SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Local Projections and VARs Estimate the Same Impulse Responses
16 references·16 citing·37 second hopsampled
Local Projections and VARs Estimate the Same Impulse Responses (2021)Local Projections and VARs Estimate the S…Structural Vector Autoregressive Analysis (2017)Structural Vector Autoregress…Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Government Spending Multiplie…Macroeconomic Shocks and Their Propagation (2016)Macroeconomic Shocks and Thei…Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Monetary Policy Surprises, Cr…When Credit Bites Back (2013)When Credit Bites BackDisentangling the Channels of the 2007–09 Recession (2012)Disentangling the Channels of…Identifying Government Spending Shocks: It's all in the Timing* (2011)Identifying Government Spendi…Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Structural Vector Autoregress…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Estimation and Inference of Impulse Responses by Local Projections (2005)Estimation and Inference of I…A New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…Handbook of macroeconomics (1999)Handbook of macroeconomicsAlternative Explanations of the Money-Income Correlation (1986)Alternative Explanations of t…Macroeconomics and Reality (1980)Macroeconomics and RealityLocal projections vs. VARs: Lessons from thousands of DGPs (2024)Local projections vs. VARs: L…Threats to central bank independence: High-frequency identification with twitter (2023)Threats to central bank indep…The Macroeconomic Impact of Europe’s Carbon Taxes (2023)The Macroeconomic Impact of E…The macroeconomic effects of oil price uncertainty (2023)The macroeconomic effects of …A Reassessment of Monetary Policy Surprises and High-Frequency Identification (2023)A Reassessment of Monetary Po…Sentimental Business Cycles (2022)Sentimental Business CyclesMonetary Policy, Redistribution, and Risk Premia (2022)Monetary Policy, Redistributi…A Reassessment of Monetary Policy Surprises and High-Frequency Identification (2022)A Reassessment of Monetary Po…Oil volatility risk (2021)Oil volatility riskLumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy (2021)Lumpy Durable Consumption Dem…Local Projection Inference Is Simpler and More Robust Than You Think (2021)Local Projection Inference Is…Feeling the Heat: Extreme Temperatures and Price Stability (2021)Feeling the Heat: Extreme Tem…Feedbacks: Financial Markets and Economic Activity (2021)Feedbacks: Financial Markets …Inference in Structural Vector Autoregressions identified with an external instrument (2020)Inference in Structural Vecto…State Dependence of Monetary Policy Across Business, Credit and Interest Rate Cycles (2019)State Dependence of Monetary …Forecast Error Variance Decompositions with Local Projections (2019)Forecast Error Variance Decom…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Impulse response analysis in nonlinear multivariate models (1996)Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments (2018)Public Debt and Low Interest Rates (2019)Measuring Geopolitical Risk (2022)Econometric policy evaluation: A critique (1976)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Credit Spreads and Business Cycle Fluctuations (2012)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy According to HANK (2018)Credit Rationing in Markets with Imperfect Information (1981)Time to Build and Aggregate Fluctuations (1982)Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors (1993)Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Discretion versus policy rules in practice (1993)Understanding the Effects of Government Spending on Consumption (2007)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)When Is the Government Spending Multiplier Large? (2011)Measuring the Output Responses to Fiscal Policy (2012)The Role of Monetary Policy (1995)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Impact of Uncertainty Shocks (2009)The federal funds rate and the channels of monetary transmission (1989)Interpreting the macroeconomic time series facts (1992)Measuring Monetary Policy (1998)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1980Macroeconomics and Reality12,826 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 2011Identifying Government Spending Shocks: It's all in the Timing*1,670 cited
  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
  • 1986Alternative Explanations of the Money-Income Correlation1,501 cited
  • 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited
  • 2017Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data1,435 cited
  • 1999Handbook of macroeconomics1,276 cited
  • 2016Macroeconomic Shocks and Their Propagation1,100 cited
  • 2017Structural Vector Autoregressive Analysis1,057 cited
  • 2009Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference901 cited
  • 2013When Credit Bites Back875 cited

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

  • 2012Disentangling the Channels of the 2007–09 Recession838 cited
  • Cited by

    • 2021Local Projection Inference Is Simpler and More Robust Than You Think445 cited
    • 2023A Reassessment of Monetary Policy Surprises and High-Frequency Identification321 cited
    • 2022A Reassessment of Monetary Policy Surprises and High-Frequency Identification153 cited
    • 2020Inference in Structural Vector Autoregressions identified with an external instrument151 cited
    • 2021Feedbacks: Financial Markets and Economic Activity142 cited
    • 2023The Macroeconomic Impact of Europe’s Carbon Taxes142 cited
    • 2023The macroeconomic effects of oil price uncertainty113 cited
    • 2024Local projections vs. VARs: Lessons from thousands of DGPs104 cited
    • 2021Oil volatility risk99 cited
    • 2019Forecast Error Variance Decompositions with Local Projections95 cited
    • 2021Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy92 cited
    • 2023Threats to central bank independence: High-frequency identification with twitter89 cited
    • 2022Monetary Policy, Redistribution, and Risk Premia88 cited
    • 2019State Dependence of Monetary Policy Across Business, Credit and Interest Rate Cycles83 cited
    • 2021Feeling the Heat: Extreme Temperatures and Price Stability80 cited
    • 2022Sentimental Business Cycles76 cited