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vector autoregressions
Records found: 20
DP17049
On the Effects of Monetary Policy Shocks on Earnings and Consumption Heterogeneity
Author(s)
: Minsu Chang and Frank Schorfheide
Published
: February 2022
DP17035
Sequential Monte Carlo With Model Tempering
Author(s)
: Marko Mlikota and Frank Schorfheide
Published
: February 2022
DP16760
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic
Author(s)
: Frank Schorfheide and Dongo Song
Published
: November 2021
DP16183
Heterogeneity and Aggregate Fluctuations
Author(s)
: Minsu Chang, Xiaohong Chen and Frank Schorfheide
Published
: May 2021
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
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
DP8099
Monetary Policy Shocks and Portfolio Choice
Author(s)
: Marcel Fratzscher, Christian Saborowski and Roland Straub
Published
: November 2010
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
DP5207
Bayesian Analysis of DSGE Models
Author(s)
: Sungbae An and Frank Schorfheide
Published
: September 2005
DP4827
The Effects of Permanent Technology Shocks on Labour Productivity and Hours in the RBC Model
Author(s)
: Jesper Lindé
Published
: January 2005
DP4087
What Caused the Early Millennium Slowdown? Evidence Based on Vector Autoregressions
Author(s)
: Gert Peersman
Published
: October 2003
DP1483
Short- and Long-run Phillips Trade-offs and the Cost of Disinflationary Policies
Author(s)
: Juan J. Dolado, J David López-Salido and Juan Luis Vega
Published
: October 1996
DP1219
The Monetary Transmission Mechanism: Evidence from the G-7 Countries
Author(s)
: Stefan Gerlach and Frank Smets
Published
: July 1995
DP1042
Testing Long-run Neutrality: Empirical Evidence for G7 Countries with Special Emphasis on Germany
Author(s)
: Axel A Weber
Published
: October 1994
Records Found
20