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Assaad, Ragui A.
Furlanetto, Francesco
Bjørnland, Hilde C.
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Does Monetary Policy React to Asset Prices? Some International Evidence
Furlanetto, Francesco
-
2008
and Sack (2003) to identify and estimate a
VAR
in the presence of heteroskedasticity. This procedure fully takes into … account the endogeneity of interest rates and stock returns that is ignored in the traditional
VAR
literature. We find a …
Persistent link: https://www.econbiz.de/10012143687
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2
Identification of Financial Factors in Economic Fluctuations
Furlanetto, Francesco
;
Ravazzolo, Francesco
;
Sarferaz, Samad
-
2014
We estimate demand, supply, monetary, investment and financial shocks in a
VAR
identified with a minimum set of sign …
Persistent link: https://www.econbiz.de/10012143847
Saved in:
3
Labour Supply Factors and Economic Fluctuations
Foroni, Claudia
;
Furlanetto, Francesco
;
Lepetit, Antoine
-
2015
We propose a new
VAR
identification scheme that enables us to disentangle labour supply shocks from wage bargaining …
Persistent link: https://www.econbiz.de/10012143863
Saved in:
4
Immigration and the Macroeconomy: Some New Empirical Evidence
Furlanetto, Francesco
;
Robstad, Ørjan
-
2016
We propose a new
VAR
identification scheme that enables us to disentangle immigration shocks from other macroeconomic …
Persistent link: https://www.econbiz.de/10012143896
Saved in:
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