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Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions
16 references·1 citing·45 second hopsampled
Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions (2020)Drawing Conclusions from Structural Vecto…Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)Measuring the effects of fede…Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments (2018)Identification and Estimation…Economic uncertainty and the influence of monetary policy (2017)Economic uncertainty and the …Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information (2015)Sign Restrictions, Structural…The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis (2014)The Effectiveness of Unconven…Time-Varying Effects of Oil Supply Shocks on the US Economy (2013)Time-Varying Effects of Oil S…THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)High Frequency Identification…WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS (2012)WHY AGNOSTIC SIGN RESTRICTION…THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET (2012)THE ROLE OF TIME‐VARYING PRIC…OIL AND THE MACROECONOMY: A QUANTITATIVE STRUCTURAL ANALYSIS (2012)OIL AND THE MACROECONOMY: A Q…Disentangling the Channels of the 2007–09 Recession (2012)Disentangling the Channels of…Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Structural Vector Autoregress…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …Monetary disturbances matter for business fluctuations in the G-7 (2002)Monetary disturbances matter …COVID-19-induced shocks and uncertainty (2021)COVID-19-induced shocks and u…Biases in Dynamic Models with Fixed Effects (1981)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Financial crisis, US unconventional monetary policy and international spillovers (2015)What are the macroeconomic effects of asset purchases? 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(2005)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Expectations and the neutrality of money (1972)Discretion versus policy rules in practice (1993)Estimating long-run relationships from dynamic heterogeneous panels (1995)Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations (1996)What are the effects of fiscal policy shocks? (2009)Staggered prices in a utility-maximizing framework (1983)Staggered Prices in a Utility-Maximizing Framework (1996)Macroeconomic Shocks and Their Propagation (2016)U.S. Monetary Policy and the Global Financial Cycle (2020)Estimation and Inference of Impulse Responses by Local Projections (2005)Monetary Policy in a Low Interest Rate World (2017)Monetary Policy Communications and Their Effects on Household Inflation Expectations (2022)A Reassessment of Monetary Policy Surprises and High-Frequency Identification (2023)Specification Tests in Econometrics (1978)Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Local Projections and VARs Estimate the Same Impulse Responses (2021)
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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 OIL1,471 cited
  • 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 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
  • 2020Measuring the effects of federal reserve forward guidance and asset purchases on financial markets597 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
  • 2012OIL AND THE MACROECONOMY: A QUANTITATIVE STRUCTURAL ANALYSIS464 cited
  • 2015Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information

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413 cited
  • 2012THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET404 cited
  • 2017Economic uncertainty and the influence of monetary policy399 cited
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    • 2021COVID-19-induced shocks and uncertainty49 cited