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Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables
16 references·0 citing·43 second hop
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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
  • 2010The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks2,130 cited
  • 2012Capital flow waves: Surges, stops, flight, and retrenchment1,645 cited
  • 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,471 cited
  • 2012International Journal of Central Banking1,307 cited
  • 2017Structural Vector Autoregressive Analysis1,061 cited
  • 1990Handbook of monetary economics1,014 cited
  • 2018Deconstructing Monetary Policy Surprises: The Role of Information Shocks981 cited
  • 2008Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?926 cited
  • 2011Capital Flows, Push versus Pull Factors and the Global Financial Crisis922 cited
  • 2019Measuring euro area monetary policy540 cited
  • 2016International Channels of Transmission of Monetary Policy and the Mundellian Trilemma

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479 cited
  • 2011Asset Fire Sales and Purchases and the International Transmission of Funding Shocks438 cited
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