SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Non-Fundamentalness in Structural Econometric Models: A Review
16 references·16 citing·43 second hopsampled
Non-Fundamentalness in Structural Econometric Models: A Review (2011)Non-Fundamentalness in Structural Econome…What are the effects of fiscal policy shocks? (2009)What are the effects of fisca…Large Bayesian vector auto regressions (2009)Large Bayesian vector auto re…Exploring the international linkages of the euro area: a global VAR analysis (2007)Exploring the international l…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Modeling Regional Interdepend…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)An Empirical Characterization…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (1999)An Empirical Characterization…Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations (1996)Technology, Employment, and t…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Macroeconomics and Reality (1980)Macroeconomics and RealityStochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule (1977)Long-Term Contracts, Rational…Double Robustness of Local Projections and Some Unpleasant VARithmetic (2024)Double Robustness of Local Pr…Recoverability and Expectations-Driven Fluctuations (2021)Recoverability and Expectatio…Government Spending News and Surprise Shocks: It's The Timing and Persistence (2021)Government Spending News and …Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I ( 1 ) cointegrated factors (2020)Large-dimensional Dynamic Fac…The response of asset prices to monetary policy shocks: Stronger than thought (2019)The response of asset prices …Identification and Estimation in Non-Fundamental Structural VARMA Models (2019)Identification and Estimation…Bayesian inference on structural impulse response functions (2019)Bayesian inference on structu…Bayesian Vector Autoregressions (2018)Bayesian Vector Autoregressio…Testing for fundamental vector moving average representations (2017)Testing for fundamental vecto…Government purchases reloaded: Informational insufficiency and heterogeneity in fiscal VARs (2017)Government purchases reloaded…Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? (2017)Do Seasonal Adjustments Induc…Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Nonfundamentalness (2017)Are Small-Scale SVARs Useful …Non-Stationary Dynamic Factor Models for Large Datasets (2016)Non-Stationary Dynamic Factor…Technological Standardization, Endogenous Productivity and Transitory Dynamics (2014)Technological Standardization…Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test (2014)Monetary Policy Indeterminacy…The Relationship Between DSGE and VAR Models (2013)The Relationship Between DSGE…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Monetary Theory and Policy (1999)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Econometric policy evaluation: A critique (1976)Alternative Explanations of the Money-Income Correlation (1986)Hysteresis and the European Unemployment Problem (1986)Macroeconomic Policy in a Two-Party System as a Repeated Game (1987)The Role of Monetary Policy (1995)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Measuring Monetary Policy (1998)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)How Big (Small?) are Fiscal Multipliers? (2010)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)The Quarterly Journal of Economics (2024)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Impact of Uncertainty Shocks (2009)Trends and random walks in macroeconmic time series (1982)Testing for a Unit Root in Time Series Regression (1988)Macroeconomic Effects From Government Purchases and Taxes * (2011)Fiscal Policy in a Depressed Economy (2012)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1980Macroeconomics and Reality12,826 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 2002An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output2,924 cited
  • 1977Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule1,946 cited
  • 1999An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output1,891 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 1996Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations1,731 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 2009What are the effects of fiscal policy shocks?

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1,331 cited
  • 2009Large Bayesian vector auto regressions1,158 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • Cited by

    • 2014Technological Standardization, Endogenous Productivity and Transitory Dynamics66 cited
    • 2019Bayesian inference on structural impulse response functions63 cited
    • 2017Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?51 cited
    • 2017Government purchases reloaded: Informational insufficiency and heterogeneity in fiscal VARs48 cited
    • 2020Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I ( 1 ) cointegrated factors46 cited
    • 2021Recoverability and Expectations-Driven Fluctuations45 cited
    • 2019Identification and Estimation in Non-Fundamental Structural VARMA Models39 cited
    • 2013The Relationship Between DSGE and VAR Models35 cited
    • 2019The response of asset prices to monetary policy shocks: Stronger than thought31 cited
    • 2018Bayesian Vector Autoregressions30 cited
    • 2017Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Nonfundamentalness28 cited
    • 2014Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test27 cited
    • 2016Non-Stationary Dynamic Factor Models for Large Datasets27 cited
    • 2024Double Robustness of Local Projections and Some Unpleasant VARithmetic27 cited
    • 2017Testing for fundamental vector moving average representations21 cited
    • 2021Government Spending News and Surprise Shocks: It's The Timing and Persistence16 cited