Nothing Special   »   [go: up one dir, main page]
create a website
Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test. (2015). Fanelli, Luca ; Castelnuovo, Efrem.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:30:y:2015:i:6:p:924-947.

Full description at Econpapers || Download paper

Cited: 20

Citations received by this document

Cites: 0

References cited by this document

Cocites: 0

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models. (2022). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:37:y:2022:i:1:p:3-22.

    Full description at Econpapers || Download paper

  2. Uncertainty shocks and inflation dynamics in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi.
    In: Economics Letters.
    RePEc:eee:ecolet:v:202:y:2021:i:c:s0165176521001026.

    Full description at Econpapers || Download paper

  3. Projection-based inference with particle swarm optimization. (2021). Lin, Zhenjiang ; Khalaf, Lynda.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000737.

    Full description at Econpapers || Download paper

  4. Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco M ; Angelini, Giovanni.
    In: Working Papers.
    RePEc:bol:bodewp:wp1160.

    Full description at Econpapers || Download paper

  5. Bootstrap lag selection in DSGE models with expectations correction. (2020). Angelini, Giovanni.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:14:y:2020:i:c:p:38-48.

    Full description at Econpapers || Download paper

  6. Sunspot-driven fat tails: A note. (2020). Sorge, Marco ; Dave, Chetan.
    In: Economics Letters.
    RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302032.

    Full description at Econpapers || Download paper

  7. The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models. (2020). Funovits, Bernd.
    In: Papers.
    RePEc:arx:papers:2002.04369.

    Full description at Econpapers || Download paper

  8. Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0234.

    Full description at Econpapers || Download paper

  9. Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2019n05.

    Full description at Econpapers || Download paper

  10. Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7697.

    Full description at Econpapers || Download paper

  11. To sign or not to sign? On the response of prices to financial and uncertainty shocks. (2018). Röhe, Oke ; Rohe, Oke ; Meinen, Philipp.
    In: Discussion Papers.
    RePEc:zbw:bubdps:332018.

    Full description at Econpapers || Download paper

  12. DSGE Models with Observation-Driven Time-Varying parameters. (2018). Angelini, Giovanni ; Gorgi, Paolo.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180030.

    Full description at Econpapers || Download paper

  13. Risk management-driven policy rate gap. (2018). Nodari, Gabriela ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: Economics Letters.
    RePEc:eee:ecolet:v:171:y:2018:i:c:p:235-238.

    Full description at Econpapers || Download paper

  14. DSGE Models with observation-driven time-varying volatility. (2018). Angelini, Giovanni ; Gorgi, Paolo.
    In: Economics Letters.
    RePEc:eee:ecolet:v:171:y:2018:i:c:p:169-171.

    Full description at Econpapers || Download paper

  15. Comparing hybrid time-varying parameter VARs. (2018). Chan, Joshua ; Eisenstat, Eric.
    In: Economics Letters.
    RePEc:eee:ecolet:v:171:y:2018:i:c:p:1-5.

    Full description at Econpapers || Download paper

  16. Walk on the wild side: Multiplicative sunspots and temporarily unstable paths. (2018). Bonomolo, Paolo ; Ascari, Guido ; Lopes, Hedibert.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:597.

    Full description at Econpapers || Download paper

  17. 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.

    Full description at Econpapers || Download paper

  18. Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation. (2016). Castelnuovo, Efrem.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:47:y:2016:i:pb:p:300-314.

    Full description at Econpapers || Download paper

  19. Misspecification and Expectations Correction in New Keynesian DSGE Models. (2016). Fanelli, Luca ; Angelini, Giovanni.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:78:y:2016:i:5:p:623-649.

    Full description at Econpapers || Download paper

References

References cited by this document

    This document has not been processed yet.

    You may help us by submiting the list of references

Cocites

Documents in RePEc which have cited the same bibliography

          This document has not co-citation data yet.

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-03-11 23:08:20 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.