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Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions
Baumeister, Christiane; Hamilton, James D. - 2020
Persistent link: https://www.econbiz.de/10012176986
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Political distribution risk and aggregate fluctuations
Drautzburg, Thorsten; Fernández-Villaverde, Jesús; … - 2017
Persistent link: https://www.econbiz.de/10011713323
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Sign restrictions in Bayesian favars with an application to monetary policy shocks
Amir Ahmadi, Pooyan; Uhlig, Harald - 2015
Persistent link: https://www.econbiz.de/10011420481
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The evolution of U.S. monetary policy : 2000 - 2007
Belongia, Michael T.; Ireland, Peter N. - 2016
Persistent link: https://www.econbiz.de/10011556117
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Measuring the effects of monetary policy : a factor-augmented vector autoregressive (FAVAR) approach
Bernanke, Ben; Boivin, Jean; Eliasz, Piotr - 2004
Persistent link: https://www.econbiz.de/10001887875
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Implications of dynamic factor models for VAR analysis
Stock, James H.; Watson, Mark W. - 2005
Persistent link: https://www.econbiz.de/10003029669
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Regional monetary policies and the Great Depression
Amir Ahmadi, Pooyan; Cortes, Gustavo Silva; Weidenmier, … - 2020
Persistent link: https://www.econbiz.de/10012193742
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The empirics of monetary policy rules in open economies
Clarida, Richard H. - 2001
Persistent link: https://www.econbiz.de/10001628202
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The international transmission of monetary policy
Buch, Claudia M.; Bussière, Matthieu; Goldberg, Linda S.; … - 2018
Persistent link: https://www.econbiz.de/10011818569