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Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions
16 references·3 citing·40 second hop
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(1998)How Big (Small?) are Fiscal Multipliers? (2010)The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)Macroeconomic Shocks and Their Propagation (2016)
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References

  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
  • 2009What are the effects of fiscal policy shocks?1,331 cited
  • 2019Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks917 cited
  • 2009Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference901 cited
  • 2012Disentangling the Channels of the 2007–09 Recession838 cited
  • 2002Monetary disturbances matter for business fluctuations in the G-7749 cited
  • 2018Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments654 cited
  • 2014The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis625 cited
  • 2012WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS543 cited
  • 2013Time-Varying Effects of Oil Supply Shocks on the US Economy530 cited
  • 2012

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OIL AND THE MACROECONOMY: A QUANTITATIVE STRUCTURAL ANALYSIS
464 cited
  • 2018Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications439 cited
  • 2015Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information413 cited
  • Cited by

    • 2023Demand or Supply? An empirical exploration of the effects of climate change on the macroeconomy120 cited
    • 2020Inflation Expectations and the Pass-Through of Oil Prices88 cited
    • 2020A History of Aggregate Demand and Supply Shocks for the United Kingdom, 1900 to 201622 cited