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The robustness of identified VAR conclusions about money. (1998). Faust, Jon.
In: International Finance Discussion Papers.
RePEc:fip:fedgif:610.

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  2. Bank capital requirement shocks: A narrative perspective. (2023). Conti, Antonio ; Signoretti, Federico M ; Nobili, Andrea.
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  4. Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut.
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  6. How similar are country- and sector-responses to common shocks within the euro area?. (2022). Sturm, Jan-Egbert ; Streicher, Sina ; Rathke, Alexander.
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  10. How large is the economy-wide rebound effect in middle income countries? Evidence from Iran. (2022). Stern, David ; Bruns, Stephan B ; Jafari, Mahboubeh.
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  20. Common shocks in stocks and bonds. (2021). Pang, Hao ; Cieslak, Anna.
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  21. Decomposing the U.S. Great Depression: How important were loan supply shocks?. (2021). Scharler, Johann ; Mathy, Gabriel P ; Breitenlechner, Max.
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  22. Financial uncertainty and real activity: The good, the bad, and the ugly. (2021). Kima, Richard ; Delrio, Silvia ; Castelnuovo, Efrem ; Caggiano, Giovanni.
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  23. (Machine) learning parameter regions. (2021). Nesbit, James ; Montiel, Jose Luis.
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  24. Monetary policy announcements and bank lending: Do banks’ refinancing markets matter?. (2021). Scharler, Johann ; Breitenlechner, Max.
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  25. Energy Transition Metals. (2021). Stuermer, Martin ; Pescatori, Andrea ; Boer, Lukas.
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  26. Dry bulk shipping and the evolution of maritime transport costs, 1850–2020. (2021). Stuermer, Martin ; Jacks, David.
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  28. Oil price shocks and Chinese economy revisited: New evidence from SVAR model with sign restrictions. (2020). Wang, Yudong ; Meng, Lingjie ; Liu, Donghui.
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  31. Posterior distribution of nondifferentiable functions. (2020). Montiel, Jose Luis ; Kitagawa, Toru ; Velez, Amilcar ; Payne, Jonathan.
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  33. The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach. (2020). Rodríguez, Gabriel ; Guevara, Carlos.
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  35. Government spending and heterogeneous consumption dynamics. (2020). Laumer, Sebastian.
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  36. Immigration and public finances in OECD countries. (2019). d'Albis, Hippolyte ; Coulibaly, Dramane ; Boubtane, Ekrame.
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  38. How do consumers assess the macroeconomic effects of oil price fluctuations? Evidence from U.S. survey data. (2019). Geiger, Martin ; Scharler, Johann.
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  39. An IV framework for combining sign and long-run parametric restrictions in SVARs. (2019). Huh, Hyeon-Seung ; Fisher, Lance A.
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  40. Shocks effects of macroeconomic variables on natural gas consumption in Nigeria: Structural VAR with sign restrictions. (2019). Aminu, Abubakar Wambai ; Galadima, Mukhtar Danladi.
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  44. Does monetary policy affect income inequality in the euro area?. (2019). Samarina, Anna ; Nguyen, Anh.
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  45. Immigration and Public Finances in OECD Countries. (2018). d'Albis, Hippolyte ; Coulibaly, Dramane ; Boubtane, Ekrame.
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  46. Immigration and Government Spending in OECD Countries. (2018). d'Albis, Hippolyte ; Coulibaly, Dramane ; Boubtane, Ekrame.
    In: Working Papers.
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  47. Immigration and Public Finances in OECD Countries. (2018). d'Albis, Hippolyte ; Coulibaly, Dramane ; Boubtane, Ekrame.
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  48. Immigration and Government Spending in OECD Countries. (2018). d'Albis, Hippolyte ; Coulibaly, Dramane ; Boubtane, Ekrame.
    In: PSE Working Papers.
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  49. Changes in monetary regimes and the identification of monetary policy shocks: Narrative evidence from Canada. (2018). Champagne, Julien ; Sekkel, Rodrigo.
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  50. Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations. (2018). Baumeister, Christiane ; Hamilton, James D.
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  52. Regional pull vs global push factors: China and US influence on Asian financial markets. (2018). He, Dong ; Wang, Honglin ; Dong, Jinyue ; Shu, Chang.
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  54. Exchange rate dynamics and their effect on macroeconomic volatility in selected CEE countries. (2018). Audzei, Volha ; Brazdik, Frantiek .
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  55. Delta-method inference for a class of set-identified SVARs. (2018). Meier, Matthias ; Gafarov, Bulat ; Montiel, Jose Luis.
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  56. The Impact of U.S. Supply Shocks on the Global Oil Price. (2018). Gundersen, Thomas.
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  57. Why are real interest rates so low? Evidence from a structural VAR with sign restrictions. (2017). Alexius, Annika.
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  58. Are supply shocks important for real exchange rates? A fresh view from the frequency-domain. (2017). Yao, Fang ; Gehrke, Britta.
    In: Journal of International Money and Finance.
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  59. The effectiveness of conventional and unconventional monetary policy: Evidence from a structural dynamic factor model for Japan. (2017). Hanisch, Max.
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  61. The relationship between global oil price shocks and Chinas output: A time-varying analysis. (2017). Cross, Jamie ; Nguyen, Bao H.
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  62. Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut.
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  63. Measurement errors and monetary policy: Then and now. (2017). Wang, Mu-Chun ; Amir Ahmadi, Pooyan ; Matthes, Christian ; Amir-Ahmadi, Pooyan .
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  64. Reassessing the Effects of Foreign Monetary Policy on Output: New Evidence from Structural and Agnostic Identification Procedures. (2017). Fornero, Jorge Alberto ; Yany, Andres J ; Montero, Roque Esteban .
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  66. The Econometric Estimation of the Macroeconomic Effects of the Shock of Monetary Policy for the Russian Economy. (2016). Vashchelyuk, Natalia ; Trunin, Pavel ; Polbin, Andrey.
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  67. Loan Supply Shocks in Macedonia: A Bayesian SVAR Approach with Sign Restrictions. (2016). Kabashi, Rilind ; Suleva, Katerina .
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  69. What do inventories tell us about news-driven business cycles?. (2016). Oh, Hyunseung ; Crouzet, Nicolas.
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  74. Monetary policy and exchange rates: Further evidence using a new method for implementing sign restrictions. (2016). Fisher, Lance A ; Huh, Hyeon-Seung.
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  75. Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation. (2016). Castelnuovo, Efrem.
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  77. Credit, asset prices and business cycles at the global level. (2016). Dees, Stephane.
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  78. The evolution of U.S. monetary policy: 2000–2007. (2016). Ireland, Peter ; Belongia, Michael.
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  79. Theoretical Aspects of Modeling of the SVAR. (2015). Turuntseva, Marina ; Skrobotov, Anton.
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  80. Common macroeconomic shocks and business cycle fluctuations in Euro area countries. (2015). ribba, antonio ; Cavallo, Antonella.
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  81. Cost of borrowing shocks and fiscal adjustment. (2015). Holm-Hadulla, Fédéric ; de Groot, Oliver ; Leiner-Killinger, Nadine ; DeGroot, Oliver .
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  82. The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply?. (2015). Falagiarda, Matteo ; Bijsterbosch, Martin.
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  83. Measuring monetary policy with empirically grounded restrictions: An application to Thailand. (2015). Phiromswad, Piyachart .
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  84. What drives credit growth in emerging Asia?. (2015). Han, Fei ; Elekdag, Selim .
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  85. How Robust Are SVARs at Measuring Monetary Policy in Small Open Economies?. (2015). Elizondo, Rocio ; Carrillo, Julio ; Julio, Carrillo ; Rocio, Elizondo .
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  87. Credit supply shocks and the global financial crisis in three small open economies. (2014). Finlay, Richard ; Jaaskela, Jarkko P..
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  88. Bank bailouts and bank-sovereign risk contagion channels. (2014). Stang, Irina M..
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  89. The differential effects of oil demand and supply shocks on the global economy. (2014). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul.
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  91. L’apport de la représentation VAR de Christopher A. Sims à la science économique. (2013). Guillaumin, Cyriac ; Gossé, Jean-Baptiste ; Gosse, Jean-Baptiste .
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  92. The Impact of Monetary Policy and Exchange Rate Shocks in Poland: Evidence from a Time-Varying VAR. (2013). Michaelis, Henrike ; Arratibel, Olga .
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  93. What do we learn from Blanchard and Quah decompositions of output if aggregate demand may not be long-run neutral?. (2013). Keating, John.
    In: Journal of Macroeconomics.
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  94. Real effects of quantitative easing at the zero lower bound: Structural VAR-based evidence from Japan. (2013). Schenkelberg, Heike ; Watzka, Sebastian.
    In: Journal of International Money and Finance.
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  95. Changes in the oil price-inflation pass-through. (2013). Wohar, Mark ; Valcarcel, Victor (Vic).
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:68:y:2013:i:c:p:24-42.

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  96. Inference on impulse response functions in structural VAR models. (2013). Kilian, Lutz ; Inoue, Atsushi.
    In: Journal of Econometrics.
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  97. Underidentified SVAR models: A framework for combining short and long-run restrictions with sign-restrictions. (2013). Binning, Andrew.
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  98. Do Euro area countries respond asymmetrically to the common monetary policy?. (2012). Luciani, Matteo ; Barigozzi, Matteo ; Conti, Antonio .
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  99. The macro-financial factors behind the crisis: Global liquidity glut or global savings glut?. (2012). Fidora, Michael ; Bracke, Thierry .
    In: The North American Journal of Economics and Finance.
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  100. Time-Varying Effects of Oil Supply Shocks on the U.S. Economy. (2012). Peersman, Gert ; Baumeister, Christiane.
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  101. Which Impulse Response Function?. (2011). Ronayne, David.
    In: The Warwick Economics Research Paper Series (TWERPS).
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  102. Effects of monetary policy on the $/£ exchange rate. Is there a delayed overshooting puzzle?. (2011). Krolzig, Hans-Martin ; Heinlein, Reinhold.
    In: Studies in Economics.
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  103. France in the global economy: a structural approximate dynamic factor model analysis. (2011). Nadal De Simone, Francisco ; Kabundi, Alain.
    In: Empirical Economics.
    RePEc:spr:empeco:v:41:y:2011:i:2:p:311-342.

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  104. Thomas J. Sargent and Christopher A. Sims: Empirical Macroeconomics. (2011). Committee, Nobel Prize.
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  105. Inference for VARs Identified with Sign Restrictions. (2011). Schorfheide, Frank ; Moon, Hyungsik ; Granziera, Eleonora ; Lee, Mihye.
    In: NBER Working Papers.
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  106. Time- or State-Dependence? An Analysis of Inflation Dynamics using German Business Survey Data. (2011). Schenkelberg, Heike ; Carstensen, Kai.
    In: Discussion Papers in Economics.
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  107. Identification of Monetary Policy Shocks in Japan Using Sign Restrictions within the TVP-VAR Framework. (2011). Franta, Michal.
    In: IMES Discussion Paper Series.
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  108. Inference for VARs identified with sign restrictions. (2011). Schorfheide, Frank ; Moon, Hyungsik ; Granziera, Eleonora ; Lee, Mihye.
    In: Working Papers.
    RePEc:fip:fedpwp:11-20.

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  109. How to Solve the Price Puzzle? A Meta-Analysis. (2011). Rusnák, Marek ; Horvath, Roman ; Havranek, Tomas.
    In: Working Papers IES.
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  110. News shocks and business cycles. (2011). Sims, Eric ; barsky, robert.
    In: Journal of Monetary Economics.
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  111. Sources of exchange rate fluctuations: Are they real or nominal?. (2011). Juvenal, Luciana.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:5:p:849-876.

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  112. Dynamic impacts of high oil prices on the bioethanol and feedstock markets. (2011). Bae, Jeong Hwan ; Cha, Kyungsoo.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:2:p:753-760.

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  113. Using the global dimension to identify shocks with sign restrictions. (2011). Fidora, Michael ; Chudik, Alexander.
    In: Working Paper Series.
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  114. Sovereign and Bank Credit Risk during the Global Financial Crisis. (2011). Stanga, Irina .
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  115. Inference on Impulse Response Functions in Structural VAR Models. (2011). Kilian, Lutz ; Inoue, Atsushi.
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  116. Exploring the international transmission of U.S. stock price movements. (2010). Berg, Tim.
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  117. Do monetary and technology shocks move euro area stock prices?. (2010). Berg, Tim.
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  118. Analyse der Ãœbertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR / A FAVAR-based Analysis of the Transmission of US Shocks to Germany. (2010). Eickmeier, Sandra.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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  119. A flexible finite-horizon alternative to long-run restrictions with an application to technology shock. (2010). Owyang, Michael ; DiCecio, Riccardo ; Roush, Jennifer E. ; Francis, Neville.
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  120. Productivity and Employment in a Developing Country: Some Evidence from Korea. (2010). PARK, DONGHYUN ; Kim, Sangho ; Lim, Hyunjoon.
    In: World Development.
    RePEc:eee:wdevel:v:38:y:2010:i:4:p:514-522.

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  121. Exchange rate dynamics in economies with portfolio rigidities. (2010). de Blas, Beatriz.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:19:y:2010:i:3:p:366-382.

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  122. Asset prices, exchange rates and the current account. (2010). Sarno, Lucio ; Juvenal, Luciana ; Fratzscher, Marcel.
    In: European Economic Review.
    RePEc:eee:eecrev:v:54:y:2010:i:5:p:643-658.

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  123. Money and liquidity effects: Separating demand from supply. (2010). Corrado, Luisa ; Chadha, Jagjit ; Sun, QI.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:9:p:1732-1747.

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  124. Structural vector autoregressions with Markov switching. (2010). Maciejowska, Katarzyna ; Lütkepohl, Helmut ; Lanne, Markku ; Lutkepohl, Helmut.
    In: Journal of Economic Dynamics and Control.
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  125. RISK PREMIUM SHOCKS, MONETARY POLICY AND EXCHANGE RATE PASS-THROUGH IN THE CZECH REPUBLIC, HUNGARY AND POLAND. (2010). Vonnák, Balázs ; VONNK, BALZS .
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
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  126. Analyse der Ãœbertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR. (2009). Eickmeier, Sandra.
    In: Working Papers.
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  127. Analyse der Ãœbertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR. (2009). Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:200935.

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  128. Using Long-Run Restrictions to Investigate the Sources of Exchange Rate Fluctuations. (2009). Tien, Pao-Lin.
    In: Wesleyan Economics Working Papers.
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  129. Output, Inflation, and Interest Rates in an Estimated Optimizing Model of Monetary Policy. (2009). Keen, Benjamin.
    In: Review of Economic Dynamics.
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  130. News Shocks. (2009). Sims, Eric ; barsky, robert.
    In: NBER Working Papers.
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  131. What are the effects of fiscal policy shocks?. (2009). Uhlig, Harald ; Mountford, Andrew.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:6:p:960-992.

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  132. Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model. (2009). Eickmeier, Sandra.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:6:p:933-959.

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  133. TECHNOLOGY SHOCKS AND ROBUST SIGN RESTRICTIONS IN A EURO AREA SVAR. (2009). Straub, Roland ; Peersman, Gert.
    In: International Economic Review.
    RePEc:ier:iecrev:v:50:y:2009:i:3:p:727-750.

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  134. The international dimension of productivity and demand shocks in the U.S. economy. (2009). Leduc, Sylvain ; Dedola, Luca ; Corsetti, Giancarlo.
    In: Working Paper Series.
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  135. Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models. (2009). Kriwoluzky, Alexander.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2009/29.

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  136. Structural Vector Autoregressions with Markov Switching. (2009). Maciejowska, Katarzyna ; Lütkepohl, Helmut ; Lanne, Markku ; Luetkepohl, Helmut .
    In: Economics Working Papers.
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  137. Monetary policy and the exchange rate: Evidence from a two-country model. (2009). Willard, Luke ; Voss, Graham.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:31:y:2009:i:4:p:708-720.

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  138. Estimation with overidentifying inequality moment conditions. (2009). Schorfheide, Frank ; Moon, Hyungsik.
    In: Journal of Econometrics.
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  139. The identification of fiscal and monetary policy in a structural VAR. (2009). Fry-McKibbin, Renee ; Dungey, Mardi.
    In: Economic Modelling.
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  140. Monetary Policy Shocks and Portfolio Choice. (2009). Straub, Roland ; Saborowski, Christian ; Fratzscher, Marcel.
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  141. Do international spillovers matter for long run neutrality?. (2009). Pina, Joaquim.
    In: Economics Bulletin.
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  142. Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models. (2009). Murphy, Daniel ; Kilian, Lutz.
    In: CEPR Discussion Papers.
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  143. Macroeconomic Fluctuations and Bank Lending: Evidence for Germany and the Euro Area. (2009). Hofmann, Boris ; Eickmeier, Sandra ; Worms, Andreas .
    In: German Economic Review.
    RePEc:bla:germec:v:10:y:2009:i::p:193-223.

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  144. Money, Prices and Liquidity Effects: Separating Demand from Supply. (2008). Corrado, Luisa ; Chadha, Jagjit ; Sun, QI.
    In: Studies in Economics.
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  145. Priors from DSGE Models for Dynamic Factor Analysis. (2008). Baeurle, Gregor ; Baurle, Gregor .
    In: Diskussionsschriften.
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  146. Time-Varying Effects of Oil Supply Shocks on the US Economy. (2008). Peersman, Gert ; Baumeister, Christiane.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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  147. What are the Effects of Fiscal Policy Shocks?. (2008). Uhlig, Harald ; Mountford, Andrew.
    In: NBER Working Papers.
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  148. Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets. (2008). Yilmaz, Kamil ; Diebold, Francis.
    In: NBER Working Papers.
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  149. The East-West migration in Europe: skill levels of migrants and their effects on the european labour market. (2008). Serati, Massimiliano ; Martinoia, Michela.
    In: LIUC Papers in Economics.
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  150. Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models. (2008). Kriwoluzky, Alexander.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2008-060.

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  151. Measuring financial asset return and volatility spillovers, with application to global equity markets. (2008). Yilmaz, Kamil ; Diebold, Francis.
    In: Working Papers.
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  152. Asset prices, exchange rates and the current account. (2008). Sarno, Lucio ; Juvenal, Luciana ; Fratzscher, Marcel.
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  153. A primer on the empirical identification of government spending shocks. (2008). Zubairy, Sarah ; Owyang, Michael ; Engemann, Kristie.
    In: Review.
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  154. Structural vector autoregressions: theory of identification and algorithms for inference. (2008). Zha, Tao ; Waggoner, Daniel ; Rubio-Ramirez, Juan F.
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  155. Euro Area Enlargement and Euro Adoption Strategies. (2008). Darvas, Zsolt ; György Szapáry, .
    In: European Economy - Economic Papers 2008 - 2015.
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  156. The effect of monetary policy on output in EMU3: A sign restriction approach. (2008). Rafiq, M. ; Mallick, Sushanta.
    In: Journal of Macroeconomics.
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  157. Monetary policy and the US housing market: A VAR analysis imposing sign restrictions. (2008). Vargas-Silva, Carlos.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:30:y:2008:i:3:p:977-990.

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  158. New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates. (2008). Uhlig, Harald ; Scholl, Almuth.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:76:y:2008:i:1:p:1-13.

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  159. Efficient forecast tests for conditional policy forecasts. (2008). Wright, Jonathan ; Faust, Jon.
    In: Journal of Econometrics.
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  160. Limited participation and exchange rate dynamics: Does theory meet the data?. (2008). Sopraseuth, Thepthida ; Karamé, Frédéric ; Karame, Frederic ; Patureau, Lise.
    In: Journal of Economic Dynamics and Control.
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  161. Monetary union in West Africa and asymmetric shocks: A dynamic structural factor model approach. (2008). Houssa, Romain.
    In: Journal of Development Economics.
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  162. Money, Prices and Liquidity Effects: Separating Demand from Supply. (2008). Corrado, Luisa ; Chadha, Jagjit ; Sun, Q..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0855.

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  163. Some Issues in Using Sign Restrictions for Identifying Structural VARs. (2007). pagan, adrian ; Fry-McKibbin, Renee.
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  164. The Econometrics of Monetary Policy: an Overview. (2007). Favero, Carlo.
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  165. 99 Luftballons: Monetary policy and the house price boom across U.S. states. (2007). Otrok, Christopher ; Del Negro, Marco.
    In: Journal of Monetary Economics.
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  166. The expectations theory works for monetary policy shocks. (2007). Roush, Jennifer E..
    In: Journal of Monetary Economics.
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  167. A structural VAR business cycle model for a volatile small open economy. (2007). McLellan, Nathan ; Buckle, Robert ; Kirkham, Heather ; Kim, Kunhong ; Sharma, Jarad.
    In: Economic Modelling.
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  168. Monetary policy shocks in a two-sector open economy: an empirical study. (2007). Llaudes, Ricardo .
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  169. Asset prices, exchange rates and the current account. (2007). Sarno, Lucio ; Juvenal, Luciana ; Fratzscher, Marcel.
    In: Working Paper Series.
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  170. U.S. evolving macroeconomic dynamics: a structural investigation. (2007). mumtaz, haroon ; Benati, Luca.
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  171. Nominal Rigidities and The Real Effects of Monetary Policy in a Structural VAR Model. (2007). Pham, The Anh.
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  172. Employment, Hours per Worker and the Business Cycle.. (2007). Fernandez-Corugedo, Emilio .
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  173. Oil supply news in a VAR: Information from financial markets. (2007). Pisani, Massimiliano ; Pagano, Patrizio ; Anzuini, Alessio.
    In: Temi di discussione (Economic working papers).
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  174. Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area. (2006). Hofmann, Boris ; Eickmeier, Sandra ; Worms, Andreas .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:5098.

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  175. Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model. (2006). Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
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  176. When are inferences too fragile to be believed?. (2006). Aldrich, John .
    In: Journal of Economic Methodology.
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  177. The Great Moderation and the ‘Bernanke Conjecture’. (2006). Benati, Luca ; Bank of England, .
    In: Computing in Economics and Finance 2006.
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  178. Putting the New Keynesian Model to a Test. (2006). Straub, Roland ; Peersman, Gert.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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  179. Time Series Analysis. (2006). Nerlove, Marc ; Kilian, Lutz ; Diebold, Francis.
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  180. Putting the New Keynesian Model to a Test. (2006). Peersman, Gert ; Straub, Roland.
    In: IMF Working Papers.
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  181. What does the Bank of Japan do to East Asia?. (2006). Maćkowiak, Bartosz ; MacKowiak, Bartosz .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:70:y:2006:i:1:p:253-270.

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  182. What does a technology shock do? A VAR analysis with model-based sign restrictions. (2006). Neri, Stefano ; Dedola, Luca.
    In: Working Paper Series.
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  183. Una Introducción al Análisis del Tráfico de Contenedores mediante los Vectores Autoregresivos. (2006). Gonzalezlaxe, Fernando ; Valpuesta, Lourdes Lopez ; Jose Ignacio Castillo Manzano, .
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  184. Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions. (2006). Schorfheide, Frank ; Moon, Hyungsik.
    In: CEPR Discussion Papers.
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  185. What does a technology shock do? A VAR analysis with model-based sign restrictions. (2006). Neri, Stefano ; Dedola, Luca.
    In: Temi di discussione (Economic working papers).
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  186. Time Series Analysis. (2006). Nerlove, Marc ; Kilian, Lutz ; Diebold, Francis.
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  187. Technology Shocks and Robust Sign Restrictions in a Euro Area SVAR. (2005). Straub, Roland ; Peersman, Gert.
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  230. Identifying the effects of monetary policy shocks on exchange rates using high frequency data. (2002). Wright, Jonathan ; Swanson, Eric ; Rogers, John ; Faust, Jon.
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  242. The Federal Reserves operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect. (2001). Thornton, Daniel.
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  243. The reaction of bank lending to monetary policy measures in Germany. (2001). Worms, A..
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  244. Did the Fed Surprise the Markets in 2001? A Case Study for VARs with Sign Restrictions. (2001). Uhlig, Harald.
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  246. The Cost Channel of Monetary Transmission. (2000). Ramey, Valerie ; Barth, Marvin J..
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  247. Monetary disturbances matter for business fluctuations in the G-7. (2000). Canova, Fabio ; de Nicolo, Gianni.
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  248. Monetary policy misspecification in VAR models. (1999). Pina, Joaquim ; Canova, Fabio.
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  249. Analysis of the Monetary Transmission Mechanism: Methodological Issues. (1999). McCallum, Bennett.
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  250. Monetary policys role in exchange rate behavior. (1999). Rogers, John ; Faust, Jon.
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  251. Prior parameter uncertainty: Some implications for forecasting and policy analysis with VAR models. (1999). Tallman, Ellis ; Robertson, John.
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  252. What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure. (1999). Uhlig, Harald.
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  253. The Federal Reserves operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect. (1998). Thornton, Daniel.
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  255. Monetary shocks and real exchange rates. (1998). Rogers, John.
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  256. Principal components at work: The empirical analysis of monetary policy with large datasets. (). Marcellino, Massimiliano ; Favero, Carlo ; Neglia, Francesca.
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  34. The robustness of identified VAR conclusions about money. (1998). Faust, Jon.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:610.

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  35. Does the Fed act gradually? a VAR analysis.. (1998). Sack, Brian.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1998-17.

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  36. Exchange rates and prices: sources of sterling real exchange rate fluctuations 1973-94. (1998). Garratt, Anthony ; Astley, Mark S.
    In: Bank of England working papers.
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  37. Output and the real exchange rate in developing countries: an application to Mexico. (1997). Rogers, John ; Kamin, Steven B..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:580.

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  38. General-to-specific procedures for fitting a data-admissible, theory- inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: a translation and crit. (1997). Whiteman, Charles ; Faust, Jon.
    In: International Finance Discussion Papers.
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  39. The Demand for M4: A Sectoral Analysis. Part 1 - The Personal Sector. (1997). Thomas, Ryland.
    In: Bank of England working papers.
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  40. Dynamic Daily Returns Among Latin Americans and Other Major World Stock Markets. (1996). Shachmurove, Yochanan.
    In: CARESS Working Papres.
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  41. Shortages, interest rates, and money demand in Poland, 1969-1995,. (1996). Sterken, Elmer ; Nijsse, Erwin .
    In: Working Papers.
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  42. VAR-ing the economy of the Netherlands,. (1996). Van der Horst, Albert ; Jacobs, Jan.
    In: Working Papers.
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  43. What Does the Bundesbank Target?. (1996). Mihov, Ilian ; Bernanke, Ben.
    In: NBER Working Papers.
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  44. Monetary policy and long-term interest rates. (1996). Mehra, Yash P..
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:1996:i:sum:p:27-49.

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  45. The sensitivity of empirical studies to alternative measures of the monetary base and reserves. (1996). Serletis, Apostolos ; Dueker, Michael.
    In: Review.
    RePEc:fip:fedlrv:y:1996:i:nov:p:51-69.

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  46. Money, politics and the post-war business cycle. (1996). Irons, John ; Faust, Jon.
    In: International Finance Discussion Papers.
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  47. On the mechanics of forming and estimating dynamic linear economies. (1995). Sargent, Thomas ; McGrattan, Ellen ; Hansen, Lars ; Anderson, Evan.
    In: Staff Report.
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  48. Mechanics of forming and estimating dynamic linear economies. (1994). Sargent, Thomas ; McGrattan, Ellen ; Hansen, Lars.
    In: Staff Report.
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  49. Budget Deficit Persistence and the Twin Deficits Hypothesis. (1994). Normandin, Michel.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
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  50. A multivariate cointegrated model testing for temporal causality between exports and outward FDI: The Spanish case. (). Alguacil, Maite ; Orts, V..
    In: Studies on the Spanish Economy.
    RePEc:fda:fdaeee:50.

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