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Records found: 25

DP15582	Perceived Competition in Networks Author(s): Olivier Bochet, Mathieu Faure, Yan Long and Yves Zenou Published: December 2020
DP15321	The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area Author(s): Giovanni Pellegrino, Federico Ravenna and Gabriel Züllig Published: September 2020
DP15117	A Continuous-Time Model of Financial Clearing Author(s): Konstantin Sonin and Isaac Sonin Published: July 2020
DP14603	Advances in Structural Vector Autoregressions with Imperfect Identifying Information Author(s): Christiane Baumeister and James Hamilton Published: April 2020
DP14271	Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions Author(s): Christiane Baumeister and James Hamilton Published: January 2020
DP13037	The Shocks Matter: Improving our Estimates of Exchange Rate Pass-Through Author(s): Kristin Forbes, Ida Hjortsoe and Tsvetelina Nenova Published: July 2018
DP12911	Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations Author(s): Christiane Baumeister and James Hamilton Published: May 2018
DP12691	On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint Author(s): Davide Debortoli, Jordi Galí and Luca Gambetti Published: February 2018
DP12532	Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks Author(s): Christiane Baumeister and James Hamilton Published: December 2017
DP12133	Revenue- versus spending-based fiscal consolidation announcements: follow-up, multipliers and confidence Author(s): Roel Beetsma, Oana Furtuna, Massimo Giuliodori and Haroon Mumtaz Published: July 2017
DP11018	Shocking language: Understanding the macroeconomic effects of central bank communication Author(s): Stephen Hansen and Michael McMahon Published: December 2015
DP10618	Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis Author(s): Mario Forni, Marc Hallin, Marco Lippi and Paolo Zaffaroni Published: May 2015
DP10025	The Financial and Macroeconomic Effects of OMT Announcements Author(s): Carlo Altavilla, Domenico Giannone and Michele Lenza Published: June 2014
DP9931	Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections Author(s): Marta Banbura, Domenico Giannone and Michele Lenza Published: April 2014
DP9686	Granger-Causal-Priority and Choice of Variables in Vector Autoregressions Author(s): Marek Jarocinski and Bartosz Adam Mackowiak Published: October 2013
DP9655	Testing for Granger Causality with Mixed Frequency Data Author(s): Eric Ghysels, Jonathan B. Hill and Kaiji Motegi Published: September 2013
DP9456	Stock Return Serial Dependence and Out-of-Sample Portfolio Performance Author(s): Victor DeMiguel, Francisco J. Nogales and Raman Uppal Published: April 2013
DP9380	Panel Vector Autoregressive Models: A Survey Author(s): Fabio Canova and Matteo Ciccarelli Published: March 2013
DP9058	Testing macroeconomic models by indirect inference on unfiltered data Author(s): David Meenagh, Patrick Minford and Michael R. Wickens Published: July 2012
DP8973	A Reconciliation of SVAR and Narrative Estimates of Tax Multipliers Author(s): Karel Mertens and Morten O Ravn Published: May 2012
DP8659	Expectations and Fiscal Policy: An Empirical Investigation Author(s): Roberto Perotti Published: November 2011
DP8419	Inference on Impulse Response Functions in Structural VAR Models Author(s): Atsushi Inoue and Lutz Kilian Published: June 2011
DP8099	Monetary Policy Shocks and Portfolio Choice Author(s): Marcel Fratzscher, Christian Saborowski and Roland Straub Published: November 2010
DP7966	International Business Cycle Spillovers Author(s): Kamil Yilmaz Published: August 2010
DP7542	Macroeconomic Forecasting and Structural Change Author(s): Antonello D'Agostino, Luca Gambetti and Domenico Giannone Published: November 2009

Records Found 25