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Underidentified SVAR Models: A Framework for Combining Short and Long-Run Restrictions with Sign-Restrictions
13 references·16 citing·36 second hop
Underidentified SVAR Models: A Framework for Combining Short and Long-Run Restrictions with Sign-Restrictions (2013)Underidentified SVAR Models: A Framework …Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)Sign Restrictions in Structur…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Shocks and Frictions in US Bu…What are the effects of fiscal policy shocks? (2009)What are the effects of fisca…Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Structural Vector Autoregress…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Monetary disturbances matter for business fluctuations in the G-7 (2002)Monetary disturbances matter …The robustness of identified VAR conclusions about money (1998)The robustness of identified …Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations (1996)Technology, Employment, and t…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…Macroeconomics and Reality (1980)Macroeconomics and RealityUnconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower BoundUnconventional Monetary Polic…NEWS SHOCKS AND THE EFFECTS OF MONETARY POLICY (2021)NEWS SHOCKS AND THE EFFECTS O…A hitchhiker’s guide to empirical macro models (2021)A hitchhiker’s guide to empir…Оценка фискальных мультипликаторов в российской экономике (2020)Оценка фискальных мультиплика…TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? 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this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 1996Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations1,731 cited
  • 2010Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach1,507 cited
  • 2009What are the effects of fiscal policy shocks?1,331 cited
  • 2009Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference901 cited
  • 2002Monetary disturbances matter for business fluctuations in the G-7749 cited
  • 1992How Well Does The IS-LM Model Fit Postwar U. S. Data?699 cited
  • 2011Sign Restrictions in Structural Vector Autoregressions: A Critical Review689 cited
  • 1998The robustness of identified VAR conclusions about money569 cited
  • n.d.Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound310 cited

Cited by

  • 2016The Labor Market Channel of Macroeconomic Uncertainty50 cited

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  • 2017Shocks versus Structure: Explaining Differences in Exchange Rate Pass-Through across Countries and Time48 cited
  • 2018The Shocks Matter: Improving Our Estimates of Exchange Rate Pass-Through44 cited
  • 2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications42 cited
  • 2017Government spending shocks and the real exchange rate in China: Evidence from a sign-restricted VAR model39 cited
  • 2021A hitchhiker’s guide to empirical macro models38 cited
  • 2015The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure33 cited
  • 2020International Evidence on Shock-Dependent Exchange Rate Pass-Through32 cited
  • 2012What Drives Credit Growth in Emerging Asia?29 cited
  • 2020Оценка фискальных мультипликаторов в российской экономике21 cited
  • 2015The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure20 cited
  • 2017Current Account Deficits During Heightened Risk: Menacing or Mitigating?*20 cited
  • 2020TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? EMPIRICAL EVIDENCE18 cited
  • 1963Monetary Policy and Economic Growth17 cited
  • 2021NEWS SHOCKS AND THE EFFECTS OF MONETARY POLICY16 cited
  • 2016Credit supply shocks in the Netherlands15 cited