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Small-sample Confidence Intervals for Impulse Response Functions
6 references·15 citing·44 second hopsampled
Small-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Intervals for Imp…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Error Bands for Impulse Responses (1999)Error Bands for Impulse Respo…Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Local Projection Inference Is Simpler and More Robust Than You Think (2021)Local Projection Inference Is…Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Refined Measures of Dynamic C…Uncertainty and Economic Activity: Evidence from Business Survey Data (2013)Uncertainty and Economic Acti…Economic policy uncertainty in the US: Does it matter for the Euro area? (2013)Economic policy uncertainty i…What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? 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References

  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 1999Error Bands for Impulse Responses930 cited

Cited by

  • 2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions1,586 cited
  • 1998Costly capital reallocation and the effects of government spending1,077 cited
  • 2013Uncertainty and Economic Activity: Evidence from Business Survey Data1,005 cited
  • 2009Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference901 cited
  • 2008Carry Trades and Currency Crashes792 cited
  • 2006Has Monetary Policy Become More Effective?768 cited
  • 2008Carry Trades and Currency Crashes654 cited
  • 2012Information, Animal Spirits, and the Meaning of Innovations in Consumer Confidence607 cited
  • 2009How sensitive are consumer expenditures to retail energy prices?

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580 cited
  • 2009Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets575 cited
  • 2011News shocks and business cycles534 cited
  • 2012What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?531 cited
  • 2013Economic policy uncertainty in the US: Does it matter for the Euro area?530 cited
  • 2012Confidence and the transmission of government spending shocks448 cited
  • 2021Local Projection Inference Is Simpler and More Robust Than You Think445 cited