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Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference · Study

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PreprintStructural Vector Autoregressions: Theory of Identification and Algorithms for Inference

Juan Francisco Rubio-Ramı́rez2008

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Preprintgreen2008

Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference

Juan Francisco Rubio-Ramı́rez · Daniel F. Waggoner · Tao A. Zha

60 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Control Systems and Identification Economic theories and models

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References

2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances 2005Time Varying Structural Vector Autoregressions and Monetary Policy 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US 1996Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations 1998Measuring Monetary Policy 2006Were There Regime Switches in U.S. Monetary Policy?

Cited by

2011Risk, Uncertainty and Monetary Policy 2009Dynamics of worker flows and vacancies: evidence from the sign restriction approach 2015Trends and Cycles in China's Macroeconomy 2016The European Central Bank's QE: A New Hope 2012NEUTRAL TECHNOLOGY SHOCKS AND THE DYNAMICS OF LABOR INPUT: RESULTS FROM AN AGNOSTIC IDENTIFICATION*2019

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2009Structural Vector Autoregressions: Theory of Identification and Algorithms for Inferencearticle · 13 shared references 2005Markov-Switching Structural Vector Autoregressions: Theory and Applicationpreprint · 13 shared references 2013How to Solve the Price Puzzle? A Meta‐Analysisarticle · 10 shared references 1999A STRUCTURAL VECTOR AUTOREGRESSION MODEL OF MONETARY POLICY IN AUSTRALIApreprint · 10 shared references 2013Structural vector autoregressionschapter · 9 shared references 2014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applicationspreprint · 9 shared references

Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations60

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.1296848

openalex_workW3123860109

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