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Results of search for Structural VAR
Records found: 25
| DP14047 |
Facts and Fiction in Oil Market Modeling Author(s): Lutz Kilian Published: October 2019 |
| DP13853 |
Identification with External Instruments in Structural VARs under Partial Invertibility Author(s): Silvia Miranda-Agrippino and Giovanni Ricco Published: July 2019 |
| DP13068 |
Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment Author(s): Lutz Kilian and Xiaoqing Zhou Published: July 2018 |
| DP12765 |
Deconstructing Monetary Policy Surprises - The Role of Information Shocks Author(s): Marek Jarocinski and Peter Karadi Published: March 2018 |
| DP12024 |
Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios Author(s): Rüdiger Bachmann and Sebastian Rueth Published: May 2017 |
| DP10022 |
Estimating overidentified, non-recursive, time varying coefficients structural VARs Author(s): Fabio Canova and Fernando J. Pérez Forero Published: June 2014 |
| DP9824 |
Monetary Policy Surprises, Credit Costs and Economic Activity Author(s): Mark Gertler and Peter Karadi Published: February 2014 |
| DP9532 |
Noise Bubbles Author(s): Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala Published: June 2013 |
| DP8432 |
Inference for VARs Identified with Sign Restrictions Author(s): Eleonora Granziera, Mihye Lee, Hyungsik Roger Moon and Frank Schorfheide Published: June 2011 |
| DP8209 |
Testing for Sufficient Information in Structural VARs Author(s): Mario Forni and Luca Gambetti Published: January 2011 |
| DP7096 |
Monetary Policy Regimes and the Term Structure of Interest Rates Author(s): Ruslan Bikbov and Mikhail Chernov Published: December 2008 |
| DP7003 |
The International Dimension of Productivity and Demand Shocks in the US Economy Author(s): Giancarlo Corsetti, Luca Dedola and Sylvain Leduc Published: October 2008 |
| DP6830 |
Oil and the Macroeconomy: A Structural VAR Analysis with Sign Restrictions Author(s): Francesco Lippi and Andrea Nobili Published: May 2008 |
| DP6720 |
The Effects of Technology Shocks on Hours and Output: A Robustness Analysis Author(s): Fabio Canova, J David López-Salido and Claudio Michelacci Published: February 2008 |
| DP6632 |
On the Sources of the Great Moderation Author(s): Jordi Galí and Luca Gambetti Published: January 2008 |
| DP6409 |
Labour Market Dynamics and the Business Cycle: Structural Evidence for the United States Author(s): Morten O Ravn and Saverio Simonelli Published: August 2007 |
| DP5725 |
Does Information Help Recovering Structural Shocks from Past Observations? Author(s): Domenico Giannone and Lucrezia Reichlin Published: June 2006 |
| DP5621 |
Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation Author(s): George Kapetanios and Massimiliano Marcellino Published: April 2006 |
| DP5457 |
Structural Changes in the US Economy: Bad Luck or Bad Policy? Author(s): Fabio Canova and Luca Gambetti Published: January 2006 |
| DP4133 |
Opening the Black Box: Structural Factor Models versus Structural VARs Author(s): Mario Forni, Marco Lippi and Lucrezia Reichlin Published: December 2003 |
| DP3701 |
VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models Author(s): Domenico Giannone, Lucrezia Reichlin and Luca Sala Published: January 2002 |
| DP2333 |
Monetary Policy Misspecification in VAR Models Author(s): Fabio Canova and Joaquim Pivis Pina Published: December 1999 |
| DP1954 |
A Tale of Two Neighbour Economies: Labour Market Dynamics in Spain and Portugal Author(s): Sonsoles Castillo, Juan J. Dolado and Juan F Jimeno Published: August 1998 |
| DP1733 |
Identifying Monetary Policy Shocks in Japan Author(s): Etsuro Shioji Published: October 1997 |
| DP1647 |
Real Interest Rates, Nominal Shocks, and Real Shocks Author(s): John Driffill Published: May 1997 |
Records Found 25