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Impulse Response Function
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Impulse Response Function (2018)Impulse Response FunctionWhat are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…On the sources of business cycles in the G-7 (2002)On the sources of business cy…COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS (2001)COMPARISON OF BOOTSTRAP CONFI…Problems related to confidence intervals for impulse responses of autoregressive processes (2000)Problems related to confidenc…Error Bands for Impulse Responses (1999)Error Bands for Impulse Respo…Small-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Inter…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Topics in Structural VAR Econometrics (1997)Topics in Structural VAR Econ…Impulse response analysis in infinite order cointegrated vector autoregressive processes (1997)Impulse response analysis in …The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)The Effects of Monetary Polic…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Nonlinear Dynamic Structures (1993)Nonlinear Dynamic StructuresAggregate shocks and macroeconomic fluctuations: A bayesian approach (1992)Aggregate shocks and macroeco…Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models (1990)Asymptotic Distributions of I…Asymptotic Distribution of the Moving Average Coefficients of an Estimated Vector Autoregressive Process (1988)Asymptotic Distribution of th…Macroeconomics and Reality (1980)Macroeconomics and RealityStochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)What happened to the oil price-macroeconomy relationship? (1996)Vector Autoregressions and Reality (2002)Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (2004)CISS - A Composite Indicator of Systemic Stress in the Financial System (2010)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Estimation of stochastic volatility models with diagnostics (1997)Oil Price Shocks and the U.S. Economy: Where Does the Asymmetry Originate? (2002)The out-of-sample success of term structure models as exchange rate predictors: a step beyond (2003)Econometric policy evaluation: A critique (1976)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Understanding the Effects of Government Spending on Consumption (2007)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)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Are Forecasting Models Usable for Policy Analysis? (1986)Inference in Linear Time Series Models with some Unit Roots (1990)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site (2009)Risk, uncertainty and monetary policy (2013)Trends and random walks in macroeconomic time series (1988)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Costly capital reallocation and the effects of government spending (1998)Uncertainty and Economic Activity: Evidence from Business Survey Data (2013)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Monetary policy shocks in the euro area and global liquidity spillovers (2007)Commodity prices, interest rates and the dollar (2009)On vector autoregressive modeling in space and time (2010)The Financial Accelerator and the Flight to Quality (1996)Oil price shocks and stock market activity (1999)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • 1999Error Bands for Impulse Responses930 cited
  • 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
  • 1997Topics in Structural VAR Econometrics589 cited
  • 1993Nonlinear Dynamic Structures437 cited
  • 1990Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models267 cited
  • 2002On the sources of business cycles in the G-7122 cited
  • 2001COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS119 cited
  • 1997Impulse response analysis in infinite order cointegrated vector autoregressive processes81 cited
  • 2000Problems related to confidence intervals for impulse responses of autoregressive processes78 cited
  • 1992Aggregate shocks and macroeconomic fluctuations: A bayesian approach

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37 cited
  • 1988Asymptotic Distribution of the Moving Average Coefficients of an Estimated Vector Autoregressive Process27 cited
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