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Impulse response functions from structural dynamic factor models : a Monte Carlo evaluation

Kapetanios, George (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003320261

Impulse response functions from structural dynamic factor models : a Monte Carlo evaluation

Kapetanios, George; Marcellino, Massimiliano - 2006

Persistent link: https://www.econbiz.de/10003322842

Testing for common cycles in non-stationary VARS with varied frequency data

Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - In: VAR models in macroeconomics - new developments and …, (pp. 361-393). 2013

Persistent link: https://www.econbiz.de/10010252319

Testing for common cycles in non-stationary VARs with varied frecquency data

Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - 2013

Persistent link: https://www.econbiz.de/10009736971

Evaluating structural vector autoregression models in monetary economies

Li, Bin - 2008

Persistent link: https://www.econbiz.de/10011573102

Shock restricted structural vector-autoregressions

Ludvigson, Sydney C.; Ma, Sai; Ng, Serena - 2017

Persistent link: https://www.econbiz.de/10011634676

Proxy SVAR Identification of Monetary Policy Shocks – Monte Carlo Evidence and Insights for the US

Herwartz, Helmut; Rohloff, Hannes; Wang, Shu - 2020

In empirical macroeconomics, proxy structural vector autoregressive models (SVARs) have become a prominent path towards detecting monetary policy (MP) shocks. However, in practice, the merits of proxy SVARs depend on the relevance and exogeneity of the instrumental information employed. Our...

Persistent link: https://www.econbiz.de/10014091880

The Federal Reserve's implicit inflation target and macroeconomic dynamics : an svar analysis

Mumtaz, Haroon; Theodoridis, Konstantinos - In: International economic review 64 (2023) 4, pp. 1749-1775

Persistent link: https://www.econbiz.de/10014436864

Stock prices and economic fluctuations : a Markov switching structural vector autoregressive analysis

Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2008

Persistent link: https://www.econbiz.de/10003787630

Structural vector autoregressions with Markov switching

Lanne, Markku; Lütkepohl, Helmut; Maciejowska, Katarzyna - 2009

Persistent link: https://www.econbiz.de/10003825416