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Results of search for Impulse response

Records found: 25

DP15545	The Role of the Prior in Estimating VAR Models with Sign Restrictions Author(s): Atsushi Inoue and Lutz Kilian Published: December 2020
DP14065	Chinese Financial Conditions and their Spillovers to the Global Economy and Markets Author(s): Rong Fu, Jeremy Lawson, Carolina Martinez and Abigail Watt Published: October 2019
DP13765	Identifying Modern Macro Equations with Old Shocks Author(s): Régis Barnichon and Geert Mesters Published: May 2019
DP11726	Impulse Response Estimation By Smooth Local Projections Author(s): Régis Barnichon and Christian Brownlees Published: December 2016
DP11032	Solution and Estimation Methods for DSGE Models Author(s): Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramírez and Frank Schorfheide Published: December 2015
DP10610	Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs Author(s): Massimiliano Marcellino and Vasja Sivec Published: May 2015
DP10298	Impulse Response Matching Estimators for DSGE Models Author(s): Pablo A. Guerron-Quintana, Atsushi Inoue and Lutz Kilian Published: December 2014
DP9892	Joint Confidence Sets for Structural Impulse Responses Author(s): Atsushi Inoue and Lutz Kilian Published: March 2014
DP9705	Methods for Measuring Expectations and Uncertainty in Markov-Switching Models Author(s): Francesco Bianchi Published: October 2013
DP9488	Monetary Shocks with Observation and Menu Costs Author(s): Fernando Alvarez, Francesco Lippi and Luigi Paciello Published: May 2013
DP9228	Monetary Shocks in a Model with Inattentive Producers Author(s): Fernando Alvarez, Francesco Lippi and Luigi Paciello Published: November 2012
DP8863	Price setting with menu cost for multi-product firms Author(s): Fernando Alvarez and Francesco Lippi Published: February 2012
DP8755	Prior Selection for Vector Autoregressions Author(s): Domenico Giannone, Michele Lenza and Giorgio E Primiceri Published: January 2012
DP8419	Inference on Impulse Response Functions in Structural VAR Models Author(s): Atsushi Inoue and Lutz Kilian Published: June 2011
DP7827	Endogenous Monetary Policy Regimes and the Great Moderation Author(s): Ana Beatriz C Galvão and Massimiliano Marcellino Published: May 2010
DP7800	Is Economic Recovery a Myth? Robust Estimation of Impulse Responses Author(s): Coen N Teulings and Nick Zubanov Published: May 2010
DP7507	The Myth of Financial Innovation and the Great Moderation Author(s): Wouter Den Haan and Vincent Sterk Published: October 2009
DP7284	Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks Author(s): Lutz Kilian and Robert J. Vigfusson Published: April 2009
DP7266	Do Local Projections Solve the Bias Problem in Impulse Response Inference? Author(s): Lutz Kilian and Yun Jung Kim Published: April 2009
DP7234	Back to square one: identification issues in DSGE models Author(s): Fabio Canova and Luca Sala Published: March 2009
DP7070	Monetary Policy Trade-Offs in an Estimated Open-Economy DSGE Model Author(s): Malin Adolfson, Stefan Laséen, Jesper Lindé and Lars E.O. Svensson Published: December 2008
DP7015	Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices Author(s): Lutz Kilian and Clara Vega Published: October 2008
DP5222	Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis Author(s): Roel Beetsma, Massimo Giuliodori and Franc Klaassen Published: September 2005
DP4724	Bank Loan Components and the Time-Varying Effects of Monetary Policy Shocks Author(s): Wouter Den Haan, Steven Sumner and Guy Yamashiro Published: November 2004
DP4537	What Does A Technology Shock Do? A VAR Analysis with Model-based Sign Restrictions Author(s): Luca Dedola and Stefano Neri Published: September 2004

Records Found 25