Similar Search Results

Monetary policy uncertainty and firm dynamics

Fasani, Stefano; Mumtaz, Haroon; Rossi, Lorenza - 2020

This paper uses a FAVAR model with external instruments to show that the policy uncertainty shocks are recessionary and … constant firms or constant firms' exit are unable to re-produce the FAVAR response of firm' entry and exit and suggest a much … smaller effect of this shock on real activity. …

Persistent link: https://www.econbiz.de/10012243253

Monetary policy uncertainty and firm dynamics

Fasani, Stefano; Mumtaz, Haroon; Rossi, Lorenza - 2020

Persistent link: https://www.econbiz.de/10012372937

On fiscal and monetary policy-induced macroeconomic volatility dynamics

Liu, Xiaochun - In: Journal of economic dynamics & control 127 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012668875

Oil price shocks, inventories, and macroeconomic dynamics

Herrera, Ana María - In: Macroeconomic dynamics 22 (2018) 3, pp. 620-639

Persistent link: https://www.econbiz.de/10011916664

Are the macroeconomic effects of oil price shock symmetric? : a Factor-Augmented Vector Autoregressive approach

An, Lian; Jin, Xiaoze; Ren, Xiaomei - In: Energy economics 45 (2014), pp. 217-228

Persistent link: https://www.econbiz.de/10010505399

Narrative sign restrictions for SVARs

Antolín-Díaz, Juan; Rubio-Ramírez, Juan Francisco - 2016

We identify structural vector autoregressions using narrative sign restrictions. Narrative sign restrictions constrain the structural shocks and the historical decomposition around key historical events, ensuring that they agree with the established narrative account of these episodes. Using...

Persistent link: https://www.econbiz.de/10011570683