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~isPartOf:"Journal of applied econometrics"
~subject:"Exchange rate"
~subject:"Shock"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
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Banerjee, Anindya
1
Caggiano, Giovanni
1
Castelnuovo, Efrem
1
Cati, Regina Celia
1
Garcia, Marcio G. P.
1
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Van der Veken, Wouter
1
Wang, Shu
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Journal of applied econometrics
Journal of international money and finance
105
Economic modelling
95
Journal of monetary economics
79
Economics letters
72
Journal of macroeconomics
62
Journal of money, credit and banking : JMCB
59
Applied economics
57
Journal of economic dynamics & control
56
Journal of international economics
51
International review of economics & finance : IREF
44
European economic review : EER
42
Open economies review
39
Macroeconomic dynamics
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Applied economics letters
28
International journal of central banking : IJCB
25
Journal of banking & finance
24
Journal of policy modeling : JPMOD ; a social science forum of world issues
22
International economic journal
20
Quantitative economics : QE ; journal of the Econometric Society
19
International journal of finance & economics : IJFE
18
Intereconomics : review of European economic policy
17
Review of economic dynamics
16
The American economic review
16
The North American journal of economics and finance : a journal of financial economics studies
16
International journal of economics and finance
15
Journal of Asian economics
15
Journal of international financial markets, institutions & money
15
Energy economics
14
Journal of financial stability
14
Revue économique : revue bimestrielle
14
Economic systems
13
International journal of economics and financial issues : IJEFI
13
Review of international economics
13
The B.E. journal of macroeconomics
13
The review of economics and statistics
13
Journal of central banking theory and practice
12
Oxford bulletin of economics and statistics
12
The economic journal : the journal of the Royal Economic Society
12
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ECONIS (ZBW)
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1
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
Saved in:
2
(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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
6
Responses to monetary policy shocks in the East and the West of Europe : a comparison
Jarociński, Marek
- In:
Journal of applied econometrics
25
(
2010
)
5
,
pp. 833-868
Persistent link: https://www.econbiz.de/10008667442
Saved in:
7
Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty
Giannoni, Marc Paolo
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 179-213
Persistent link: https://www.econbiz.de/10003448520
Saved in:
8
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
9
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
10
International spillovers of forward guidance shocks
Jones, Callum
;
Kulish, Mariano
;
Rees, Daniel M.
- In:
Journal of applied econometrics
37
(
2022
)
1
,
pp. 131-160
Persistent link: https://www.econbiz.de/10013165202
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