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Data‐driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?
16 references·0 citing·42 second hop
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 2002Has the Business Cycle Changed and Why?1,515 cited
  • 2017Structural Vector Autoregressive Analysis1,057 cited
  • 2003Identification Through Heteroskedasticity922 cited
  • 2006Has Monetary Policy Become More Effective?768 cited
  • 2002Monetary disturbances matter for business fluctuations in the G-7749 cited
  • 2011Sign Restrictions in Structural Vector Autoregressions: A Critical Review689 cited
  • 1998The robustness of identified VAR conclusions about money569 cited
  • 1992‘Interpreting the macroeconomic time series facts: The effects of monetary policy’487 cited
  • 2015Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information413 cited
  • 2009VAR Analysis and the Great Moderation293 cited

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  • 2001Identification, estimation and testing of conditionally heteroskedastic factor models276 cited
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