SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Testing for Sufficient Information in Structural VARs
4 references·1 citing·21 second hop
Testing for Sufficient Information in Structural VARs (2011)Testing for Sufficient Information in Str…Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory? (2008)Are Structural VARs with Long…Opening the Black Box: Structural Factor Models with Large Cross-Sections (2007)Opening the Black Box: Struct…Multivariate out-of-sample tests for Granger causality (2006)Multivariate out-of-sample te…Does Information Help Recovering Structural Shocks from past Observations? (2006)Does Information Help Recover…The heterogeneous impact of monetary policy on the US labor market (2020)The heterogeneous impact of m…Time to Build and Aggregate Fluctuations (1982)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Fiscal Foresight and Information Flows (2013)Panel Vector Autoregressive Models: A Survey (2013)Macroeconomic Shocks and Their Propagation (2016)Comparing Predictive Accuracy (1994)Asymptotic Inference about Predictive Ability (1996)Tests of equal forecast accuracy and encompassing for nested models (2001)Business confidence and stock returns in the USA: a time-varying Markov regime-switching model (2011)Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations (1996)The Generalized Dynamic-Factor Model: Identification and Estimation (2000)Macroeconomic Forecasting Using Diffusion Indexes (2002)Quantifying the speculative component in the real price of oil: The role of global oil inventories (2013)Speculation in the Oil Market (2014)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)The Skill Content of Recent Technological Change: An Empirical Exploration (2003)The Growth of Low-Skill Service Jobs and the Polarization of the US Labor Market (2013)Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? (2006)Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US (2006)Dynamic Factor Models: A Review of the Literature (2013)
this work references cited by second hop

References

  • 2008Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory?272 cited
  • 2006Does Information Help Recovering Structural Shocks from past Observations?133 cited
  • 2006Multivariate out-of-sample tests for Granger causality48 cited
  • 2007Opening the Black Box: Structural Factor Models with Large Cross-Sections43 cited

Cited by

  • 2020The heterogeneous impact of monetary policy on the US labor market14 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work