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The Shimer puzzle and the identification of productivity shocks

Barnichon, Regis - 2009

Persistent link: https://www.econbiz.de/10003832601

The optimal level of reserves for low-income countries : self-insurance against external shocks

Barnichon, Regis - In: IMF staff papers 56 (2009) 4, pp. 852-875

Persistent link: https://www.econbiz.de/10003900220

Productivity and unemployment over the business cycle

Barnichon, Regis - In: Journal of monetary economics 57 (2010) 8, pp. 1013-1025

Persistent link: https://www.econbiz.de/10008905793

Gaussian mixture approximations of impulse responses and the nonlinear effects of monetary shocks

Barnichon, Regis; Matthes, Christian - 2016

Persistent link: https://www.econbiz.de/10011504572

International Reserves and Self-Insurance against External Shocks

Barnichon, Regis - 2008

The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate. This paper develops an analytical...

Persistent link: https://www.econbiz.de/10012771461

Impulse Response Estimation by Smooth Local Projections

Barnichon, Regis - 2018

Local Projections (LP) is a popular methodology for the estimation of Impulse Responses (IR). Compared to the traditional VAR approach, LP allow for more flexible IR estimation by imposing weaker assumptions on the dynamics of the data. The nonparametric nature of LP comes at an efficiency cost...

Persistent link: https://www.econbiz.de/10012934986