101:y:2019:i:c:p:1-13.

    Full description at Econpapers || Download paper

24. An IV framework for combining sign and long-run parametric restrictions in SVARs. (2019). Huh, Hyeon-Seung ; Fisher, Lance A.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:61:y:2019:i:c:6.

    Full description at Econpapers || Download paper

25. The financial market effects of the ECBs asset purchase programs. (2019). Roth, Markus ; Lewis, Vivien.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:43:y:2019:i:c:p:40-52.

    Full description at Econpapers || Download paper

26. On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck?. (2019). Cross, Jamie.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:77:y:2019:i:c:p:174-186.

    Full description at Econpapers || Download paper

27. Proxy VAR Models in a Data-Rich Environment. (2019). Bruns, Martin.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1831.

    Full description at Econpapers || Download paper

28. Bayesian Structural VAR Models: A New Approach for Prior Beliefs on Impulse Responses. (2019). Piffer, Michele ; Bruns, Martin.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1796.

    Full description at Econpapers || Download paper

29. Uncertainty Shocks and Financial Crisis Indicators. (2019). Roth, Markus ; Hristov, Nikolay.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7839.

    Full description at Econpapers || Download paper

30. Assessing U.S. aggregate fluctuations across time and frequencies. (2019). Verona, Fabio ; Matthes, Christian ; Lubik, Thomas A.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2019_005.

    Full description at Econpapers || Download paper

31. Chinas monetary policy and the loan market : How strong is the credit channel in China?. (2019). Nuutilainen, Riikka ; Breitenlechner, Max .
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2019_015.

    Full description at Econpapers || Download paper

32. The macroeconomic effects of forward communication. (2019). ter Ellen, Saskia ; Xu, Hong ; Robstad, Orjan ; Brubakk, Leif .
    In: Working Paper.
    RePEc:bno:worpap:2019_20.

    Full description at Econpapers || Download paper

33. IS THERE A SINGLE SHOCK THAT DRIVES THE MAJORITY OF BUSINESS CYCLE FLUCTUATIONS?. (2019). Ben Zeev, Nadav.
    In: Working Papers.
    RePEc:bgu:wpaper:1906.

    Full description at Econpapers || Download paper

34. The Global Financial Cycle and US Monetary Policy in an Interconnected World. (2019). Galesi, Alessandro ; Dees, Stephane.
    In: Working papers.
    RePEc:bfr:banfra:744.

    Full description at Econpapers || Download paper

35. Wages and prices in the euro area: exploring the nexus. (2019). Nobili, Andrea ; Conti, Antonio.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_518_19.

    Full description at Econpapers || Download paper

36. The global financial cycle and us monetary policy in an interconnected world. (2019). Galesi, Alessandro ; Dees, Stephane.
    In: Working Papers.
    RePEc:bde:wpaper:1942.

    Full description at Econpapers || Download paper

37. Shifts in Monetary Policy and Exchange Rate Dynamics: Is Dornbuschs Overshooting Hypothesis Intact, After all?. (2019). Ruth, Sebastian K.
    In: Working Papers.
    RePEc:awi:wpaper:0673.

    Full description at Econpapers || Download paper

38. Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1932.

    Full description at Econpapers || Download paper

39. Combining sign and parametric restrictions in SVARs by Givens Rotations. (2018). Huh, Hyeon-Seung ; Fisher, Lance A.
    In: Working papers.
    RePEc:yon:wpaper:2018rwp-122.

    Full description at Econpapers || Download paper

40. Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations. (2018). Hamilton, James ; Baumeister, Christiane.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24597.

    Full description at Econpapers || Download paper

41. A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification. (2018). Bognanni, Mark.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1811.

    Full description at Econpapers || Download paper

42. Inference in Bayesian Proxy-SVARs. (2018). Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Arias, Jonas E.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2018-16.

    Full description at Econpapers || Download paper

43. Inference in Bayesian Proxy-SVARs. (2018). Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Arias, Jonas E.
    In: Working Papers.
    RePEc:fda:fdaddt:2018-13.

    Full description at Econpapers || Download paper

44. Macroeconomic shocks and risk premia. (2018). Pinter, Gabor.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:90370.

    Full description at Econpapers || Download paper

45. Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations. (2018). Baumeister, Christiane ; Hamilton, James D.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:100:y:2018:i:c:p:48-65.

    Full description at Econpapers || Download paper

46. The effects of wage flexibility on activity and employment in Spain. (2018). Domenech, Rafael ; Ulloa, Camilo ; Garcia, Juan Ramon.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:40:y:2018:i:6:p:1200-1220.

    Full description at Econpapers || Download paper

47. The case for Divisia monetary statistics: A Bayesian time-varying approach. (2018). Ellington, Michael.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:96:y:2018:i:c:p:26-41.

    Full description at Econpapers || Download paper

48. How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area. (2018). Slacalek, Jiri ; Lenza, Michele.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182190.

    Full description at Econpapers || Download paper

49. Inference in Structural Vector Autoregressions when the Identifying Assumptions are not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations. (2018). Baumeister, Christiane ; Hamilton, James D.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7048.

    Full description at Econpapers || Download paper

50. Inference in structural vector auto regressions when the identifying assumptions are not fully believed : Re-evaluating the role of monetary policy in economic fluctuations. (2018). Hamilton, James ; Baumeister, Christiane.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2018_014.

    Full description at Econpapers || Download paper

Report date: 2025-02-08 23:05:22 || Missing content? Let us know