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Structural FECM : cointegration in large-scale structural FAVAR models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2014
Persistent link: https://www.econbiz.de/10010363312
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Monetary, fiscal and oil shocks : evidence based on mixed frequency structural favars
Marcellino, Massimiliano; Sivec, Vasja - 2015
Persistent link: https://www.econbiz.de/10011289242
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Narrative sign restrictions for SVARs
Antolin-Diaz, Juan; Rubio-Ramírez, Juan Francisco - 2016
Persistent link: https://www.econbiz.de/10011550991
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Impulse response estimation by smooth local projections
Barnichon, Régis; Brownlees, Christian - 2016
Persistent link: https://www.econbiz.de/10011606743
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Measuring monetary policy with VAR models : an evaluation
Favero, Carlo A.; Bagliano, Fabio C. - 1997
Persistent link: https://www.econbiz.de/10013422394
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Comparison of bootstrap confidence intervals for impulse responses of German Monetary Systems
Benkwitz, Alexander - 1999
Persistent link: https://www.econbiz.de/10013422836
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Monetary policy misspecification in Var models
Canova, Fabio - 1999
Persistent link: https://www.econbiz.de/10013422954
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Taylor rules and the predictability of interest rates
Söderlind, Paul - 2003
Persistent link: https://www.econbiz.de/10013424318
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The fiscal and monetary dynamics of Israeli inflation : a cointegrated analysis 1970 - 1987
Beenstock, Michael; Ben-Gad, Michael - 1989
Persistent link: https://www.econbiz.de/10000128435
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Methods for robust control
Dennis, Richard J.; Leitemo, Kai; Söderström, Ulf - 2006
Persistent link: https://www.econbiz.de/10003322953