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Narrative Sign Restrictions for SVARs
16 references·16 citing·35 second hopsampled
Narrative Sign Restrictions for SVARs (2018)Narrative Sign Restrictions for SVARsMonetary Policy Surprises, Credit Costs, and Economic Activity (2015)Monetary Policy Surprises, Cr…THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…Disentangling the Channels of the 2007–09 Recession (2012)Disentangling the Channels of…Identifying Government Spending Shocks: It's all in the Timing* (2011)Identifying Government Spendi…The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)The Macroeconomic Effects of …Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Structural Vector Autoregress…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Causes and Consequences of the Oil Shock of 2007–08 (2009)Causes and Consequences of th…Were There Regime Switches in U.S. Monetary Policy? (2006)Were There Regime Switches in…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…A New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…Monetary disturbances matter for business fluctuations in the G-7 (2002)Monetary disturbances matter …Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Measuring Monetary Policy (1998)Measuring Monetary PolicyWhat Does Monetary Policy Do? (1996)What Does Monetary Policy Do?Identifying Monetary Policy Shocks: A Natural Language Approach (2024)Identifying Monetary Policy S…Global supply chain pressures, inflation, and implications for monetary policy (2024)Global supply chain pressures…Essays in International Finance (2024)Essays in International Finan…Long-term inflation expectations and monetary policy in the euro area before the pandemic (2023)Long-term inflation expectati…Understanding the estimation of oil demand and oil supply elasticities (2022)Understanding the estimation …Oil prices, exchange rates and interest rates (2022)Oil prices, exchange rates an…Bank capital requirement shocks: A narrative perspective (2022)Bank capital requirement shoc…The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements (2021)The Macroeconomic Effects of …Joint Bayesian inference about impulse responses in VAR models (2021)Joint Bayesian inference abou…Feedbacks: Financial Markets and Economic Activity (2021)Feedbacks: Financial Markets …Common shocks in stocks and bonds (2021)Common shocks in stocks and b…Structural scenario analysis with SVARs (2020)Structural scenario analysis …Refining the workhorse oil market model (2019)Refining the workhorse oil ma…Measuring global economic activity (2019)Measuring global economic act…Loan supply, credit markets and the euro area financial crisis (2019)Loan supply, credit markets a…Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area (2018)Crimea and punishment: the im…Econometric policy evaluation: A critique (1976)Macroeconomics and Reality (1980)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)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Credit Spreads and Business Cycle Fluctuations (2012)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy According to HANK (2018)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Oil prices, US stock return, and the dependence between their quantiles (2015)Financing Constraints and Corporate Investment (1987)Financing Constraints and Corporate Investment (1988)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)Household Expenditure and the Income Tax Rebates of 2001 (2006)Growth Forecast Errors and Fiscal Multipliers (2013)The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)Understanding the Effects of Government Spending on Consumption (2007)When Is the Government Spending Multiplier Large? (2011)Measuring the Output Responses to Fiscal Policy (2012)Measuring Geopolitical Risk (2022)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Interpreting the macroeconomic time series facts (1992)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)The federal funds rate and the channels of monetary transmission (1989)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Macroeconomic Shocks and Their Propagation (2016)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)
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References

  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 2010The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks2,096 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2011Identifying Government Spending Shocks: It's all in the Timing*1,670 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2009Causes and Consequences of the Oil Shock of 2007–081,101 cited
  • 1996What Does Monetary Policy Do?1,081 cited
  • 2009Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference901 cited
  • 2012

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Disentangling the Channels of the 2007–09 Recession
838 cited
  • 2002Monetary disturbances matter for business fluctuations in the G-7749 cited
  • Cited by

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    • 2021Common shocks in stocks and bonds112 cited
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    • 2020Structural scenario analysis with SVARs97 cited
    • 2021Joint Bayesian inference about impulse responses in VAR models92 cited
    • 2019Refining the workhorse oil market model90 cited
    • 2019Loan supply, credit markets and the euro area financial crisis79 cited
    • 2022Understanding the estimation of oil demand and oil supply elasticities76 cited
    • 2018Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area75 cited
    • 2024Identifying Monetary Policy Shocks: A Natural Language Approach74 cited
    • 2022Bank capital requirement shocks: A narrative perspective72 cited
    • 2023Long-term inflation expectations and monetary policy in the euro area before the pandemic63 cited