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Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; … - In: Econometrica : journal of the Econometric Society, an … 93 (2025) 2, pp. 695-718

Persistent link: https://www.econbiz.de/10015401163

Measurement errors and monetary policy : then and now

Amir Ahmadi, Pooyan; Matthes, Christian; Wang, Mu-Chun - In: Journal of economic dynamics & control 79 (2017), pp. 66-78

Persistent link: https://www.econbiz.de/10011817602

Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S.

Bacchiocchi, Emanuele; Castelnuovo, Efrem; Fanelli, Luca - 2016

Persistent link: https://www.econbiz.de/10011698807

Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the United States

Bacchiocchi, Emanuele; Castelnuovo, Efrem; Fanelli, Luca - In: Macroeconomic dynamics 22 (2018) 6, pp. 1613-1651

Persistent link: https://www.econbiz.de/10011916999

Effects of idiosyncratic shocks on macroeconomic time series

Yang, Minxian - In: Empirical economics : a journal of the Institute for … 53 (2017) 4, pp. 1441-1461

Persistent link: https://www.econbiz.de/10012019377

Identifying shocks to business cycles with asynchronous propagation

Trenkler, Carsten; Weber, Enzo - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1815-1836

Persistent link: https://www.econbiz.de/10012219716

Estimating the effects of monetary policy in Australia using sign-restricted structural vector autoregressions

Read, Matthew - 2022

Persistent link: https://www.econbiz.de/10014317969

Inference based on time-varying SVARs identified with time restrictions

Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; Shin, … - 2024

Persistent link: https://www.econbiz.de/10015340162

Local projection inference in high dimensions

Adamek, Robert; Smeekes, Stephan; Wilms, Ines - In: The econometrics journal 27 (2024) 3, pp. 323-342

Persistent link: https://www.econbiz.de/10015357780

Estimation and Inference of Quantile Impulse Response Functions by Local Projections : With Applications to VaR Dynamics

Han, Heejoon - 2019

This article investigates the estimation and inference of quantile impulse response functions. We propose a new estimation method using the local projections by Jordà (2005). We establish consistency and asymptotic normality of the estimator, thereby enabling asymptotic inference. We also...

Persistent link: https://www.econbiz.de/10012861622