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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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Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2014
Persistent link: https://www.econbiz.de/10010465634
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Do local projections solve the bias problem in impulse response inference?
Kilian, Lutz; Kim, Yun Jung - 2009
Persistent link: https://www.econbiz.de/10003835974
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Joint confidence sets for structual impulse responses
Inoue, Atsushi; Kilian, Lutz - 2014
Persistent link: https://www.econbiz.de/10010363307
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Estimating overidentified, non-recursive, time varying coefficients structural vars
Canova, Fabio; Forero, Fernando J. Pèrez - 2014
Persistent link: https://www.econbiz.de/10010382052
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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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What is the truth about DSGE models? : testing by indirect inference
Meenagh, David; Minford, Patrick; Wickens, Michael R.; … - 2017
Persistent link: https://www.econbiz.de/10011619175
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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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Protectionism and the business cycle
Barattieri, Alessandro; Cacciatore, Matteo; Ghironi, Fabio - 2018
Persistent link: https://www.econbiz.de/10011884446
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The dynamic effects of monetary policy : a structural factor model approach
Forni, Mario; Gambetti, Luca - 2008
Persistent link: https://www.econbiz.de/10003793645