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Bayesian inference on structural impulse response functions
16 references·9 citing·46 second hop
Bayesian inference on structural impulse response functions (2019)Bayesian inference on structural impulse …Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2019)Structural Interpretation of …Macroeconomic Shocks and Their Propagation (2016)Macroeconomic Shocks and Thei…The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)The Dynamic Effects of Person…WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS (2012)WHY AGNOSTIC SIGN RESTRICTION…Disentangling the Channels of the 2007–09 Recession (2012)Disentangling the Channels of…A Quarterly, Utilization-Adjusted Series on Total Factor Productivity (2012)A Quarterly, Utilization-Adju…DOES MONETARY POLICY GENERATE RECESSIONS? (2006)DOES MONETARY POLICY GENERATE…What are the effects of monetary policy on output? 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(1986)Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Estimating the Effects of Fiscal Policy in OECD Countries (2003)Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Econometric policy evaluation: A critique (1976)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Understanding the Effects of Government Spending on Consumption (2007)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)DEBT AND TAXES* (1977)Structural Equations with Latent Variables. (1991)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)Can Government Purchases Stimulate the Economy? (2011)The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy (2015)Ten Years After the Financial Crisis: What Have We Learned from the Renaissance in Fiscal Research? (2019)MONEY, INCOME, AND CAUSALITY (1972)The federal funds rate and the channels of monetary transmission (1989)Vector Autoregressions (2001)Large Bayesian vector auto regressions (2009)What are the effects of fiscal policy shocks? 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(1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)The Transmission of Monetary Policy Shocks (2017)Monetary policy uncertainty (2019)Local Projections and VARs Estimate the Same Impulse Responses (2021)Measuring The Reaction of Monetary Policy to the Stock Market (2003)The impact of monetary policy on asset prices (2004)Real-time price discovery in global stock, bond and foreign exchange markets (2007)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 1997An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy2,077 cited
  • 2016Macroeconomic Shocks and Their Propagation1,100 cited
  • 1996What Does Monetary Policy Do?1,081 cited
  • 2013The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States1,022 cited
  • 1998Bayesian Methods for Dynamic Multivariate Models1,011 cited
  • 1999Error Bands for Impulse Responses930 cited
  • 2003Identification Through Heteroskedasticity922 cited
  • 2019Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks917 cited
  • 2012Disentangling the Channels of the 2007–09 Recession838 cited
  • 2006DOES MONETARY POLICY GENERATE RECESSIONS?562 cited
  • 2012A Quarterly, Utilization-Adjusted Series on Total Factor Productivity551 cited
  • 2012WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS

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543 cited
  • 2004Priors from General Equilibrium Models for VARS*539 cited
  • Cited by

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    • 2024The Long-Run Effects of Monetary Policy42 cited
    • 2021Instrumental Variable Identification of Dynamic Variance Decompositions36 cited
    • 2017Understanding the Size of the Government Spending Multiplier: It's in the Sign34 cited
    • 2021Identification and inference with ranking restrictions32 cited
    • 2022What Can We Learn from Sign-Restricted VARs?19 cited
    • 2022The Role of the Prior in Estimating VAR Models with Sign Restrictions17 cited
    • 2021Identification and Inference Under Narrative Restrictions17 cited