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The relationship between DSGE and VAR models. (2013). Giacomini, Raffaella.
In: CeMMAP working papers.
RePEc:ifs:cemmap:21/13.

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  1. Merging Structural and Reduced-Form Models for Forecasting. (2024). Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin.
    In: The B.E. Journal of Macroeconomics.
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  2. Imperfect Information and Hidden Dynamics. (2023). Levine, Paul ; Yang, BO ; Wright, Stephen ; Pearlman, Joseph.
    In: School of Economics Discussion Papers.
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  3. BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney.
    In: Journal of Economic Surveys.
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  4. Calibration and Validation of Macroeconomic Simulation Models: A General Protocol by Causal Search. (2022). Pallante, Gianluca ; Moneta, Alessio ; Martinoli, Mario.
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  8. Measuring the Connectedness of the Global Economy. (2021). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew.
    In: International Journal of Forecasting.
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  9. Identifiability of structural singular vector autoregressive models. (2021). Braumann, Alexander ; Funovits, Bernd.
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  10. Invertibility and VAR Representations of Time-Varying Dynamic Stochastic General Equilibrium Models. (2020). Cavicchioli, Maddalena.
    In: Computational Economics.
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  11. Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney.
    In: CAMA Working Papers.
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  12. An empirical investigation of direct and iterated multistep conditional forecasts. (2019). McGillicuddy, Joseph T ; McCracken, Michael W.
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  13. Financial Frictions, the Great Trade Collapse and International Trade over the Business Cycle. (2019). Watson, Anna.
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  14. Implications of Partial Information for Applied Macroeconomic Modelling. (2019). Robinson, Tim ; pagan, adrian.
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  15. On the sources of information about latent variables in DSGE models. (2019). Iskrev, Nikolay.
    In: European Economic Review.
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  16. Testing a model of UK growth: A role for R&D subsidies. (2019). Meenagh, David ; Minford, Lucy.
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  17. 1. (2019). .
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  18. Identifiability of Structural Singular Vector Autoregressive Models. (2019). Braumann, Alexander ; Funovits, Bernd.
    In: Papers.
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  19. Are asset price data informative about news shocks? A DSGE perspective. (2018). Iskrev, Nikolay.
    In: Working Papers.
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  20. Fundamentalness, Granger Causality and Aggregation. (2018). Forni, Mario ; Sala, Luca ; Gambetti, Luca.
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  21. Are asset price data informative about news shocks? A DSGE perspective. (2018). Iskrev, Nikolay.
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  22. Fiscal policy within the DSGE-VAR framework. (2018). Franta, Michal ; Babecký, Jan ; Ryanek, Jakub .
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  23. Are asset price data informative about news shocks? A DSGE perspective. (2018). Iskrev, Nikolay.
    In: Working Paper Series.
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  24. Ciclo de recursos naturales y política fiscal bajo preferencias inconsistentes. (2018). Peláez Sierra, Sergio ; Pelaez, Sergio.
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  25. Revisiting the Exchange Rate Pass Through: A General Equilibrium Perspective. (2018). Garcia Cicco, Javier ; Garcia-Cicco, Javier ; Garcia-Schmidt, Mariana.
    In: Working Papers Central Bank of Chile.
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  26. Testing a model of UK growth - a causal role for R&D subsidies. (2018). Meenagh, David ; Minford, Lucy.
    In: Cardiff Economics Working Papers.
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  27. A heterogeneous-agent model of growth and inequality for the UK. (2018). Minford, A. Patrick ; Meenagh, David ; Yang, Xiaoliang.
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  28. Mind the gap! Stylized dynamic facts and structural models.. (2018). ferroni, filippo ; Canova, Fabio.
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  29. Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia.
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  30. An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts. (2017). McCracken, Michael ; McGillicuddy, Joseph.
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  31. A small-scale DSGE-VAR model for the Romanian economy. (2017). Pop, Raluca-Elena.
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  32. VAR Information and the Empirical Validation of DSGE Models. (2016). Gambetti, Luca ; Forni, Mario ; Sala, Luca.
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  33. Investigating the Relationship Between DSGE and SVAR Models. (2016). Robinson, Tim ; pagan, adrian.
    In: NCER Working Paper Series.
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  34. VAR Information and the Empirical Validation of DSGE Models. (2016). Gambetti, Luca ; Forni, Mario ; Sala, Luca.
    In: Center for Economic Research (RECent).
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  35. Rare Events and Risk Perception: Evidence from Fukushima Accident. (2016). Wozniak, Tomasz .
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  36. Modest Macroeconomic Effects of Monetary Policy Shocks during the Great Moderation: An Alternative Interpretation. (2016). Castelnuovo, Efrem.
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  37. Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation. (2016). Castelnuovo, Efrem.
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  38. Measuring nonfundamentalness for structural VARs. (2016). Soccorsi, Stefano.
    In: Journal of Economic Dynamics and Control.
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  39. VAR Information and the Empirical Validation of DSGE Models. (2016). Gambetti, Luca ; Forni, Mario ; Sala, Luca.
    In: CEPR Discussion Papers.
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  40. Are small scale VARs useful for business cycle analysis? Revisiting Non-Fundamentalness. (2016). Hamidi Sahneh, Mehdi ; Canova, Fabio ; Hamidisahneh, Mehdi .
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  41. Effects of Fiscal Policy in the DSGE-VAR Framework: The Case of the Czech Republic. (2016). Rysanek, Jakub ; Franta, Michal ; Babecký, Jan ; Babecky, Jan.
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  42. Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Non-Fundamentalness. (2016). Canova, Fabio.
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  43. A Note on the Identification of Dynamic Economic Models with Generalized Shock Processes. (2016). Reicher, Claire A.
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  44. Bayesian Vector Autoregressions. (2016). Woźniak, Tomasz ; Woniak, Tomasz.
    In: Australian Economic Review.
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  45. Delayed Overshooting Puzzle in Structural Vector Autoregression Models.. (2015). Vonnák, Balázs ; Istrefi, Klodiana ; Vonnak, B.
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  46. The Statistical Implications of Common Identifying Restrictions for DSGE Models. (2014). Morris, Stephen.
    In: 2014 Meeting Papers.
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  47. Economic theory and forecasting: lessons from the literature. (2014). Giacomini, Raffaella.
    In: CeMMAP working papers.
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  48. Economic theory and forecasting: lessons from the literature. (2014). Giacomini, Raffaella.
    In: CEPR Discussion Papers.
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    In: Papers.
    RePEc:arx:papers:1904.05952.

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  14. The Impact of Credit Booms and Economic Policy on Labour Productivity: A Sectoral Analysis. (2018). Hodula, Martin ; Pfeifer, Lukas.
    In: ACTA VSFS.
    RePEc:prf:journl:v:12:y:2018:i:1:p:10-42.

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  15. Misspecification of noncausal order in autoregressive processes. (2018). Jasiak, Joann ; gourieroux, christian.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:205:y:2018:i:1:p:226-248.

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  16. Efficiency improvements for minimum distance estimation of causal and invertible ARMA models. (2018). Velasco, Carlos ; Lobato, Ignacio N.
    In: Economics Letters.
    RePEc:eee:ecolet:v:162:y:2018:i:c:p:150-152.

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  17. Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1138.

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  18. Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia.
    In: MPRA Paper.
    RePEc:pra:mprapa:82914.

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  19. Residual-based diagnostic tests for noninvertible ARMA models. (2017). Nyholm, Juho.
    In: MPRA Paper.
    RePEc:pra:mprapa:81033.

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  20. Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors. (2017). Telg, Sean ; Issler, João ; Hecq, Alain.
    In: MPRA Paper.
    RePEc:pra:mprapa:80767.

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  21. Size Effects of Fiscal Policy and Business Confidence in the Euro Area. (2017). Savva, Christos ; Michail, Nektarios ; Koursaros, Demetris.
    In: IJFS.
    RePEc:gam:jijfss:v:5:y:2017:i:4:p:26-:d:118051.

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  22. Government purchases reloaded: Informational insufficiency and heterogeneity in fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:90:y:2017:i:c:p:13-27.

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  23. Indeterminate forecast accuracy under indeterminacy. (2017). Sorge, Marco ; Fanelli, Luca.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:53:y:2017:i:c:p:57-70.

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  24. Noncausality and the commodity currency hypothesis. (2017). Nyberg, Henri ; Lof, Matthijs.
    In: Energy Economics.
    RePEc:eee:eneeco:v:65:y:2017:i:c:p:424-433.

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  25. Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif.
    In: Economic Research Papers.
    RePEc:ags:uwarer:269308.

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  26. Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?. (2016). Telg, Sean ; Lieb, Lenard ; Hecq, Alain.
    In: MPRA Paper.
    RePEc:pra:mprapa:74922.

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  27. The response of asset prices to monetary policy shocks: stronger than thought. (2016). Kerssenfischer, Mark ; Alessi, Lucia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161967.

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  28. Measuring Nonfundamentalness for Structural VARs. (2016). Soccorsi, Stefano.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/222962.

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  29. Identification of Mixed Causal-Noncausal Models : How Fat Should We Go?. (2015). Telg, Sean ; Lieb, Lenard ; Hecq, Alain.
    In: Research Memorandum.
    RePEc:unm:umagsb:2015035.

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  30. Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?. (2015). Sorge, Marco ; Fanelli, Luca.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:402.

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  31. Are the shocks obtained from SVAR fundamental?. (2015). Hamidi Sahneh, Mehdi ; Hamidisahneh, Mehdi .
    In: MPRA Paper.
    RePEc:pra:mprapa:65126.

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  32. Technological Standardization, Endogenous Productivity and Transitory Dynamics. (2014). Schmidt, Julia ; Baron, J..
    In: Working papers.
    RePEc:bfr:banfra:503.

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  33. On the Fundamentalness of Nonfundamentalness in DSGE Models. (2013). Sorge, Marco.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:340.

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  34. Essays on Expectations and the Econometrics of Asset Pricing. (2013). Lof, Matthijs.
    In: MPRA Paper.
    RePEc:pra:mprapa:59064.

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  35. The relationship between DSGE and VAR models. (2013). Giacomini, Raffaella.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:21/13.

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  36. The common component of firm growth. (2013). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:26:y:2013:i:c:p:73-82.

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  37. NONCAUSAL VECTOR AUTOREGRESSION. (2013). Saikkonen, Pentti ; Lanne, Markku.
    In: Econometric Theory.
    RePEc:cup:etheor:v:29:y:2013:i:03:p:447-481_00.

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  38. Noncausality and asset pricing. (2013). Lof, Matthijs.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:17:y:2013:i:2:p:211-220:n:6.

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  39. Causal Inference by Independent Component Analysis: Theory and Applications. (2013). Moneta, Alessio ; Coad, Alex ; Hoyer, Patrik O. ; Entner, Doris .
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:75:y:2013:i:5:p:705-730.

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  40. Government Spending Reloaded: Fundamentalness and Heterogeneity in Fiscal SVARs. (2012). Ricco, Giovanni ; Ellahie, Atif.
    In: MPRA Paper.
    RePEc:pra:mprapa:42105.

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  41. A monetáris politika hatása a magyar gazdaságra. Elemzés strukturális, dinamikus faktormodellel. (2012). Pellényi, Gábor ; Pellenyi, Gabor .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1296.

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  42. Identifying News Shocks from SVARs. (2012). Jidoud, Ahmat ; Fève, Patrick ; Feve, Patrick.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:4:p:919-932.

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  43. Noncausality and Asset Pricing. (2011). Lof, Matthijs.
    In: MPRA Paper.
    RePEc:pra:mprapa:30519.

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