Discussion paper DP17640 Blended Identification in Structural VARs Andrea Carriero Massimiliano Marcellino Tommaso Tornese 3 Nov 2022 Monetary Economics and Fluctuations C11 C32 D81 E32
Discussion paper DP15777 Portfolio rebalancing in times of stress Andreas Fischer Rafael P. Greminger Christian Grisse Sylvia Kaufmann 7 Feb 2021 International Macroeconomics and Finance F30 G11 G15
Discussion paper DP14603 Advances in Structural Vector Autoregressions with Imperfect Identifying Information Christiane Baumeister James Hamilton 12 Apr 2020 International Macroeconomics and Finance Monetary Economics and Fluctuations C11 C32 Q43
Discussion paper DP14271 Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions Christiane Baumeister James Hamilton 4 Jan 2020 International Macroeconomics and Finance Monetary Economics and Fluctuations C30 E5 F2
Discussion paper DP12532 Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks Christiane Baumeister James Hamilton 22 Dec 2017 International Macroeconomics and Finance Q43 C32 E32
Discussion paper DP9383 Spending-based austerity measures and their effects on output and unemployment Evi Pappa 10 Mar 2013 International Macroeconomics Public Economics C11 E12 E32 E62
Discussion paper DP8720 How Do Credit Supply Shocks Propagate Internationally? A GVAR approach Sandra Eickmeier Tim Ng 1 Dec 2011 International Macroeconomics C3 F15 F36 F41 F44
Discussion paper DP8432 Inference for VARs Identified with Sign Restrictions Frank Schorfheide Hyungsik Roger Moon Eleonora Granziera Mihye Lee 13 Jun 2011 International Macroeconomics C1 C32
Discussion paper DP8419 Inference on Impulse Response Functions in Structural VAR Models Lutz Kilian Atsushi Inoue 1 Jun 2011 International Macroeconomics C32 C52 E37 Q43
Discussion paper DP8364 Business cycle measurement with some theory Fabio Canova Matthias Paustian 1 Apr 2011 International Macroeconomics C32 E32
Discussion paper DP8099 Monetary Policy Shocks and Portfolio Choice Marcel Fratzscher Roland Straub Christian Saborowski 8 Nov 2010 International Macroeconomics E52 F32 F4 G1
Discussion paper DP7840 Fiscal Foresight and the Effects of Goverment Spending Mario Forni Luca Gambetti 24 May 2010 International Macroeconomics C32 E32 E62
