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Identification Using Stability Restrictions
16 references·8 citing·31 second hop
Identification Using Stability Restrictions (2014)Identification Using Stability Restrictio…Monetary policy, inflation, and the business cycle : an introduction to the new Keynesian framework (2008)Monetary policy, inflation, a…Were There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Dealing with Structural Breaks (2005)Dealing with Structural BreaksIdentification Through Heteroskedasticity (2003)Identification Through Hetero…Prices and unit labor costs: a new test of price stickiness (2002)Prices and unit labor costs: …Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…Returns to Scale in U.S. Production: Estimates and Implications (1997)Returns to Scale in U.S. Prod…Staggered Prices in a Utility-Maximizing Framework (1996)Staggered Prices in a Utility…Nominal price rigidity, money supply endogeneity, and business cycles (1996)Nominal price rigidity, money…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty (2021)Using time-varying volatility…Empirical evidence on the Euler equation for consumption in the US (2019)Empirical evidence on the Eul…DETECTING AND ANALYZING THE EFFECTS OF TIME‐VARYING PARAMETERS IN DSGE MODELS (2019)DETECTING AND ANALYZING THE E…Uncertainty across volatility regimes (2018)Uncertainty across volatility…Robust Inference in Models Identified via Heteroskedasticity (2018)Robust Inference in Models Id…Efficient estimation with time-varying information and the New Keynesian Phillips Curve (2018)Efficient estimation with tim…Structural vector autoregressions with heteroskedasticity: A review of different volatility models (2016)Structural vector autoregress…Approximating Time Varying Structural Models with Time Invariant Structures (2015)Approximating Time Varying St…A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)Rules, discretion and reputation in a model of monetary policy (1983)Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2005)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)The Science of Monetary Policy: A New Keynesian Perspective (1999)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Macroeconomic Shocks and Their Propagation (2016)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)American Economic Review (2019)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)
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References

  • 1976Econometric policy evaluation: A critique6,104 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,508 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 1997Returns to Scale in U.S. Production: Estimates and Implications1,366 cited
  • 1996Nominal price rigidity, money supply endogeneity, and business cycles1,232 cited
  • 2008Monetary policy, inflation, and the business cycle : an introduction to the new Keynesian framework934 cited
  • 2003Identification Through Heteroskedasticity922 cited
  • 2002Prices and unit labor costs: a new test of price stickiness

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808 cited
  • 2005Dealing with Structural Breaks701 cited
  • Cited by

    • 2018Uncertainty across volatility regimes113 cited
    • 2016Structural vector autoregressions with heteroskedasticity: A review of different volatility models54 cited
    • 2019Empirical evidence on the Euler equation for consumption in the US32 cited
    • 2021Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty32 cited
    • 2018Robust Inference in Models Identified via Heteroskedasticity24 cited
    • 2015Approximating Time Varying Structural Models with Time Invariant Structures22 cited
    • 2019DETECTING AND ANALYZING THE EFFECTS OF TIME‐VARYING PARAMETERS IN DSGE MODELS16 cited
    • 2018Efficient estimation with time-varying information and the New Keynesian Phillips Curve14 cited