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A Method for Working with Sign Restrictions in Structural Equation Modelling
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A Method for Working with Sign Restrictions in Structural Equation Modelling (2016)A Method for Working with Sign Restrictio…Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications (2014)Inference Based on SVARs Iden…What Drives Credit Growth in Emerging Asia? (2012)What Drives Credit Growth in …NEUTRAL TECHNOLOGY SHOCKS AND THE DYNAMICS OF LABOR INPUT: RESULTS FROM AN AGNOSTIC IDENTIFICATION* (2012)NEUTRAL TECHNOLOGY SHOCKS AND…Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)Sign Restrictions in Structur…Monetary policy and the exchange rate: Evaluation of VAR models (2011)Monetary policy and the excha…Do Mood Swings Drive Business Cycles and is it Rational? (2011)Do Mood Swings Drive Business…Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Structural Vector Autoregress…A Small-Sample Study of the New-Keynesian Macro Model (2006)A Small-Sample Study of the N…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Monetary disturbances matter for business fluctuations in the G-7 (2002)Monetary disturbances matter …The robustness of identified VAR conclusions about money (1998)The robustness of identified …Structural Models of the Liquidity Effect (1998)Structural Models of the Liqu…Topics in Structural VAR Econometrics (1997)Topics in Structural VAR Econ…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Sources of Business Cycle Fluctuations (1988)Sources of Business Cycle Flu…Macroeconomics and Reality (1980)Macroeconomics and RealityImpacts of the monetary policy on the exchange rate: case study of Vietnam (2019)Impacts of the monetary polic…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Econometric policy evaluation: A critique (1976)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)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS (2012)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)The macroeconomic impact of financial and uncertainty shocks (2016)American Economic Review (2019)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Risk, uncertainty and monetary policy (2013)Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Priors from General Equilibrium Models for VARS* (2004)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Monetary Policy (1998)Were There Regime Switches in U.S. Monetary Policy? (2006)The Informational Content of Surnames, the Evolution of Intergenerational Mobility, and Assortative Mating (2014)Factors that matter for financial inclusion: Evidence from Peru (2015)Measuring Financial Inclusion: A Muldimensional Index (2015)The federal funds rate and the channels of monetary transmission (1989)Discretion versus policy rules in practice (1993)A Monetary History of the United States, 1867-1960 (2017)A Contribution to the Theory of Economic Growth (1956)Time to Build and Aggregate Fluctuations (1982)Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)What happened to the oil price-macroeconomy relationship? (1996)International Risk Sharing and the Transmission of Productivity Shocks (2008)Monetary policy shocks in the euro area and global liquidity spillovers (2007)Commodity prices, interest rates and the dollar (2009)On vector autoregressive modeling in space and time (2010)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 2009Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference901 cited
  • 2002Monetary disturbances matter for business fluctuations in the G-7749 cited
  • 2011Sign Restrictions in Structural Vector Autoregressions: A Critical Review689 cited
  • 1988Sources of Business Cycle Fluctuations653 cited
  • 1997Topics in Structural VAR Econometrics589 cited
  • 1998The robustness of identified VAR conclusions about money569 cited
  • 2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications138 cited
  • 1998Structural Models of the Liquidity Effect114 cited
  • 2006A Small-Sample Study of the New-Keynesian Macro Model103 cited
  • 2011Do Mood Swings Drive Business Cycles and is it Rational?72 cited
  • 2012NEUTRAL TECHNOLOGY SHOCKS AND THE DYNAMICS OF LABOR INPUT: RESULTS FROM AN AGNOSTIC IDENTIFICATION*45 cited
  • 2011Monetary policy and the exchange rate: Evaluation of VAR models

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43 cited
  • 2012What Drives Credit Growth in Emerging Asia?29 cited
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    • 2019Impacts of the monetary policy on the exchange rate: case study of Vietnam14 cited