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The Price Puzzle: Fact or Artefact?. (2013). Mouratidis, Kostas ; Arestis, Philip ; Karoglou, Michail .
In: Working Papers.
RePEc:shf:wpaper:2013008.

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  1. Benati, L. and Surico P., 2009. "VAR Analysis and the Great Moderation," American Economic Review, vol. 99(4), pp. 1636-52

  2. Benati, L., 2008. “The Great Moderation in the United Kingdom”, Journal of Money Credit and Banking, vol. 40, pp. 121-147.

  3. Canova, F. and De Nicolo G., 2002. "Monetary disturbances matter for business fluctuations in the G-7", Journal of Monetary Economics, vol. 49, pp. 1131-1159.

  4. Canova, F. and Pina A., 2005. Monetary policy misspecification in VAR models. In New Trend in Macroeconomics (ed. C. Diebolt and C. Kyrtsou). Springer.
    Paper not yet in RePEc: Add citation now
  5. Canova, F., 2006. "You can use VARs for structural analyses. A comment to VARs and the great moderation". mimeo, Universitat Pompeu Fabra.
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  6. Carlstrom, C., Fuest, T., and Paustian M. (2009), "Monetary Policy Shocks, Choleski identification, and DNK models", Journal of Monetary Economics, vol. 56, pp. 10141021.

  7. Castelnuovo, E. and Surico P., 2010. Monetary policy, inflation expectations, and the price puzzle. The Economic Journal. 120(549), pp. 1262--1283.

  8. Davig, T. and Leeper, M. (2007), "Generalizing Taylor Principle", American Economic Review, Vol. 97(3), pp. 607-635.

  9. Farmer, E. Waggoner, D. and Zha, T. (2011), "Minimal State Variable Solutions to Markov Switching Rational Expectation Models", Journal of Economic Dynamic and Control, vol. 35, pp. 2150-2166.

  10. Sims, C., 1992. "Interpreting the macroeconomic time series facts: the effects of monetary policy". European Economic Review. vol. 36, pp. 975-1000.

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