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Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
12 references·16 citing·42 second hop
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References

  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 2009What are the effects of fiscal policy shocks?1,331 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • 2009Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference901 cited
  • 2002Monetary disturbances matter for business fluctuations in the G-7749 cited
  • 1998The robustness of identified VAR conclusions about money569 cited
  • 2011News shocks and business cycles534 cited
  • 1994The Dynamic Impacts of Monetary Policy: An Exercise in Tentative Identification435 cited
  • 1987Stochastic Trends and Economic Fluctuations343 cited
  • 1999Block recursion and structural vector autoregressions165 cited

Cited by

  • 2015Measuring Financial Inclusion: A Muldimensional Index263 cited
  • 2015Factors that matter for financial inclusion: Evidence from Peru147 cited
  • 2014The Informational Content of Surnames, the Evolution of Intergenerational Mobility, and Assortative Mating

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138 cited
  • 2018Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations130 cited
  • 2018Financial market Volatility, macroeconomic fundamentals and investor Sentiment103 cited
  • 2020Structural scenario analysis with SVARs97 cited
  • 2017Changing Macroeconomic Dynamics at the Zero Lower Bound88 cited
  • 2019Inflation and Exchange Rate Pass-Through76 cited
  • 2014Business cycle implications of mortgage spreads73 cited
  • 2018A New Approach to Identifying the Real Effects of Uncertainty Shocks73 cited
  • 2019Bayesian inference on structural impulse response functions63 cited
  • 2021Financial uncertainty and real activity: The good, the bad, and the ugly62 cited
  • 2018The macroeconomic effects of asset purchases revisited59 cited
  • 2015Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions53 cited
  • 2018WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK?53 cited
  • 2016The Macroeconomic Impact of Financial and Uncertainty Shocks52 cited