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Results of search for autoregression

Records found: 25

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
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
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
DP12424	Credit Market Spillovers: Evidence from a Syndicated Loan Market Network Author(s): Abhimanyu Gupta, Sotirios Kokas and Alexander Michaelides Published: November 2017
DP11018	Shocking language: Understanding the macroeconomic effects of central bank communication Author(s): Stephen Hansen and Michael McMahon Published: December 2015
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
DP8973	A Reconciliation of SVAR and Narrative Estimates of Tax Multipliers Author(s): Karel Mertens and Morten O Ravn Published: May 2012
DP8875	Macro-Financial Linkages: evidence from country-specific VARs Author(s): Paolo Guarda and Philippe Jeanfils Published: March 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
DP7471	Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models Author(s): Lutz Kilian and Daniel P Murphy Published: September 2009
DP7423	Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach Author(s): Karel Mertens and Morten O Ravn Published: August 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
DP7176	On the Statistical Identification of DSGE Models Author(s): Agostino Consolo, Carlo A. Favero and Alessia Paccagnini Published: February 2009

Records Found 25