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U.S. Evolving Macroeconomic Dynamics: A Structural Investigation
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References

  • 2002Has the Business Cycle Changed and Why?561 cited

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  • 2015The time varying effect of oil price shocks on euro-area exports153 cited
  • 2012DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS119 cited
  • 2007Financial Dollarization: The Role of Banks and Interest Rates86 cited
  • 2016Time Variation in Macro‐Financial Linkages83 cited
  • 2014Classical Time Varying Factor-Augmented Vector Auto-Regressive Models—Estimation, Forecasting and Structural Analysis68 cited
  • 2012Time variation in U.S. wage dynamics67 cited
  • 2009Time‐varying yield curve dynamics and monetary policy52 cited
  • 2012Changes in the effects of monetary policy on disaggregate price dynamics51 cited
  • 2014THE EFFECT OF LABOR AND FINANCIAL FRICTIONS ON AGGREGATE FLUCTUATIONS40 cited
  • 2011Classical Time-Varying FAVAR Models - Estimation, Forecasting and Structural Analysis38 cited
  • 2010Changes in the Transmission of Monetary Policy: Evidence from a Time-Varying Factor-Augmented VAR35 cited
  • 2018The case for Divisia monetary statistics: A Bayesian time-varying approach28 cited
  • 2016Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR23 cited

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  • 2016Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century21 cited
  • 2022Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach20 cited
  • 2007Joint Estimation of the Natural Rate of Interest, the Natural Rate of Unemployment, Expected Inflation, and Potential Output20 cited