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 DP15545 The Role of the Prior in Estimating VAR Models with Sign Restrictions Atsushi Inoue Lutz Kilian 11 Dec 2020 International Macroeconomics and Finance C22 C32 C52 E31 Q43
Discussion paper DP11726 Impulse Response Estimation By Smooth Local Projections Regis Barnichon 28 Dec 2016 Monetary Economics and Fluctuations C14 C32 C53 E47
Discussion paper DP10298 Impulse Response Matching Estimators for DSGE Models Lutz Kilian Atsushi Inoue Pablo A. Guerron-Quintana 14 Dec 2014 International Macroeconomics C32 C52 E30 E50
Discussion paper DP7800 Is Economic Recovery a Myth? Robust Estimation of Impulse Responses Coen Teulings Nick Zubanov 23 May 2010 Financial Economics C53 E27 G01
Discussion paper DP7284 Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks Lutz Kilian Robert J. Vigfusson 26 Apr 2009 International Macroeconomics C32 E37 Q43
Discussion paper DP4014 The Transmission Mechanism in a Changing World Michael Artis Massimiliano Marcellino Ana Beatriz Galvão 23 Aug 2003 International Macroeconomics C32 C53 E32
Discussion paper DP2208 Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems Jürgen Wolters Helmut Lütkepohl Alexander Benkwitz 31 Aug 1999 International Macroeconomics C32
Discussion paper DP2210 Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen Ronald MacDonald Ian W Marsh 31 Aug 1999 International Macroeconomics F31