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Results of search for Structural VAR
Records found: 25
| DP16818 |
Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies' Author(s): Lutz Kilian Published: December 2021 |
| DP16245 |
Global Risk and the Dollar Author(s): Georgios Georgiadis, Gernot Müller and Ben Schumann Published: June 2021 |
| DP16187 |
Unraveling the Productivity Paradox: Evidence for Germany Author(s): Desiree Christofzik, Steffen Elstner, Lars P Feld and Christoph M Schmidt Published: May 2021 |
| DP15956 |
Dry Bulk Shipping and the Evolution of Maritime Transport Costs, 1850-2020 Author(s): David S. Jacks and Martin Stürmer Published: March 2021 |
| DP15923 |
SVARs With Occasionally-Binding Constraints Author(s): Boragan Aruoba, Marko Mlikota, Frank Schorfheide and Sergio Villalvazo Published: March 2021 |
| DP15777 |
Portfolio rebalancing in times of stress Author(s): Andreas M Fischer, Rafael P. Greminger, Christian Grisse and Sylvia Kaufmann Published: February 2021 |
| DP15529 |
Common Component Structural VARs Author(s): Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala Published: December 2020 |
| DP15244 |
Understanding the Estimation of Oil Demand and Oil Supply Elasticities Author(s): Lutz Kilian Published: September 2020 |
| DP15005 |
Asymmetric Effects of Monetary Policy Easing and Tightening Author(s): Davide Debortoli, Mario Forni, Luca Gambetti and Luca Sala Published: July 2020 |
| DP14460 |
The Econometrics of Oil Market VAR Models Author(s): Lutz Kilian and Xiaoqing Zhou Published: March 2020 |
| 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 |
Records Found 25