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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
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How does monetary policy affect economic vulnerability to oil price shock as against US economy shock?
Fatemeh Razmi; Azali, Mohamed; Lee, Chin; Habibullah, … - In: International journal of economics and financial issues … 7 (2017) 2, pp. 544-550
Persistent link: https://www.econbiz.de/10011789374
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Transmission of United States monetary policy shocks to oil exporting countries : a vector error correction approach to Mundellian trilemma
Burakov, Dmitry - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 4, pp. 14-22
Persistent link: https://www.econbiz.de/10011749850
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Three essays on estimation of policy disturbances
Reicher, Christopher Phillip - 2008
Persistent link: https://www.econbiz.de/10011574206
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The impact of monetary policy shocks on commodity prices
Anzuini, Alessio; Lombardi, Marco; Pagano, Patrizio - 2010
overwhelmingly large. This finding is also confirmed under different identification strategies for the monetary policy shock …. - Monetary policy Shock ; Oil Price ; VAR …
Persistent link: https://www.econbiz.de/10003994006
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Monetary policy trade-offs with a dominant oil producer
Nakov, Anton; Pescatori, Andrea - In: Journal of money, credit and banking : JMCB 42 (2010) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10003922496
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Monetary, fiscal and oil shocks : evidence based on mixed frequency structural favars
Marcellino, Massimiliano; Sivec, Vasja - 2015
Persistent link: https://www.econbiz.de/10011289242
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The impact of monetary policy surprises on energy prices
Basistha, Arabinda; Kurov, Alexander - In: The journal of futures markets 35 (2015) 1, pp. 87-103
Persistent link: https://www.econbiz.de/10011346166
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The response of US states to exogenous oil supply and monetary policy shocks
Atems, Bebonchu; Lam, Eddery - In: Inventi impact: emerging economies (2014) 1, pp. 38-60
Persistent link: https://www.econbiz.de/10010344845
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Narrative sign restrictions for SVARs
Antolin-Diaz, Juan; Rubio-Ramírez, Juan Francisco - 2016
Persistent link: https://www.econbiz.de/10011550991