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 DP12911 Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations Christiane Baumeister James Hamilton 4 May 2018 Monetary Economics and Fluctuations C32 E52 C11
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