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Identification of SVAR models by combining sign restrictions with external instruments
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References

  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
  • 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
  • 2016Macroeconomic Shocks and Their Propagation1,100 cited
  • 2013The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States1,022 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
  • 2019Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks917 cited
  • 2012Disentangling the Channels of the 2007–09 Recession838 cited
  • 2002Monetary disturbances matter for business fluctuations in the G-7

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749 cited
  • 2021Local Projections and VARs Estimate the Same Impulse Responses738 cited
  • 2010Bayesian Multivariate Time Series Methods for Empirical Macroeconomics644 cited
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