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A, B, C's (and D)'s for Understanding VARs
16 references·16 citing·44 second hopsampled
A, B, C's (and D)'s for Understanding VARs (2005)A, B, C's (and D)'s for Understanding VARsDOES MONETARY POLICY GENERATE RECESSIONS? (2006)DOES MONETARY POLICY GENERATE…A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily (2001)A Toolkit for Analysing Nonli…Optimal monetary policy with staggered wage and price contracts (2000)Optimal monetary policy with …Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Optimal Monetary Policy with Staggered Wage and Price Contracts (1999)Optimal Monetary Policy with …Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations (1996)Technology, Employment, and t…A Toolkit for Analyzing Nonlinear Dynamic Stochastic Models Easily (1995)A Toolkit for Analyzing Nonli…Vector autoregressions and cointegration (1993)Vector autoregressions and co…The Allocation of Capital and Time over the Business Cycle (1991)The Allocation of Capital and…Homework in Macroeconomics: Household Production and Aggregate Fluctuations (1991)Homework in Macroeconomics: H…Housing Investment in the United States (1988)Housing Investment in the Uni…Money and Interest in a Cash-in-Advance Economy (1985)Money and Interest in a Cash-…Money and Interest in Cash-In-Advance Economy (1984)Money and Interest in Cash-In…Formulating and estimating dynamic linear rational expectations models (1980)Formulating and estimating dy…On the Determination of the Public Debt (1979)On the Determination of the P…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead (2016)Macroeconomic Policy in DSGE …Identification-robust analysis of DSGE and structural macroeconomic models (2013)Identification-robust analysi…Frequentist inference in weakly identified dynamic stochastic general equilibrium models (2013)Frequentist inference in weak…Skill-Biased Technological Change and the Business Cycle (2012)Skill-Biased Technological Ch…New evidence, old puzzles: Technology shocks and labor market dynamics (2012)New evidence, old puzzles: Te…Macroeconomic Policy in DSGE and Agent-Based Models (2012)Macroeconomic Policy in DSGE …Fiscal Stimulus with Spending Reversals (2011)Fiscal Stimulus with Spending…On the international transmission of technology shocks (2009)On the international transmis…Frequentist Inference in Weakly Identifi ed DSGE Models (2009)Frequentist Inference in Weak…Fiscal Stimulus with Spending Reversals (2009)Fiscal Stimulus with Spending…Can Structural Small Open Economy Models Account for the Influence of Foreign Disturbances? (2009)Can Structural Small Open Eco…Fiscal Foresight: Analytics and Econometrics (2008)Fiscal Foresight: Analytics a…Vector Autoregressions and Reduced Form Representations of DSGE Models (2006)Vector Autoregressions and Re…VAR-based estimation of Euler equations with an application to New Keynesian pricing (2006)VAR-based estimation of Euler…Two Flaws In Business Cycle Accounting (2006)Two Flaws In Business Cycle A…Assessing Structural Vars (2006)Assessing Structural VarsThe federal funds rate and the channels of monetary transmission (1989)Exchange Rate Dynamics Redux (1995)Monetary Policy Shocks: What Have We Learned and to What End? (1998)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Comment (2004)Exploring the international linkages of the euro area: a global VAR analysis (2007)A RECONSIDERATION OF THE MICROFOUNDATIONS OF MONETARY THEORY (1967)Interest rates and currency prices in a two-country world (1982)Optimal fiscal and monetary policy in an economy without capital (1983)The Computational Experiment: An Econometric Tool (1996)Monetary Policy and Multiple Equilibria (2001)On the equivalence of private and public money (2019)MONEY, INCOME, AND CAUSALITY (1972)Learning to Believe in Sunspots (1990)Discretion versus policy rules in practice (1993)Staggered Prices in a Utility-Maximizing Framework (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)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)The General Theory of Employment, Interest, and Money (2018)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis: Forecasting and Control (1977)Macroeconomics and Reality (1980)The Solution of Linear Difference Models under Rational Expectations (1980)On the Limitations of Government Borrowing: A Framework for Empirical Testing (1985)Rational-expectations econometric analysis of changes in regime (1988)Unanticipated Money, Output, and the Price Level in the United States (1978)Optimal Taxation of Capital Income in General Equilibrium with Infinite Lives (1986)Elections and Macroeconomic Policy Cycles (1988)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Time to Build and Aggregate Fluctuations (1982)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)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)Inflation dynamics: A structural econometric analysis (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Measuring Trends in Leisure: The Allocation of Time Over Five Decades (2007)The cyclical behavior of equilibrium unemployment and vacancies revisited (2008)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Trends and random walks in macroeconmic time series (1982)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1979On the Determination of the Public Debt3,308 cited
  • 2000Optimal monetary policy with staggered wage and price contracts2,281 cited
  • 1996Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations1,731 cited
  • 1980Formulating and estimating dynamic linear rational expectations models877 cited
  • 1991Homework in Macroeconomics: Household Production and Aggregate Fluctuations787 cited
  • 1985Money and Interest in a Cash-in-Advance Economy599 cited
  • 1984Money and Interest in Cash-In-Advance Economy582 cited
  • 2006DOES MONETARY POLICY GENERATE RECESSIONS?562 cited
  • 2001A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily535 cited
  • 1991The Allocation of Capital and Time over the Business Cycle528 cited
  • 1995A Toolkit for Analyzing Nonlinear Dynamic Stochastic Models Easily506 cited
  • 1988Housing Investment in the United States500 cited
  • 1993Vector autoregressions and cointegration285 cited

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  • 1999Optimal Monetary Policy with Staggered Wage and Price Contracts270 cited
  • Cited by

    • 2016Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead274 cited
    • 2011Fiscal Stimulus with Spending Reversals241 cited
    • 2012Macroeconomic Policy in DSGE and Agent-Based Models156 cited
    • 2008Fiscal Foresight: Analytics and Econometrics122 cited
    • 2006Two Flaws In Business Cycle Accounting82 cited
    • 2009Fiscal Stimulus with Spending Reversals69 cited
    • 2012Skill-Biased Technological Change and the Business Cycle67 cited
    • 2009Can Structural Small Open Economy Models Account for the Influence of Foreign Disturbances?65 cited
    • 2009On the international transmission of technology shocks63 cited
    • 2013Identification-robust analysis of DSGE and structural macroeconomic models55 cited
    • 2006Vector Autoregressions and Reduced Form Representations of DSGE Models49 cited
    • 2006Assessing Structural Vars44 cited
    • 2006VAR-based estimation of Euler equations with an application to New Keynesian pricing43 cited
    • 2012New evidence, old puzzles: Technology shocks and labor market dynamics41 cited
    • 2013Frequentist inference in weakly identified dynamic stochastic general equilibrium models35 cited
    • 2009Frequentist Inference in Weakly Identifi ed DSGE Models34 cited