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How do Individual Sectors Respond to Macroeconomic Shocks? A Structural Dynamic Factor Approach Applied to Swiss Data
16 references·1 citing·37 second hop
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References

  • 2024The Quarterly Journal of Economics7,176 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 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
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 1999State-Space Models with Regime Switching1,304 cited
  • 2012International Journal of Central Banking1,258 cited
  • 2005Implications of Dynamic Factor Models for VAR Analysis870 cited
  • 2003Monetary policy in a data-rich environment702 cited
  • 2006Determining the Number of Primitive Shocks in Factor Models540 cited
  • 2005Monetary Policy in a Low Pass-Through Environment502 cited
  • 2006Chapter 10 Forecasting with Many Predictors382 cited
  • 2011Introducing financial frictions and unemployment into a small open economy model349 cited
  • 1998Trade Elasticities for G-7 Countries329 cited

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Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound
310 cited

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  • 2024Macroeconomic Uncertainty and Sectoral Output in Nigeria11 cited