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Noisy news and exchange rates : a SVAR approach
Redl, Chris - In: Journal of international money and finance 58 (2015), pp. 150-171
Persistent link: https://www.econbiz.de/10011478251
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News, noise, and Indian business cycle
Goyal, Ashima; Kumar, Abhishek - In: Bulletin of economic research 74 (2022) 2, pp. 503-538
Persistent link: https://www.econbiz.de/10013188724
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Generalized Two-Step Maximum Likelihood Estimation of Structural Vector Autoregressive Models partially identified with Short-Run Restrictions
Jang, Kyungho - Econometric Society - 2004
autoregressive models. We suggest a likelihood ratio test for over-identification in a sub-system and derive the asymptotics for …
Persistent link: https://www.econbiz.de/10005702745
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Structural VARs, deterministic and stochastic trends : how much detrending matters for shock identification
Varang Wiriyawit; Wong, Benjamin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 2, pp. 141-157
Persistent link: https://www.econbiz.de/10011507446
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Identifying conventional and unconventional monetary policy shocks : a latent threshold approach
Kimura, Takeshi; Nakajima, Jouchi - In: The B.E. journal of macroeconomics 16 (2016) 1, pp. 277-300
Persistent link: https://www.econbiz.de/10011508988
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An introduction into the SVAR methodology : identification, interpretation and limitations of SVAR models
Gottschalk, Jan - 2001 - Preliminary, this version: August 2001
approach to identification in SVAR models, which is compared to identification in simultaneous equation models. It is shown …
Persistent link: https://www.econbiz.de/10011476358
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SVARs, the central bank balance sheet and the effects of unconventional monetary policy in the euro area
Elbourne, Adam - 2019
Persistent link: https://www.econbiz.de/10012131828
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Effects of idiosyncratic shocks on macroeconomic time series
Yang, Minxian - In: Empirical economics : a journal of the Institute for … 53 (2017) 4, pp. 1441-1461
Persistent link: https://www.econbiz.de/10012019377
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Do SVARs with sign restrictions not identify unconventional monetary policy shocks?
Boeckx, Jef; Dossche, Maarten; Galesi, Alessandro; … - 2019
a successful identification of unconventional monetary policy shocks by the earlier studies and that their approach does … not serve the purpose of evaluating identification strategies of SVARs. …
Persistent link: https://www.econbiz.de/10012023612
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Fiscal policy within the DSGE-VAR framework
Babeckij, Jan; Franta, Michal; Ryšánek, Jakub - In: Economic modelling 75 (2018), pp. 23-37
Persistent link: https://www.econbiz.de/10012101364