Discussion paper DP17153 Dynamic Identification Using System Projections and Instrumental Variables Daniel Lewis Karel Mertens 29 Mar 2022 Monetary Economics and Fluctuations E3 C32 C36
Discussion paper DP17134 Local Projections in Unstable Environments: How Effective is Fiscal Policy? Atsushi Inoue Barbara Rossi Yiru Wang 24 Mar 2022 Monetary Economics and Fluctuations C22 C26 C32 C36 C53
Discussion paper DP17111 Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices Thomas Hasenzagl Filippo Pellegrino Lucrezia Reichlin Giovanni Ricco 15 Mar 2022 Monetary Economics and Fluctuations C11 C32 C53 E31 E32 E52
Discussion paper DP17049 On the Effects of Monetary Policy Shocks on Earnings and Consumption Heterogeneity Minsu Chang Frank Schorfheide 18 Feb 2022 Monetary Economics and Fluctuations C11 C32 C52 E32
Discussion paper DP17035 Sequential Monte Carlo With Model Tempering Marko Mlikota Frank Schorfheide 15 Feb 2022 Monetary Economics and Fluctuations C11 C32
Discussion paper DP16818 Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’ Lutz Kilian 18 Dec 2021 International Macroeconomics and Finance C11 C32 C52
Discussion paper DP16760 Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic Frank Schorfheide Dongho Song 29 Nov 2021 Monetary Economics and Fluctuations C11 C32 C53
Discussion paper DP16669 What are the likely macroeconomic effects of the EU Recovery plan? Fabio Canova Evi Pappa 26 Oct 2021 Macroeconomics and Growth C32
Discussion paper DP16613 Dividend Momentum and Stock Return Predictability: A Bayesian Approach Juan Francisco Rubio-Ramírez Ivan Petrella Juan Antolin-Diaz 5 Oct 2021 Financial Economics C32 C53 E47
Discussion paper DP16558 Estimating Hysteresis Effects Francesco Furlanetto Antoine Lepetit Ørjan Robstad Juan Francisco Rubio-Ramírez Pål Ulvedal 15 Sep 2021 Monetary Economics and Fluctuations C32 E24 E32
Discussion paper DP16430 The Transmission of Keynesian Supply Shocks Ambrogio Cesa-Bianchi Andrea Ferrero 7 Aug 2021 Monetary Economics and Fluctuations C11 C32 E32
Discussion paper DP16346 Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty Massimiliano Marcellino Andrea Carriero Todd Clark 8 Jul 2021 Monetary Economics and Fluctuations C11 C32 D81 E32