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Chapter 4 The Vector Floor and Ceiling Model
16 references·1 citing·42 second hop
Chapter 4 The Vector Floor and Ceiling Model (2006)Chapter 4 The Vector Floor and Ceiling Mo…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…The non‐linear dynamics of output and unemployment in the U.S. (2001)The non‐linear dynamics of ou…Evolving Post-World War II U.S. Inflation Dynamics (2001)Evolving Post-World War II U.…The Asymmetric Effects of Monetary Policy: A Nonlinear Vector Autoregression Approach (1999)The Asymmetric Effects of Mon…Dynamic Asymmetries in U.S. Unemployment (1999)Dynamic Asymmetries in U.S. U…An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching (1998)An Econometric Characterizati…A floor and ceiling model of US output (1997)A floor and ceiling model of …Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Inference When a Nuisance Par…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Macroeconometrics : developments, tensions, and prospects (1995)Macroeconometrics : developme…Inventories and the Three Phases of the Business Cycle (1994)Inventories and the Three Pha…Do recessions permanently change output? (1993)Do recessions permanently cha…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Macroeconomics and Reality (1980)Macroeconomics and RealityMONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYA Nonlinear Model of the Business Cycle (2000)A Nonlinear Model of the Busi…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Automatic Lag Selection in Covariance Matrix Estimation (1994)Introductory Econometrics for Finance (2008)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Trends and random walks in macroeconmic time series (1982)How Big Is the Random Walk in GNP? (1988)How Business Cycles Contribute to Private-Label Success: Evidence from the United States and Europe (2006)Quantile cointegrating regression (2008)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Measuring Business Cycles: A Modern Perspective (1994)A test for independence based on the correlation dimension (1996)Critical market crashes (2003)A Comparison of the Real-Time Performance of Business Cycle Dating Methods (2007)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Econometric policy evaluation: A critique (1976)Discretion versus policy rules in practice (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Were There Regime Switches in U.S. Monetary Policy? (2006)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Phillips Curves, Expectations of Inflation and Optimal Unemployment over Time (1967)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)State-Space Models with Regime Switching (1999)Has the Business Cycle Changed and Why? (2002)Estimating the Effects of Fiscal Policy in OECD Countries (2003)Has Monetary Policy Become More Effective? (2006)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)Sample Splitting and Threshold Estimation (2000)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 2001Evolving Post-World War II U.S. Inflation Dynamics914 cited
  • 1993Do recessions permanently change output?478 cited
  • 1998An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching406 cited
  • 1999The Asymmetric Effects of Monetary Policy: A Nonlinear Vector Autoregression Approach333 cited
  • 1994Inventories and the Three Phases of the Business Cycle290 cited
  • 1997A floor and ceiling model of US output225 cited
  • 1995Macroeconometrics : developments, tensions, and prospects185 cited
  • 1999Dynamic Asymmetries in U.S. Unemployment185 cited

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  • 2001The non‐linear dynamics of output and unemployment in the U.S.103 cited
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    • 2000A Nonlinear Model of the Business Cycle10 cited