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~isPartOf:"CFM discussion paper series"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~language:"eng"
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Search: subject_exact:"Vector autoregressive process"
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ECONIS (ZBW)
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1
Controls, not shocks : estimating dynamic causal effects in macroeconomics
Lloyd, Simon
;
Manuel, Ed
-
2024
Persistent link: https://www.econbiz.de/10014529266
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2
Geopolitical risk and inflation : the role of energy markets
Pinchett, Marco
-
2024
Persistent link: https://www.econbiz.de/10014637626
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3
Agreed and disagreed uncertainty
Gambetti, Luca
;
Korobilis, Dimitris
;
Tsoukalas, John D.
; …
-
2023
Persistent link: https://www.econbiz.de/10014317912
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4
Interest rate surprises : a tale of two shocks
Nunes, Ricardo
;
Ozdagli, Ali
;
Tang, Jenny
-
2023
-
This draft: July 2023
Persistent link: https://www.econbiz.de/10014318109
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5
Testing the effectiveness of unconventional monetary policy in Japan and the United States
Ikeda, Daisuke
;
Li, Shangshang
;
Mavroeidis, Sophocles
-
2022
Persistent link: https://www.econbiz.de/10013500762
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6
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012627501
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7
The transmission of Keynesian supply shocks
Cesa-Bianchi, Ambrogio
;
Ferrero, Andrea
-
2021
Persistent link: https://www.econbiz.de/10013191700
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8
Fiscal foresight and the effects of government spending : it's all in the monetary-fiscal mix
Ascari, Guido
;
Beck-Friis, Peder
;
Florio, Anna
;
Gobbi, …
-
2021
Persistent link: https://www.econbiz.de/10012501577
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9
News shocks under financial frictions
Görtz, Christoph
;
Tsoukalas, John D.
;
Zanetti, Francesco
-
2020
Persistent link: https://www.econbiz.de/10012501472
Saved in:
10
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011865936
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