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Comparing shocks and frictions in US and euro area business cycles : a Bayesian DSGE approach
Smets, Frank; Wouters, Rafael - In: Journal of applied econometrics 20 (2005) 2, pp. 161-183
Persistent link: https://www.econbiz.de/10002729071
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(Un)expected monetary policy shocks and term premia
Kliem, Martin; Meyer-Gohde, Alexander - In: Journal of applied econometrics 37 (2022) 3, pp. 477-499
Persistent link: https://www.econbiz.de/10013186692
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Inattention and the impact of monetary policy
An, Zidong; Abo-Zaid, Salem; Sheng, Xuguang - In: Journal of applied econometrics 38 (2023) 4, pp. 623-643
Persistent link: https://www.econbiz.de/10014288031
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Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut; Wang, Shu - In: Journal of applied econometrics 39 (2024) 4, pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
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Unit roots in the presence of abrupt governmental interventions with an application to Brazilian data
Cati, Regina Celia; Garcia, Marcio G. P.; Perron, Pierre - In: Journal of applied econometrics 14 (1999) 1, pp. 27-56
Persistent link: https://www.econbiz.de/10001356107
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Optimal credit fluctuations
Bethune, Zachary; Hu, Tai-Wei; Rocheteau, Guillaume - In: Review of economic dynamics 27 (2018), pp. 231-245
Persistent link: https://www.econbiz.de/10012041445
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Monetary policy, the tax code, and the real effects of energy shocks
Gavin, William T.; Keen, Benjamin D.; Kydland, Finn E. - In: Review of economic dynamics 18 (2015) 3, pp. 694-707
Persistent link: https://www.econbiz.de/10011564260
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Unconventional optimal open market purchases
Gu, Chao; Haslag, Joseph H. - In: Review of economic dynamics 17 (2014) 3, pp. 543-558
Persistent link: https://www.econbiz.de/10011280932
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Monetary policy with heterogeneous households and imperfect risk-sharing
Lee, Jae Won - In: Review of economic dynamics 17 (2014) 3, pp. 505-522
Persistent link: https://www.econbiz.de/10011280935
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Learning financial shocks and the Great Recession
Pintus, Patrick A.; Suda, Jacek - In: Review of economic dynamics 31 (2019), pp. 123-146
Persistent link: https://www.econbiz.de/10012228638