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A bootstrap method for identifying and evaluating a structural vector autoregression

Demiralp, Selva; Hoover, Kevin D.; Perez, Stephen J. - In: Oxford bulletin of economics and statistics 70 (2008) 4, pp. 509-533

Persistent link: https://www.econbiz.de/10003738670

Still puzzling : evaluating the price puzzle in an empirically identified structural vector autoregression

Demiralp, Selva; Hoover, Kevin D.; Perez, Stephen J. - In: Empirical economics : a journal of the Institute for … 46 (2014) 2, pp. 701-731

Persistent link: https://www.econbiz.de/10010252755

Agricultural and monetary shocks before the great depression : a graph-theoretic causal investigation

Perez, Stephen J.; Siegler, Mark V. - In: Journal of macroeconomics 28 (2006) 4, pp. 720-736

Persistent link: https://www.econbiz.de/10003397043

Monetary Policy Does Matter : Control Causality and Superexogeneity

Perez, Stephen J. - 2003

In this paper, the sufficiency of superexogeneity for control causality is exploited in the case of monetary policy and real output. The superexogeneity of the formulation of monetary policy for the real output gap is tested and found to be true implying a causal link from monetary policy to the...

Persistent link: https://www.econbiz.de/10014091919