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The robustness of identified VAR conclusions about money · Study

WorkThe robustness of identified VAR conclusions about money

Jon Faust1998

OA

Workgreen1998

The robustness of identified VAR conclusions about money

569 citations·0/0 files stored·Carnegie-Rochester Conference Series on Public Policy

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Monetary Policy and Economic Impact Economic Theory and Policy Economic theories and models

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References

1980Macroeconomics and Reality 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances 1998Monetary Policy Shocks: What Have We Learned and to What End?1992Interpreting the macroeconomic time series facts 1998Measuring Monetary Policy 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds 1996What Does Monetary Policy Do?

Cited by

2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 2012WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS 2016The macroeconomic impact of financial and uncertainty shocks 2004Priors from General Equilibrium Models for VARS*2011News shocks and business cycles 2013Time-Varying Effects of Oil Supply Shocks on the US Economy

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Details

Year1998

Typeother

Published1998-12-01

VenueCarnegie-Rochester Conference Series on Public Policy

ISSN-L0167-2231

Languageen

Citations569

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0167-2231(99)00009-3

openalex_workW2140454830

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2007

Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

2016Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics