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Solving the price puzzle via a functional coefficient factor-augmented VAR model

Cai, Zongwu; Liu, Xiyuan - 2021

Persistent link: https://www.econbiz.de/10012602647

Semiparametric estimates of monetary policy effects : string theory revisited

Angrist, Joshua D.; Jordà, Òscar; Kuersteiner, Guido M. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 371-387

Persistent link: https://www.econbiz.de/10012249147

Investigating the relationship between central bank transparency and stock market volatility in a nonparametric framework

Papadamou, Stephanos; Sidiropoulos, Moïse; Tzeremes, … - In: Credit and capital markets : Kredit und Kapital 50 (2017) 1, pp. 63-83

Persistent link: https://www.econbiz.de/10011944024

Causal Effects of Monetary Shocks : Semiparametric Conditional Independence Tests with a Multinomial Propensity Score

Angrist, Joshua D.; Kuersteiner, Guido M. - 2021

Macroeconomists have long been concerned with the causal effects of monetary policy. When the identification of causal effects is based on a selection-on-observables assumption, non-causality amounts to the conditional independence of outcomes and policy changes. This paper develops a...

Persistent link: https://www.econbiz.de/10013325071