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What caused the early millennium slowdown? : Evidence based on vector autoregressions
Peersman, Gert (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004043
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What caused the early millennium slowdown? : Evidence based on vector autoregressions
Peersman, Gert - In: Journal of applied econometrics 20 (2005) 2, pp. 185-207
Persistent link: https://www.econbiz.de/10002729083
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The relative importance of symmetric and asymmetric shocks and the determination of the exchange rate
Peersman, Gert (contributor) - 2005
Persistent link: https://www.econbiz.de/10002594026
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The relative importance of symmetric and asymmetric shocks : the case of United Kingdom and euro area
Peersman, Gert - In: Oxford bulletin of economics and statistics 73 (2011) 1, pp. 104-118
Persistent link: https://www.econbiz.de/10009011871
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The relative importance of symmetric and asymmetric shocks : the case of United Kingdom and euro area
Peersman, Gert - 2007
Persistent link: https://www.econbiz.de/10003511397
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What caused the early millennium slowdown? : Evidence based on vector autoregressions
Peersman, Gert (contributor) - 2005
Persistent link: https://www.econbiz.de/10003267698
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What caused the early millennium slowdown? : evidence based on vector autoregressions
Peersman, Gert - 2003
Persistent link: https://www.econbiz.de/10013424344
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Do SVARs with sign restrictions not identify unconventional monetary policy shocks?
Boeckx, Jef; Dossche, Maarten; Galesi, Alessandro; … - 2019
A growing empirical literature has shown, based on structural vector autoregressions (SVARs) identified through sign restrictions, that unconventional monetary policies implemented after the outbreak of the Great Financial Crisis (GFC) had expansionary macroeconomic effects. In a recent paper,...
Persistent link: https://www.econbiz.de/10012051250
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Do SVARs with sign restrictions not identify unconventional monetary policy shocks?
Boeckx, Jef; Dossche, Maarten; Galesi, Alessandro; … - 2019
Persistent link: https://www.econbiz.de/10012131198
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Do SVARs with sign restrictions not identify unconventional monetary policy shocks?
Boeckx, Jef; Dossche, Maarten; Galesi, Alessandro; … - 2019
A growing empirical literature has shown, based on structural vector autoregressions (SVARs) identified through sign restrictions, that unconventional monetary policies implemented after the outbreak of the Great Financial Crisis (GFC) had expansionary macroeconomic effects. In a recent paper,...
Persistent link: https://www.econbiz.de/10012023612