SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
To Bi, or not to Bi? Differences in Spillover Estimates from Bilateral and Multilateral Multi-country Models
16 references·0 citing·40 second hop
To Bi, or not to Bi? Differences in Spillover Estimates from Bilateral and Multilateral Multi-country Models (2015)To Bi, or not to Bi? Differences in Spill…Panel Vector Autoregressive Models: A Survey (2013)Panel Vector Autoregressive M…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Shocks and Frictions in US Bu…Large Bayesian vector auto regressions (2009)Large Bayesian vector auto re…The External Wealth of Nations Mark Ii: Revised and Extended Estimates of Foreign Assets and Liabilities,1970-2004 (2006)The External Wealth of Nation…DOES MONETARY POLICY GENERATE RECESSIONS? (2006)DOES MONETARY POLICY GENERATE…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach* (2005)Measuring the Effects of Mone…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Implications of Dynamic Factor Models for VAR Analysis (2005)Implications of Dynamic Facto…Estimation and Inference of Impulse Responses by Local Projections (2005)Estimation and Inference of I…Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Modeling Regional Interdepend…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2001)Nominal Rigidities and the Dy…Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…Identifying monetary policy in a small open economy under flexible exchange rates (1997)Identifying monetary policy i…Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…Time series analysis and simultaneous equation econometric models (1974)Time series analysis and simu…Structural Equation Methods in the Social Sciences (1972)Structural Equation Methods i…Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Financial Factors in Economic Fluctuations (2010)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Macroeconomic Effects of Federal Reserve Forward Guidance (2012)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)The federal funds rate and the channels of monetary transmission (1989)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Cross-Border Banking and Global Liquidity (2014)Macroeconomics and Reality (1980)Interpreting the macroeconomic time series facts (1992)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Forecasting Using Principal Components From a Large Number of Predictors (2002)Macroeconomic Forecasting Using Diffusion Indexes (2002)Prior Selection for Vector Autoregressions (2014)U.S. Monetary Policy and the Global Financial Cycle (2020)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Macro Factors in Bond Risk Premia (2009)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)FRED-MD: A Monthly Database for Macroeconomic Research (2015)Statistical analysis of cointegration vectors (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Panels with Nonstationary Multifactor Error Structures (2006)Exploring the international linkages of the euro area: a global VAR analysis (2007)Unit Roots and Cointegration in Panels (2008)Were There Regime Switches in U.S. Monetary Policy? (2006)Pricing-to-Market, Trade Costs, and International Relative Prices (2008)Global Current Account Imbalances and Exchange Rate Adjustments (2005)Foreign Capital and Economic Growth (2007)GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?* (2008)Macroeconomic Shocks and Their Propagation (2016)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Measuring Geopolitical Risk (2022)
this work references cited by second hop

References

  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2010Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach1,507 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 2001Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy1,448 cited
  • 2009Large Bayesian vector auto regressions1,158 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
  • 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach916 cited
  • 2005Implications of Dynamic Factor Models for VAR Analysis870 cited
  • 2006The External Wealth of Nations Mark Ii: Revised and Extended Estimates of Foreign Assets and Liabilities,1970-2004846 cited
  • 1997Identifying monetary policy in a small open economy under flexible exchange rates793 cited
  • 1972Structural Equation Methods in the Social Sciences683 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach*681 cited
  • 1974Time series analysis and simultaneous equation econometric models

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

655 cited
  • 2006DOES MONETARY POLICY GENERATE RECESSIONS?562 cited
  • 2013Panel Vector Autoregressive Models: A Survey548 cited
  • Cited by

    No citing works inside the corpus for this window.