SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Joint confidence sets for structural impulse responses
16 references·7 citing·48 second hop
Joint confidence sets for structural impulse responses (2016)Joint confidence sets for structural impu…Structural vector autoregressions (2013)Structural vector autoregress…Inference on impulse response functions in structural VAR models (2013)Inference on impulse response…How Reliable Are Local Projection Estimators of Impulse Responses? (2010)How Reliable Are Local Projec…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries (2008)A Comparison of the Effects o…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Oil and the Macroeconomy Since the 1970s (2004)Oil and the Macroeconomy Sinc…Oil and the Macroeconomy Since the 1970s (2004)Oil and the Macroeconomy Sinc…Impulse response analysis in vector autoregressions with unknown lag order (2001)Impulse response analysis in …Error Bands for Impulse Responses (1999)Error Bands for Impulse Respo…Small-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Inter…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Shocks (1994)ShocksInference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models (1990)Asymptotic Distributions of I…A Traditional Interpretation of Macroeconomic Fluctuations (1989)A Traditional Interpretation …Uniform Priors for Impulse Responses (2022)Uniform Priors for Impulse Re…The Role of the Prior in Estimating VAR Models with Sign Restrictions (2022)The Role of the Prior in Esti…Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach (2022)Forecasting macroeconomic eff…The uniform validity of impulse response inference in autoregressions (2019)The uniform validity of impul…Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review (2018)Constructing Joint Confidence…Calculating joint confidence bands for impulse response functions using highest density regions (2017)Calculating joint confidence …Impulse response matching estimators for DSGE models (2016)Impulse response matching est…Macroeconomics and Reality (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)What happened to the oil price-macroeconomy relationship? (1996)Vector Autoregressions and Reality (2002)Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (2004)CISS - A Composite Indicator of Systemic Stress in the Financial System (2010)Forecasting and testing in co-integrated systems (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Oil Shocks and the Macroeconomy: The Role of Price Variability* (1995)On the dynamic effects of oil price shocks: a study using industry level data (2002)Real Wages and the Business Cycle (2016)What is an Oil Shock? (2000)The Macroeconomic Effects of Oil Price Shocks: Why are the 2000s so Different from the 1970s? (2007)Does the Fed Respond to Oil Price Shocks? (2011)Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? (2012)American Economic Review (2019)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)Are Forecasting Models Usable for Policy Analysis? (1986)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site (2009)Risk, uncertainty and monetary policy (2013)Econometric policy evaluation: A critique (1976)Rules, discretion and reputation in a model of monetary policy (1983)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Trends and random walks in macroeconomic time series (1988)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Costly capital reallocation and the effects of government spending (1998)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Uncertainty and Economic Activity: Evidence from Business Survey Data (2013)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)The Role of Monetary Policy (1995)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)What do we learn from the price of crude oil futures? (2010)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)
this work references cited by second hop

References

  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 2004Oil and the Macroeconomy Since the 1970s1,137 cited
  • 1999Error Bands for Impulse Responses930 cited
  • 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
  • 2008A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries394 cited
  • 1989A Traditional Interpretation of Macroeconomic Fluctuations386 cited
  • 1990Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models267 cited
  • 2004Oil and the Macroeconomy Since the 1970s236 cited
  • 2013Inference on impulse response functions in structural VAR models233 cited
  • 1994Shocks224 cited
  • 2013Structural vector autoregressions165 cited
  • 2010How Reliable Are Local Projection Estimators of Impulse Responses?158 cited

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

  • 2001Impulse response analysis in vector autoregressions with unknown lag order154 cited
  • Cited by

    • 2016Impulse response matching estimators for DSGE models44 cited
    • 2019The uniform validity of impulse response inference in autoregressions33 cited
    • 2022Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach32 cited
    • 2022The Role of the Prior in Estimating VAR Models with Sign Restrictions17 cited
    • 2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review16 cited
    • 2017Calculating joint confidence bands for impulse response functions using highest density regions16 cited
    • 2022Uniform Priors for Impulse Responses15 cited