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Sources of real exchange rate fluctuations : how important are nominal shocks?
Clarida, Richard H.; Galí, Jordi - 1994
Persistent link: https://www.econbiz.de/10013421949
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VAR information and the empirical validation of DSGE models
Forni, Mario; Gambetti, Luca; Sala, Luca - 2016
Persistent link: https://www.econbiz.de/10011482286
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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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Noisy news in business cycles
Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - 2013
Persistent link: https://www.econbiz.de/10010188705
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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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International shocks and domestic prices : how large are strategic complementarities?
Amiti, Mary; Itskhoki, Oleg; Konings, Jozef - 2016
Persistent link: https://www.econbiz.de/10011481988
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Macroeconomic shocks, the ERM and tri-polarity
Bayoumi, Tamim A.; Taylor, Mark P. - 1992
Persistent link: https://www.econbiz.de/10013421658
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The combination of monetary and fiscal policy shocks : a TVP-FAVAR approach
Molteni, Francesco; Pappa, Euē - 2017
Persistent link: https://www.econbiz.de/10011821276
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How do credit supply shocks propagate internationally? : a GVAR approach
Eickmeier, Sandra; Ng, Tim - 2011
Persistent link: https://www.econbiz.de/10009486222
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Testing for sufficient information in structural VARs
Forni, Mario; Gambetti, Luca - 2011
Persistent link: https://www.econbiz.de/10008859070