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Econometric Analysis of Structural Systems with Permanent and Transitory Shocks
16 references·1 citing·43 second hop
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks (2008)Econometric Analysis of Structural System…The Dynamic Effects of Neutral and Investment‐Specific Technology Shocks (2006)The Dynamic Effects of Neutra…Global and National Macroeconometric Modelling: A Long-Run Structural Approach (2006)Global and National Macroecon…What caused the early millennium slowdown? Evidence based on vector autoregressions (2005)What caused the early millenn…SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH (2005)SOME ISSUES IN USING VARS FOR…A method for taking models to the data (2003)A method for taking models to…LONG-RUN STRUCTURAL MODELLING (2002)LONG-RUN STRUCTURAL MODELLINGEstimating shocks and impulse response functions (2001)Estimating shocks and impulse…A systematic framework for analyzing the dynamic effects of permanent and transitory shocks (2001)A systematic framework for an…Structural Models of the Liquidity Effect (1998)Structural Models of the Liqu…Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations (1996)Technology, Employment, and t…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…How Well Does The IS-LM Model Fit Postwar U. S. Data? (1992)How Well Does The IS-LM Model…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Sources of Business Cycle Fluctuations (1988)Sources of Business Cycle Flu…Sources of Business Cycle Fluctuations (1988)Sources of Business Cycle Flu…Stochastic Trends and Economic Fluctuations (1987)Stochastic Trends and Economi…Fiscal Policies and Credit Regimes: A TVAR Approach (2013)Fiscal Policies and Credit Re…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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Unit Roots and Cointegration in Panels (2008)Time to Build and Aggregate Fluctuations (1982)Some Evidence on the Importance of Sticky Prices (2004)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)When Is the Government Spending Multiplier Large? (2011)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Bounds testing approaches to the analysis of level relationships (2001)Investment, Capacity Utilization and the Real Business Cycle (1986)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Firm-specific capital, nominal rigidities and the business cycle (2010)News shocks and business cycles (2011)A Quarterly, Utilization-Adjusted Series on Total Factor Productivity (2012)Macroeconomics and Reality (1980)OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS (2009)Dynare: Reference Manual. Version 4 (2011)Maturity, Indebtedness, and Default Risk (2012)The federal funds rate and the channels of monetary transmission (1989)Oil price shocks and real GDP growth: empirical evidence for some OECD countries (2005)WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS (2012)Panel Vector Autoregressive Models: A Survey (2013)A Contribution to the Theory of Economic Growth (1956)What happened to the oil price-macroeconomy relationship? (1996)International Risk Sharing and the Transmission of Productivity Shocks (2008)Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets (1992)The structure of interdependence in international stock markets (2003)Macroeconomic Shocks and Their Propagation (2016)
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References

  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1996Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations1,731 cited
  • 1992How Well Does The IS-LM Model Fit Postwar U. S. Data?699 cited
  • 2006The Dynamic Effects of Neutral and Investment‐Specific Technology Shocks693 cited
  • 1988Sources of Business Cycle Fluctuations653 cited
  • 2003A method for taking models to the data417 cited
  • 2005What caused the early millennium slowdown? Evidence based on vector autoregressions389 cited
  • 2002LONG-RUN STRUCTURAL MODELLING371 cited
  • 1987Stochastic Trends and Economic Fluctuations343 cited
  • 1988Sources of Business Cycle Fluctuations224 cited
  • 2001A systematic framework for analyzing the dynamic effects of permanent and transitory shocks217 cited
  • 1998Structural Models of the Liquidity Effect114 cited
  • 2001Estimating shocks and impulse response functions80 cited
  • 2006Global and National Macroeconometric Modelling: A Long-Run Structural Approach75 cited

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  • 2005SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH64 cited
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    • 2013Fiscal Policies and Credit Regimes: A TVAR Approach19 cited