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Policy and business cycle shocks : a structural factor model representation of the US economy
Forni, Mario; Gambetti, Luca - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-21
find that (i) the US economy is well described by a number of structural shocks between two and five. Focusing on the four-shock …
Persistent link: https://www.econbiz.de/10012626760
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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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Monetary policy shocks : what have we learned and to what end?
Christiano, Lawrence J.; Eichenbaum, Martin S.; Evans, … - 1998
Persistent link: https://www.econbiz.de/10000656570
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Causal effects of monetary shocks : semiparametric conditional independence tests with a multinomial propensity score
Angrist, Joshua D. (contributor);  … - 2008
dependent data and allowing for first-step estimation of the propensity score. -- Monetary policy ; propensity score …
Persistent link: https://www.econbiz.de/10003739948
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Essays in international macroeconomics
Scholl, Almuth - 2006
Persistent link: https://www.econbiz.de/10003315521
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Interest rates, exchange rates and world monetary policy
Floyd, John E. - 2010
Persistent link: https://www.econbiz.de/10003888281
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Bayesian estimation and evaluation of the segmented markets friction in equilibrium monetary models
Landon-Lane, John S.; Occhino, Filippo - In: Journal of macroeconomics 30 (2008) 1, pp. 444-461
Persistent link: https://www.econbiz.de/10003665331
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Inflation and output dynamics in models of the business cycle
Kryvtsov, Oleksiy - 2004
Persistent link: https://www.econbiz.de/10003555567
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News shocks, monetary policy, and amplification effects in New Keynesian macroeconomics
Offick, Sven - 2015
Persistent link: https://www.econbiz.de/10011431930
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Structural FECM : cointegration in large-scale structural FAVAR models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2014
Persistent link: https://www.econbiz.de/10010363312