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Structural vector autoregressions: theory of identification and algorithms for inference. (2008). Zha, Tao ; Waggoner, Daniel ; Rubio-Ramirez, Juan F.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2008-18.

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  1. Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2021). Fasianos, Apostolos ; Evgenidis, Anastasios.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:83:y:2021:i:1:p:115-175.

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  2. The impact of monetary policy on inequality in the UK. An empirical analysis. (2017). Theophilopoulou, Angeliki ; mumtaz, haroon.
    In: European Economic Review.
    RePEc:eee:eecrev:v:98:y:2017:i:c:p:410-423.

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  3. Chinas role in global inflation dynamics. (2013). Eickmeier, Sandra ; Kuhnlenz, Markus .
    In: Discussion Papers.
    RePEc:zbw:bubdps:072013.

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  4. The Transmission of US Financial Stress: Evidence for Emerging Market Economies. (2013). Schüler, Yves ; Fink, Fabian ; Schuler, Yves S..
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1301.

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  5. Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound. (2013). Benati, Luca ; Baumeister, Christiane.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2013:q:2:a:9.

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  6. What drives oil prices? Emerging versus developed economies. (2013). Bjørnland, Hilde ; Aastveit, Knut Are ; Bjrnland, Hilde C..
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-11.

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  7. Global and regional business cycles. Shocks and propagations. (2013). Thorsrud, Leif.
    In: Working Papers.
    RePEc:bny:wpaper:0012.

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  8. Understanding Global Liquidity. (2013). Hofmann, Boris ; Gambacorta, Leonardo ; Eickmeier, Sandra.
    In: BIS Working Papers.
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  9. Monetary policy and the oil futures market. (2012). Lombardi, Marco ; Eickmeier, Sandra.
    In: Discussion Papers.
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  10. NEUTRAL TECHNOLOGY SHOCKS AND THE DYNAMICS OF LABOR INPUT: RESULTS FROM AN AGNOSTIC IDENTIFICATION. (2012). Zanetti, Francesco ; mumtaz, haroon.
    In: International Economic Review.
    RePEc:wly:iecrev:v:53:y:2012:i:1:p:235-254.

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  11. The Macroeconomic Effects of Reserve Requirements. (2012). Towbin, Pascal ; Glocker, Christian.
    In: WIFO Working Papers.
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  12. Estimating overidentified, nonrecursive, time-varying coefficients structural VARs. (2012). Pérez Forero, Fernando ; Canova, Fabio ; Fernando J. Perez Forero, .
    In: Economics Working Papers.
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  13. The Sectoral Effects of Monetary Policy in Hungary: A Structural Factor Analysis. (2012). Pellényi, Gábor ; Pellenyi, Gabor .
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    In: IMF Working Papers.
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  15. Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions. (2012). Yamamoto, Yohei.
    In: Global COE Hi-Stat Discussion Paper Series.
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  16. Forecasting with Bayesian Vector Autoregressions. (2012). Karlsson, Sune.
    In: Working Papers.
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  17. The analytics of SVARs: a unified framework to measure fiscal multipliers. (2012). Kamps, Christophe ; Caldara, Dario.
    In: Finance and Economics Discussion Series.
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  18. Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic. (2012). Rusnák, Marek ; Horvath, Roman ; Franta, Michal.
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2012_11.

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  19. Sales, Inventories, and Real Interest Rates: A Century of Stylized Facts. (2012). Benati, Luca ; Lubik, Thomas A.
    In: CAMA Working Papers.
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  20. Loan supply shocks and the business cycle. (2012). Musso, Alberto ; Gambetti, Luca.
    In: Working Paper Series.
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  21. Macroeconomic shocks in an oil market var. (2012). Melolinna, Marko.
    In: Working Paper Series.
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  22. Applied Bayesian econometrics for central bankers. (2012). Blake, Andrew P ; Mumtaz, Haroon.
    In: Technical Books.
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  23. Neutral technology shocks and employment dynamics: results based on an RBC identification scheme. (2012). Zanetti, Francesco ; mumtaz, haroon.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0453.

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  24. What drives oil prices? Emerging versus developed economies. (2012). Thorsrud, Leif ; Bjørnland, Hilde ; Aastveit, Knut Are.
    In: Working Papers.
    RePEc:bny:wpaper:0007.

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  25. Estimating Overidentified, Nonrecursive Time-Varying Coefficients Structural VARs. (2012). Pérez Forero, Fernando ; Canova, Fabio ; Fernando J. Pérez Forero, .
    In: Working Papers.
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  26. The impact of monetary policy shocks on commodity prices. (2012). Pagano, Patrizio ; Lombardi, Marco ; Anzuini, Alessio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_851_12.

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  27. How do credit supply shocks propagate internationally? A GVAR approach. (2011). Ng, Tim ; Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:201127.

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  28. Long-run identifying restrictions on VARs within the AS-AD framework. (2011). Pentecôte, Jean-Sébastien.
    In: Economics Working Paper Archive (University of Rennes 1 & University of Caen).
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  29. On Identification of Bayesian DSGE Models*. (2011). Smith, Ronald ; Pesaran, M ; Koop, Gary.
    In: Working Papers.
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  30. Inference for VARs Identified with Sign Restrictions. (2011). Schorfheide, Frank ; Moon, Hyungsik ; Granziera, Eleonora ; Lee, Mihye.
    In: NBER Working Papers.
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  31. On Identification of Bayesian DSGE Models. (2011). Smith, Ronald ; Pesaran, M ; Koop, Gary.
    In: IZA Discussion Papers.
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  32. Inference for VARs identified with sign restrictions. (2011). Schorfheide, Frank ; Moon, Hyungsik ; Granziera, Eleonora ; Lee, Mihye.
    In: Working Papers.
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  33. Speculation in the oil market. (2011). Petrella, Ivan ; Juvenal, Luciana.
    In: Working Papers.
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  34. Financial capital and the macroeconomy: a quantitative framework. (2011). Sim, Jae ; Kiley, Michael.
    In: Finance and Economics Discussion Series.
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  35. Low interest rates and housing booms: the role of capital inflows, monetary policy and financial innovation. (2011). Wieladek, Tomasz ; Towbin, Pascal ; Sa, Filipa.
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  36. Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?. (2011). Paciello, Luigi.
    In: EIEF Working Papers Series.
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  37. Business cycle measurement with some theory. (2011). Canova, Fabio ; Paustian, Matthias.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:58:y:2011:i:4:p:345-361.

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  38. How Do Credit Supply Shocks Propagate Internationally? A GVAR approach. (2011). Ng, Tim ; Eickmeier, Sandra.
    In: CEPR Discussion Papers.
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  39. Structural Vector Autoregressions. (2011). Kilian, Lutz.
    In: CEPR Discussion Papers.
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  40. Inference for VARs Identified with Sign Restrictions. (2011). Schorfheide, Frank ; Moon, Hyungsik ; Granziera, Eleonora ; Lee, Mihye.
    In: CEPR Discussion Papers.
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  41. Inference on Impulse Response Functions in Structural VAR Models. (2011). Kilian, Lutz ; Inoue, Atsushi.
    In: CEPR Discussion Papers.
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  42. Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic. (2011). Rusnák, Marek ; Horvath, Roman ; Franta, Michal ; Rusnak, Marek .
    In: Working Papers.
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  43. On Identification of Bayesian DSGE Models. (2011). Smith, Ronald ; Pesaran, M ; Koop, Gary.
    In: CESifo Working Paper Series.
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  44. On Identification of Bayesian DSGE Models. (2011). Smith, Ronald ; Pesaran, M ; Koop, Gary.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1131.

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  45. Low interest rates and housing booms: the role of capital inflows, monetary policy and financial innovation. (2011). Wieladek, Tomasz ; Towbin, Pascal ; Sa, Filipa.
    In: Bank of England working papers.
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  46. The world is not enough! Small open economies and regional dependence. (2011). Thorsrud, Leif ; Bjørnland, Hilde ; Aastveit, Knut Are ; Bjornland, Hilde C..
    In: Working Papers.
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  47. Macroeconomic factors and micro-level bank risk. (2010). Prieto, Esteban ; Eickmeier, Sandra ; Buch, Claudia.
    In: Discussion Paper Series 1: Economic Studies.
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  48. Long-run identifying restrictions on VARs within the AS-AD framework. (2010). Pentecôte, Jean-Sébastien ; Pentecote, J.-S., .
    In: MPRA Paper.
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  49. Risk, Uncertainty and Monetary Policy. (2010). Lo Duca, Marco ; Hoerova, Marie ; Bekaert, Geert.
    In: NBER Working Papers.
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  50. The impact of monetary policy shocks on commodity prices. (2010). Pagano, Patrizio ; Lombardi, Marco ; Anzuini, Alessio.
    In: Working Paper Series.
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  51. Risk, Uncertainty and Monetary Policy. (2010). Lo Duca, Marco ; Hoerova, Marie ; Bekaert, Geert.
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  52. Macroeconomic Factors and Micro-Level Bank Risk. (2010). Prieto, Esteban ; Eickmeier, Sandra ; Buch, Claudia.
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  53. Impulse Response Identification in DSGE Models. (2009). Fukac, Martin.
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  54. Frequentist Inference in Weakly Identified DSGE Models. (2009). Kilian, Lutz ; Inoue, Atsushi ; Guerron, Pablo ; Guerron-Quintana, Pablo A..
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  55. New Information Response Functions.. (2009). Pegoraro, Fulvio ; Monfort, Alain ; Jardet, Caroline.
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  9. How the gold standard functioned in Portugal: an analysis of some macroeconomic aspects. (2005). Portugal Duarte, António ; Andrade, João.
    In: Method and Hist of Econ Thought.
    RePEc:wpa:wuwpmh:0505002.

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  10. Reduced-Rank Identification of Structural Shocks in VARs. (2005). .
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0512011.

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  11. Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.. (2005). Sargent, Thomas ; Cogley, Timothy.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:8:y:2005:i:2:p:262-302.

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  12. What does the Bank of Japan do to East Asia?. (2005). Maćkowiak, Bartosz.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2005-059.

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  13. Monetary policy and exchange rate interactions in a small open economy. (2005). Bjørnland, Hilde ; Bjornland, Hilde C..
    In: Memorandum.
    RePEc:hhs:osloec:2005_031.

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  14. Monetary Policy and the Illusionary Exchange Rate Puzzle. (2005). Bjørnland, Hilde ; Bjornland, Hilde C..
    In: Memorandum.
    RePEc:hhs:osloec:2005_026.

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  15. Markov-switching structural vector autoregressions: theory and application. (2005). Zha, Tao ; Waggoner, Daniel ; Rubio-Ramirez, Juan F.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2005-27.

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  16. Model-Free Impulse Responses. (2004). Jorda, Oscar.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0403016.

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  17. Is there a price puzzle in Brazil? An application of Bias-Corrected Bootstrap. (2004). Cysne, Rubens.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:577.

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  18. Technology Shocks Matter. (2004). Fisher, Jonas.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:14.

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  19. Exchange Rate Targeting and Economic Stabilization. (2004). Filer, Larry ; Fackler, J..
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:565.

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  20. Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach. (2004). Chow, Hwee Kwan ; CHOY, KEEN MENG.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:223.

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  21. Monetary Policy Shocks and the Role of House Prices Across European Countries. (2004). Giuliodori, Massimo.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:015.

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  22. The Macroeconomic Consequences of Terrorism. (2004). Orphanides, Athanasios ; Hess, Gregory ; Blomberg, Stephen.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1151.

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  23. On Priors for Impulse Responses in Bayesian Structural VAR Models. (2003). Kociecki, Andrzej.
    In: Econometrics.
    RePEc:wpa:wuwpem:0307006.

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  24. Putting M back in Monetary Policy. (2003). Leeper, Eric ; Roush, Jennifer E..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9552.

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  25. Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility. (2003). Normandin, Michel ; Phaneuf, Louis.
    In: Cahiers de recherche.
    RePEc:iea:carech:0304.

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  26. Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs. (2003). Warne, Anders ; Villani, Mattias.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0156.

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  27. Putting M back in monetary policy. (2003). Leeper, Eric ; Roush, Jennifer E..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:761.

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  28. Modest policy interventions. (2003). Zha, Tao ; Leeper, Eric.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2003-24.

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  29. Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form. (2002). Kilian, Lutz ; Goncalves, Silvia.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4191.

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  30. Modest Policy Interventions. (2002). Zha, Tao ; Leeper, Eric.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9192.

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  31. Empirical Analysis of Policy Interventions. (2002). Zha, Tao ; Leeper, Eric.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9063.

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  32. Monetary policy transmission through the consumption-wealth channel. (2002). Zeldes, Stephen ; Steindel, Charles ; Ludvigson, Sydney ; Lettau, Martin.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2002:i:may:p:117-133:n:v.8no.1.

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  33. Modeling Volcker as a non-absorbing state: agnostic identification of a Markov-switching VAR. (2002). Owyang, Michael.
    In: Working Papers.
    RePEc:fip:fedlwp:2002-018.

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  34. Empirical analysis of policy interventions. (2002). Zha, Tao ; Leeper, Eric.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2002:i:mar:x:1.

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  35. Modest policy interventions. (2002). Zha, Tao ; Leeper, Eric.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-19.

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  36. Economic determinants of the nominal treasury yield curve. (2001). Marshall, David ; Evans, Charles.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-01-16.

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  37. Evidence uncovered: long-term interest rates, monetary policy, and the expectations theory. (2001). Roush, Jennifer E..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:712.

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  38. Nominal rigidities and the dynamic effects of a shock to monetary policy. (2001). Evans, Charles ; Eichenbaum, Martin ; Christiano, Lawrence ; McGrattan, Ellen.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2001:i:jun:x:5.

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  39. Nominal rigidities and the dynamic effects of a shock to monetary policy. (2001). Evans, Charles ; Eichenbaum, Martin ; Christiano, Lawrence.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0107.

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  40. A VAR description of the effects of monetary policy in the individual countries of the euro area. (2001). Peersman, Gert ; Mojon, Benoit.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20010092.

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  41. Exact confidence intervals for impulse responses in a Gaussian vector autoregression. (2000). Wright, Jonathan.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:682.

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  42. Monetary disturbances matter for business fluctuations in the G-7. (2000). Canova, Fabio ; de Nicolo, Gianni.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:660.

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  43. Likelihood-preserving normalization in multiple equation models. (2000). Zha, Tao ; Waggoner, Daniel.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2000-8.

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  44. Has monetary policy been so bad that it is better to get rid of it? the case of Mexico. (2000). Obiols-Homs, Francesc ; Del Negro, Marco.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2000-26.

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  45. Assessing simple policy rules: a view from a complete macro model. (2000). Zha, Tao ; Leeper, Eric.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2000-19.

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  46. Monetary policys role in exchange rate behavior. (1999). Rogers, John ; Faust, Jon.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:652.

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  47. Modest policy interventions. (1999). Zha, Tao ; Leeper, Eric.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:99-22.

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  48. Quantifying the half-life of deviations from PPP: The role of economic priors. (1999). Zha, Tao ; Kilian, Lutz.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:99-21.

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  49. Prior parameter uncertainty: Some implications for forecasting and policy analysis with VAR models. (1999). Tallman, Ellis ; Robertson, John.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:99-13.

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  50. Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors. (1999). Zha, Tao ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2334.

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