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Results of search for VARs
Records found: 25
| DP15446 |
A hitchhiker guide to empirical macro models Author(s): Fabio Canova and Filippo Ferroni Published: November 2020 |
| DP15190 |
Global Business and Financial Cycles: A Tale of Two Capital Account Regimes Author(s): Julien Acalin and Alessandro Rebucci Published: August 2020 |
| DP14603 |
Advances in Structural Vector Autoregressions with Imperfect Identifying Information Author(s): Christiane Baumeister and James Hamilton Published: April 2020 |
| DP14140 |
Checking if the Straitjacket Fits Author(s): Adrian Pagan and Michael R. Wickens Published: November 2019 |
| DP14064 |
Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned? Author(s): Barbara Rossi Published: October 2019 |
| DP13396 |
The Transmission of Monetary Policy Shocks Author(s): Silvia Miranda-Agrippino and Giovanni Ricco Published: December 2018 |
| DP12579 |
Structural Scenario Analysis with SVARs Author(s): Juan Antolin-Diaz, Ivan Petrella and Juan Francisco Rubio-Ramírez Published: January 2018 |
| DP11584 |
Mending the broken link: heterogeneous bank lending and monetary policy pass-through Author(s): Carlo Altavilla, Fabio Canova and Matteo Ciccarelli Published: October 2016 |
| DP11517 |
Narrative Sign Restrictions for SVARs Author(s): Juan Antolin-Diaz and Juan Francisco Rubio-Ramírez Published: September 2016 |
| DP11041 |
Are small scale VARs useful for business cycle analysis? Revisiting Non-Fundamentalness Author(s): Fabio Canova and Mehdi Hamidi Sahneh Published: January 2016 |
| DP10801 |
Structural Analysis with Multivariate Autoregressive Index Models Author(s): Andrea Carriero, George Kapetanios and Massimiliano Marcellino Published: September 2015 |
| DP10547 |
Shocks to Bank Lending, Risk-Taking, Securitization, and their Role for U.S. Business Cycle Fluctuations Author(s): Gert Peersman and Wolf Wagner Published: April 2015 |
| DP10115 |
Government Spending Shocks in Open Economy VARs Author(s): Mario Forni and Luca Gambetti Published: August 2014 |
| DP9796 |
Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications Author(s): Jonas E. Arias, Juan Francisco Rubio-Ramírez and Daniel F Waggoner Published: January 2014 |
| DP9532 |
Noise Bubbles Author(s): Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala Published: June 2013 |
| DP9383 |
Spending-based austerity measures and their effects on output and unemployment Author(s): Dimitrios Bermperoglu, Evi Pappa and Eugenia Vella Published: March 2013 |
| DP8894 |
Common Drifting Volatility in Large Bayesian VARs Author(s): Andrea Carriero, Todd Clark and Massimiliano Marcellino Published: March 2012 |
| DP8825 |
The effects of global shocks on small commodity-exporting economies: New evidence from Canada Author(s): Valery Charnavoki and Juan J. Dolado Published: February 2012 |
| DP8787 |
Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis Author(s): Alexander Chudik and Marcel Fratzscher Published: January 2012 |
| DP8432 |
Inference for VARs Identified with Sign Restrictions Author(s): Eleonora Granziera, Mihye Lee, Hyungsik Roger Moon and Frank Schorfheide Published: June 2011 |
| DP8348 |
Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area Author(s): Gert Peersman Published: April 2011 |
| DP8273 |
Bayesian VARs: Specification Choices and Forecast Accuracy Author(s): Andrea Carriero, Todd Clark and Massimiliano Marcellino Published: February 2011 |
| DP7597 |
Do expectations matter? The Great Moderation revisited Author(s): Fabio Canova and Luca Gambetti Published: December 2009 |
| DP7446 |
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models Author(s): Andrea Carriero, George Kapetanios and Massimiliano Marcellino Published: September 2009 |
| 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 |
Records Found 25