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The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession
Österholm, Pär - In: Journal of macroeconomics 34 (2012) 1, pp. 76-86
Persistent link: https://www.econbiz.de/10009624475
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Data-driven structural BVAR analysis of unconventional monetary policy
Puonti, Päivi - In: Journal of macroeconomics 61 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012243227
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Euro area, oil and global shocks : an empirical model-based analysis
Forni, Lorenzo; Gerali, Andrea; Notarpietro, Alessandro; … - In: Journal of macroeconomics 46 (2015), pp. 295-314
Persistent link: https://www.econbiz.de/10011578264
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What's so great about the Great Moderation?
Keating, John William; Valcarcel, Victor J. - In: Journal of macroeconomics 51 (2017), pp. 115-142
Persistent link: https://www.econbiz.de/10011752360
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Bootstrapping structural VARs : avoiding a potential bias in confidence intervals for impulse response functions
Phillips, Kerk Layne; Spencer, David E. - In: Journal of macroeconomics 33 (2011) 4, pp. 582-594
Persistent link: https://www.econbiz.de/10009530453
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Temporal disaggregation of business dynamics : new evidence for U.S. economy
Rossi, Lorenza; Zanetti Chini, Emilio - In: Journal of macroeconomics 69 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10013274647
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Forecasting with instabilities : an application to DSGE models with financial frictions
Cardani, Roberta; Paccagnini, Alessia; Villa, Stefania - In: Journal of macroeconomics 61 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012243230
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Uncertainty and employment dynamics in the euro area and the US
Netšunajev, Aleksei; Glass, Katharina - In: Journal of macroeconomics 51 (2017), pp. 48-62
Persistent link: https://www.econbiz.de/10011752348
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What do we learn from Blanchard and Quah decompositions of output if aggregate demand may not be long-run neutral?
Keating, John William - In: Journal of macroeconomics 38 (2013) 2, pp. 203-217
Persistent link: https://www.econbiz.de/10010372017
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Structural change and lag length in VAR models
Thoma, Mark Allen - In: Journal of macroeconomics 30 (2008) 3, pp. 965-976
Persistent link: https://www.econbiz.de/10003781821