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Assessing Sign Restrictions
8 references·16 citing·48 second hopsampled
Assessing Sign Restrictions (2007)Assessing Sign RestrictionsIs the Exchange Rate a Shock Absorber or a Source of Shocks? New Empirical Evidence (2006)Is the Exchange Rate a Shock …Assessing Structural VARs (2006)Assessing Structural VARsNominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Comparing New Keynesian models of the business cycle: A Bayesian approach (2005)Comparing New Keynesian model…Monetary disturbances matter for business fluctuations in the G-7 (2002)Monetary disturbances matter …Optimal monetary policy with staggered wage and price contracts (2000)Optimal monetary policy with …Small-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Inter…Monetary Policy and the Term Structure of Interest Rates (1994)Monetary Policy and the Term …Identification of Financial Factors in Economic Fluctuations (2017)Identification of Financial F…The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply? (2015)The macroeconomic impact of f…Oil price shocks and global imbalances: lessons from a model with trade and financial interdependencies (2015)Oil price shocks and global i…Fiscal multipliers in turbulent times: the case of Spain (2015)Fiscal multipliers in turbule…How does Monetary Policy Respond to Exchange Rate Movements? New International Evidence* (2013)How does Monetary Policy Resp…Has Weak Lending and Activity in the United Kingdom Been Driven by Credit Supply Shocks? (2013)Has Weak Lending and Activity…CAPITAL INFLOWS, FINANCIAL STRUCTURE AND HOUSING BOOMS (2013)CAPITAL INFLOWS, FINANCIAL ST…What does a financial shock do? First international evidence (2012)What does a financial shock d…MONETARY POLICY, HOUSING BOOMS, AND FINANCIAL (IM)BALANCES (2012)MONETARY POLICY, HOUSING BOOM…Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? (2012)Do Euro Area Countries Respon…Monetary policy and the exchange rate: Evaluation of VAR models (2011)Monetary policy and the excha…Cross-country differences in the effects of oil shocks (2011)Cross-country differences in …THE EFFECTS OF DISCRETIONARY FISCAL POLICY ON MACROECONOMIC AGGREGATES: A REAPPRAISAL (2010)THE EFFECTS OF DISCRETIONARY …Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2010)Sign Restrictions in Structur…Dynamics of worker flows and vacancies: evidence from the sign restriction approach (2009)Dynamics of worker flows and …Comovements and heterogeneity in the euro area analyzed in a non‐stationary dynamic factor model (2009)Comovements and heterogeneity…The Term Structure as a Predictor of Real Economic Activity (1991)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Discretion versus policy rules in practice (1993)The term structure of Euro-rates: some evidence in support of the expectations hypothesis (1997)The policy preferences of the US Federal Reserve (2005)Expectations, Bond Yields, and Monetary Policy (2010)Macroeconomics and Reality (1980)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)FiMod — A DSGE model for fiscal policy simulations (2011)Long‐term Effects of Fiscal Stimulus and Austerity in Europe (2018)Time to Build and Aggregate Fluctuations (1982)The general equilibrium effects of fiscal policy: Estimates for the Euro area (2008)Dynamic Macroeconomic Effects of Public Capital: Evidence from Regional Italian Data (2010)The shocks matter: Improving our estimates of exchange rate pass-through (2018)Staggered Prices in a Utility-Maximizing Framework (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The General Theory of Employment, Interest, and Money (2018)Expectations and Exchange Rate Dynamics (1976)Optimum Currency Areas (1991)How do fiscal and technology shocks affect real exchange rates? (2010)The Macroeconomic Costs and Benefits of the EMU and Other Monetary Unions: An Overview of Recent Research (2010)What Drives Oil Prices? Emerging Versus Developed Economies (2014)Staggered prices in a utility-maximizing framework (1983)Forming priors for DSGE models (and how it affects the assessment of nominal rigidities) (2008)Monetary policy and uncertainty in an empirical small open‐economy model (2010)Dynare: Reference Manual. Version 4 (2011)The federal funds rate and the channels of monetary transmission (1989)Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS (2012)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)A Monetary History of the United States, 1867-1960 (2017)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)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)Oil and the Macroeconomy since World War II (1983)What is an Oil Shock? (2000)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)How strong is the linkage between tourism and economic growth in Europe? (2014)Speculation in the Oil Market (2014)Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model (2019)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2000Optimal monetary policy with staggered wage and price contracts2,281 cited
  • 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
  • 2002Monetary disturbances matter for business fluctuations in the G-7749 cited
  • 2005Comparing New Keynesian models of the business cycle: A Bayesian approach391 cited
  • 2006Assessing Structural VARs216 cited
  • 2006Is the Exchange Rate a Shock Absorber or a Source of Shocks? New Empirical Evidence184 cited
  • 1994Monetary Policy and the Term Structure of Interest Rates174 cited

Cited by

  • 2011Cross-country differences in the effects of oil shocks269 cited
  • 2010THE EFFECTS OF DISCRETIONARY FISCAL POLICY ON MACROECONOMIC AGGREGATES: A REAPPRAISAL150 cited
  • 2013CAPITAL INFLOWS, FINANCIAL STRUCTURE AND HOUSING BOOMS140 cited
  • 2015Fiscal multipliers in turbulent times: the case of Spain117 cited
  • 2017Identification of Financial Factors in Economic Fluctuations116 cited
  • 2012Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?111 cited
  • 2012MONETARY POLICY, HOUSING BOOMS, AND FINANCIAL (IM)BALANCES

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102 cited
  • 2009Comovements and heterogeneity in the euro area analyzed in a non‐stationary dynamic factor model88 cited
  • 2015Oil price shocks and global imbalances: lessons from a model with trade and financial interdependencies85 cited
  • 2012What does a financial shock do? First international evidence81 cited
  • 2009Dynamics of worker flows and vacancies: evidence from the sign restriction approach78 cited
  • 2015The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply?70 cited
  • 2013How does Monetary Policy Respond to Exchange Rate Movements? New International Evidence*62 cited
  • 2010Sign Restrictions in Structural Vector Autoregressions: A Critical Review57 cited
  • 2011Monetary policy and the exchange rate: Evaluation of VAR models43 cited
  • 2013Has Weak Lending and Activity in the United Kingdom Been Driven by Credit Supply Shocks?35 cited