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Identification in structural vector autoregressive models with structural changes, with an application to us monetary policy
Bacchiocchi, Emanuele; Fanelli, Luca - In: Oxford bulletin of economics and statistics 77 (2015) 6, pp. 761-779
Persistent link: https://www.econbiz.de/10011396514
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Confidence bands for impulse responses : Bonferroni vs. Wald
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - In: Oxford bulletin of economics and statistics 77 (2015) 6, pp. 800-821
Persistent link: https://www.econbiz.de/10011396542
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A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy
Huber, Florian; Fischer, Manfred M. - In: Oxford bulletin of economics and statistics 80 (2018) 3, pp. 575-604
Persistent link: https://www.econbiz.de/10011969518
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Simulation evidence on theory-based and statistical identification under volatility breaks
Herwartz, Helmut; Plödt, Martin - In: Oxford bulletin of economics and statistics 78 (2016) 1, pp. 94-112
Persistent link: https://www.econbiz.de/10011494636
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Assessing the transmission of monetary policy using time-varying parameter dynamic factor models
Korobilis, Dimitris - In: Oxford bulletin of economics and statistics 75 (2013) 2, pp. 157-179
Persistent link: https://www.econbiz.de/10009754629
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What does a monetary policy shock do? : an international analysis with multiple filters
Castelnuovo, Efrem - In: Oxford bulletin of economics and statistics 75 (2013) 5, pp. 759-784
Persistent link: https://www.econbiz.de/10010225401
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Causal inference by independent component analysis : theory and applications
Moneta, Alessio; Entner, Doris; Hoyer, Patrik O.; Coad, … - In: Oxford bulletin of economics and statistics 75 (2013) 5, pp. 705-730
Persistent link: https://www.econbiz.de/10010225406
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How does monetary policy respond to exchange rate movements? : new international evidence
Bjørnland, Hilde Christiane; Halvorsen, Jørn I. - In: Oxford bulletin of economics and statistics 76 (2014) 2, pp. 208-232
Persistent link: https://www.econbiz.de/10010474934
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Learning into the wind : a structural VAR investigation of UK monetary policy
Mountford, Andrew - In: Oxford bulletin of economics and statistics 67 (2005) 5, pp. 597-621
Persistent link: https://www.econbiz.de/10003142827
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On the identification of interdependence and contagion of financial crises
Bacchiocchi, Emanuele - In: Oxford bulletin of economics and statistics 79 (2017) 6, pp. 1148-1175
Persistent link: https://www.econbiz.de/10011772197