Search Results

Sources of German unemployment: evidence from a structural VAR model,
Tobias Linzert, from ZEW - Leibniz Centre for European Economic Research (2001)
Keywords: Unemployment, Structural VAR, Cointegration

Unemployment and Welfare Participation in a Structural VAR: Rethinking the 1990S in the United States,
Corrado Andini, from CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy (2004)
Keywords: Welfare, Unemployment, Structural VAR

A ranking of VAR and structural models in forecasting,
El Mostafa Bentour, from University Library of Munich, Germany (2015)
Keywords: Random Walk, Structural models, Theil Criterion, VAR models

Testing for Sufficient Information in Structural VARs,
Mario Forni and Luca Gambetti, from C.E.P.R. Discussion Papers (2011)
Keywords: Favar models; Information; Non-fundamentalness; Structural var; Technology shocks.

News, Non-Invertibility, and Structural VARs,
Eric Sims, from Emerald Group Publishing Limited (2012)
Keywords: Structural VAR, non-invertibility, non-fundamentalness, news shocks, factor models

Testing for Sufficient Information in Structural VARs,
Mario Forni and Luca Gambetti, from Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2011)
Keywords: Structural VAR, non-fundamentalness, information, FAVAR models, technology shocks.

Identification with external instruments in structural VARs,
Silvia Miranda Agrippino and Giovanni Ricco, from Bank of England (2022)
Keywords: Identification with external instruments; structural VAR; invertibility; monetary policy shocks

Testing for Sufficient Information in Structural VARs,
Mario Forni and Luca Gambetti, from Barcelona School of Economics (2011)
Keywords: Structural VAR, non-fundamentalness, information, FAVAR models, technology shocks

Jobless Recovery and Structural Change: A VAR Approach,
Li-Hsueh Chen and Zhen Cui, in South Asian Journal of Macroeconomics and Public Finance (2017)
Keywords: Jobless recovery; structural change; sectoral shift; VAR

On Priors for Impulse Responses in Bayesian Structural VAR Models,
Andrzej Kocięcki, from University Library of Munich, Germany (2003)
Keywords: impulse responses Structural VAR bayesian analysis

Analysing Core Inflation in India: A Structural VAR Approach,
Ashima Goyal and Ayan Kumar Pujari, from University Library of Munich, Germany (2005)
Keywords: Inflation Targeting, Core Inflation, Structural VAR

Spanish monetary policy: A structural VAR analysis,
Etsuro Shioji, from Department of Economics and Business, Universitat Pompeu Fabra (1997)
Keywords: Monetary policy, structural VAR, identification, exchange rate

Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?,
Varang Wiriyawit and Benjamin Wong, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014)
Keywords: Structural VAR, Identification, Detrending, Bias

Orientation of the Fiscal Policy in Tunisia: Structural VAR Analysis,
Wissem Khanfir, in Romanian Economic Journal (2017)
Keywords: Fiscal Policy, Structural budget balance, structural VAR, Tunisia

Opening the Black Box: Structural Factor Models versus Structural VARs,
Marco Lippi, Lucrezia Reichlin and Mario Forni, from C.E.P.R. Discussion Papers (2003)
Keywords: Dynamic factor models; Structural vars; Identification

Identification with External Instruments in Structural VARs,
Silvia Miranda-Agrippino and Giovanni Ricco, in Journal of Monetary Economics (2023)
Keywords: Identification with external instruments; Structural VAR; Invertibility; Monetary policy shocks; C36; C32; E30; E52;

Sources of unemployment in Namibia: an application of the structural VAR approach,
Tafirenyika Sunde and Olusegun Akanbi, from University Library of Munich, Germany (2015)
Keywords: Unemployment, Structural VAR, Impulse response, Variance decomposition, Namibia

Leaning Against House Prices: A Structural VAR Investigation,
Luca Benati, from Universitaet Bern, Departement Volkswirtschaft (2020)
Keywords: Structural VARs; house prices; sign restrictions; zero restrictions.

Leaning against house prices: A structural VAR investigation,
Luca Benati, in Journal of Monetary Economics (2021)
Keywords: Structural VARs; House prices; Sign restrictions; Zero restrictions;

The Cointegrated VAR Model with Deterministic Structural Breaks,
Emilia Gosińska and Aleksander Welfe, in Central European Journal of Economic Modelling and Econometrics (2022)
Keywords: structural breaks, cointegrated VAR, WALD test, hypothesis testing

A structural VAR analysis of Islamic financing in Malaysia,
Mansor Ibrahim and Fadzlan Sufian, in Studies in Economics and Finance (2014)
Keywords: Malaysia, Structural VAR, Impulse response functions, Islamic financing

A review of nonfundamentalness and identification in structural VAR models,
Lucia Alessi, Matteo Barigozzi and Marco Capasso, from European Central Bank (2008)
Keywords: dynamic stochastic general equilibrium models, factor models, Nonfundamentalness, structural VAR

Codependent VAR Models and the Pseudo-Structural Form,
Carsten Trenkler and Enzo Weber, from University of Regensburg, Department of Economics (2012)
Keywords: Codependence; VAR; cointegration; pseudo-structural form; serial correlation common features

Codependent VAR Models and the Pseudo-Structural Form,
Carsten Trenkler and Enzo Weber, from University of Mannheim, Department of Economics (2012)
Keywords: Codependence , VAR , cointegration , pseudo-structural form , serial correlation common features

Codependent VAR models and the pseudo-structural form,
Carsten Trenkler and Enzo Weber, in AStA Advances in Statistical Analysis (2013)
Keywords: Codependence, VAR, Pseudo-structural form, Serial correlation common features,

Effect of remittances on the macroeconomy: A Structural VAR study of Nepal,
Sudyumna Dahal, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2022)
Keywords: remittance shock, Nepal, macro-economy, small open economy, structural VAR,

Oil and the Macroeconomy: A Structural VAR Analysis with Sign Restrictions,
Francesco Lippi and Andrea Nobili, from C.E.P.R. Discussion Papers (2008)
Keywords: Business cycle; Oil prices; Structural var; Sign restrictions

A Review of Nonfundamentalness and Identification in Structural VAR Models,
Lucia Alessi, Matteo Barigozzi and Marco Capasso, from Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2007)
Keywords: Nonfundamentalness, Structural VAR, Dynamic Stochastic General Equilibrium Models, Factor Models

Relative Price Skewness and Inflation: A Structural VAR Framework,
Attila Rátfai, from Institute of Economics, Centre for Economic and Regional Studies (2001)
Keywords: inflation dynamics (S, s) princing models, structural VAR analysis

The long-run Phillips curve: A structural VAR investigation,
Luca Benati, in Journal of Monetary Economics (2015)
Keywords: Inflation; Unemployment; Phillips curve; Unit roots; Cointegration; Bayesian VARs; Structural VARs; Long-run restrictions; Sign restrictions;

Analyzing Exchange Rate Misalignment in Iran Based on Structural VAR Approach,
Mohsen Mehrara, in Iranian Economic Review (IER) (2006)
Keywords: Exchange rate misalignment, Iran economy, structural VAR.

Macroeconomic Effects of Fiscal Policy in Morocco: An Approach to Structural VAR,
Tlaytmaste Bahaddi and Mohamed Karim, in Applied Economics and Finance (2018)
Keywords: fiscal policy, real economic activity, VAR structural

The Effect of a Financial Block on the Identification of Confidence Shocks in a Structural VAR Model,
Christian Myohl, from Universitaet Bern, Departement Volkswirtschaft (2018)
Keywords: Confidence shocks, structural VARs, financial channel

Core inflation in the Euro area: Evidence from the structural VAR approach,
Elke Hahn, from Center for Financial Studies (CFS) (2002)
Keywords: Core Inflation, Structural VAR Approach, Euro Area

MONETARY POLICY, EXCHANGE RATE, AND THE TRANSMISSION MECHANISM IN ROMANIA: A STRUCTURAL VAR APPROACH,
Cezar Botel, in Journal for Economic Forecasting (2003)
Keywords: monetary policy, structural VAR, exchange rate

Impact of Monetary Policy Transmission on the Demographic in India - A Structural VAR Approach,
Pabitra Kumar Jena, Raghav Sharma, Tania Dehury and Sasmita Nayak, in Asian Economics Letters (2024)
Keywords: Monetary policy, Transmission, Structural VAR, Demographic

Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy,
Francesco Belviso and Fabio Milani, from University Library of Munich, Germany (2005)
Keywords: VAR, Dynamic Factors, Monetary Policy, Structural FAVAR.

Structural VAR identification in asset markets using short-run market inefficiencies,
Gultekin Isiklar, from University Library of Munich, Germany (2005)
Keywords: Structural VAR; Overreaction and Underreaction; Stock Market

Structural Factor-Augmented VARs (SFAVARs) and the Effects of Monetary Policy,
Francesco Belviso and Fabio Milani, in The B.E. Journal of Macroeconomics (2006)
Keywords: VAR, dynamic factors, monetary policy, structural FAVAR

Nominal shocks and the current account: A structural VAR analysis of 14 OECD countries,
Massimo Giuliodori, in Review of World Economics (Weltwirtschaftliches Archiv) (2004)
Keywords: Structural VAR, real exchange rate, current account,

On The Feasibility of a Common Currency in West Africa: Evidence from a Multivariate Structural VAR,
Christopher N. Ekong and Kenneth Onye, from University Library of Munich, Germany (2012)
Keywords: Common Currency, ECOWAS, OCA, Structural VAR

Estimating Sectoral Disinflation Cost in India: Some Structural VAR Evidence,
Dinabandhu Sethi and Debashis Acharya, in Journal of Quantitative Economics (2018)
Keywords: Monetary policy, Sacrifice ratio, Structural VAR

Fiscal Policy in the Transition to Monetary Union: a Structural VAR Model,
C. Bruneau and Olivier de Bandt, from Banque de France (1999)
Keywords: Budget deficit ; Ricardian equivalence ; Structural VAR ; EMU

Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification,
Wiriyawit Varang and Benjamin Wong, in Studies in Nonlinear Dynamics & Econometrics (2016)
Keywords: bias, detrending, identification, structural VAR

Asymmetries and Markov-switching structural VAR,
Frédéric Karamé, from HAL (2015)
Keywords: Structural VAR,Markov-switching regime,Generalized impulse-response function,Sign,size and state asymmetries,Aggregate gross job flows

Asymmetries and Markov-switching structural VAR,
Frédéric Karamé, in Journal of Economic Dynamics and Control (2015)
Keywords: Structural VAR; Markov-switching regime; Generalized impulse-response function; Sign; Size and state asymmetries; Aggregate gross job flows;

Sources of German Unemployment: Evidence from a Structural VAR Model / Die Hintergründe deutscher Arbeitslosigkeit: Evidenz von einem Strukturellen VAR,
Tobias Linzert, in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) (2004)
Keywords: Unemployment, Structural VAR, cointegration, Arbeitslosigkeit, Strukturelles VAR, Kointegration

Implications of Dynamic Factor Models for VAR Analysis,
James James and Mark Watson, from Princeton University. Economics Department. (2005)
Keywords: VAR, factor models, Structural VAR

A structural cointegrating VAR approach to macroeconometric modelling,
Anthony Garratt, Kevin Lee, Mohammad Pesaran and Yongcheol Shin, from Edinburgh School of Economics, University of Edinburgh (1998)
Keywords: structural cointegrating VAR, macroeconomic modelling, generalised impulse responses, persistence profiles, probability forecasts

A Structural Cointegrating VAR Approach to Macroeconometric Modelling,
Anthony Garratt, Kevin Lee, Mohammad Pesaran and Yongcheol Shin, from Faculty of Economics, University of Cambridge (1998)
Keywords: Structural cointegrating VAR, Macroeconomic modelling, Generalised impulse responses, Persistence profiles, Probability forecasts

Identifying Structural Breaks in Cointegrated VAR Models,
Håvard Hungnes, from Statistics Norway, Research Department (2005)
Keywords: Johansen procedure; cointegrated VAR; structural breaks; growth rates; cointegration mean levels.

A Structural VAR Approach to Estimating Budget Balance Targets,
Robert Buckle, Kunhong Kim and Julie Tam, from New Zealand Treasury (2001)
Keywords: Budget target; Fiscal policy; Fiscal Responsibility Act; Structural VAR; Stochastic Simulation

A structural VAR model of the New Zealand business cycle,
Robert Buckle, Kunhong Kim, Heather Kirkham, Nathan McLellan and Jared Sharma, from New Zealand Treasury (2002)
Keywords: Open economy; structural VAR models; business cycles; climate; commodity prices; international linkages; financial conditions.

House prices and capital inflows in Spain during the boom: Evidence from a cointegrated VAR and a structural Bayesian VAR,
Juan Cuestas, in Journal of Housing Economics (2017)
Keywords: House prices; Capital inflows; Leveraging; CVAR; Structural Bayesian VAR;

House prices and capital inflows in Spain during the boom: evidence from a cointegrated VAR and a Structural Bayesian VAR,
Juan Cuestas, from Asociación Española de Economía y Finanzas Internacionales (2016)
Keywords: house prices; capital inflows; leveraging; CVAR; structural Bayesian VAR

An Assessment of the Real Exchange Rate Misalignment in Egypt: A Structural VAR Approach,
Rana Hosni, in Applied Economics and Finance (2015)
Keywords: Egypt, real effective exchange rate, structural VAR, exchange rate misalignment

Expectations Channel of the Monetary Policy in India - A Structural Factor Augmented VAR Approach,
Apica Sharma, in Asian Economics Letters (2022)
Keywords: Expectations Channel, Monetary Policy, Structural Factor Augmented VAR

Monetary Policy and Trade Balance in Indonesia: Evidence from a Structural VAR Analysis,
Lestano Lestano, in Economics and Finance in Indonesia (2009)
Keywords: Monetary Policy, Exchange Rate, Trade Balance, Structural VAR, Indonesia

Aggregate demand gap based on a simple structural VAR model,
Dongchul Cho, in Economics Letters (2012)
Keywords: Aggregate demand gap; Structural VAR; End-point problem;

An algorithm for generalized impulse-response functions in Markov-switching structural VAR,
Frédéric Karamé, from HAL (2012)
Keywords: Generalized impulse-response function,Markov-switching regime,Structural VAR

An algorithm for generalized impulse-response functions in Markov-switching structural VAR,
Frédéric Karamé, in Economics Letters (2012)
Keywords: Structural VAR; Markov-switching regime; Generalized impulse-response function;

The fed and the term structure: Addressing simultaneity within a structural VAR model,
Mira Farka and Amadeu DaSilva, in Journal of Empirical Finance (2011)
Keywords: Monetary policy; Term structure of interest rates; Structural VAR; Identification;

Monetary Transmission Mechanism In A Small Open Economy: A Bayesian Structural Var Approach,
Rokon Bhuiyan, from Economics Department, Queen's University (2008)
Keywords: Monetary policy, structural VAR, block exogeneity, impulse response

Identification with External Instruments in Structural VARs under Partial Invertibility,
Giovanni Ricco and ,, from C.E.P.R. Discussion Papers (2019)
Keywords: Identification with external instruments; Structural var; Invertibility; Monetary policy shocks

Identification with External Instruments in Structural VARs under Partial Invertibility,
Silvia Miranda-Agrippino and Giovanni Ricco, from University of Warwick, Department of Economics (2019)
Keywords: Identification with External Instruments ; Structural VAR ; Invertibility ; Monetary Policy Shocks

Identification with external instruments in structural VARs under partial invertibility,
Silvia Miranda Agrippino and Giovanni Ricco, from HAL (2018)
Keywords: Identification with external instruments,Structural VAR,Invertibility,Monetary Policy Shocks

The effects of shocks on the Austrian unemployment rate – a structural VAR approach,
Susanne Maidorn, in Empirical Economics (2003)
Keywords: Key words: Unemployment; Hysteresis; Structural VAR, JEL classification: J40; E24,

Monetary shocks on the Korean stock index: structural VAR analysis,
Yongseung Han and Myeong Hwan Kim, in Eurasian Economic Review (2023)
Keywords: Structural VAR, Monetary policy, Korean stock market, Impulse response

Causal linkages between work and life satisfaction and their determinants in a structural VAR approach,
Alex Coad and Martin Binder, in Economics Letters (2014)
Keywords: Subjective well-being; Job satisfaction; Structural VAR; SOEP;

An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR,
Frédéric Karamé, from Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne (2012)
Keywords: structural VAR, Markov-switching regime, generalized impulse-response function

Causes of the 2000s Food Price Surge: New Evidence from Structural VAR,
Daniel Grabowski, from Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2016)
Keywords: food price crisis, grain prices, structural VAR, sign restrictions

Nominal Rigidities and The Real Effects of Monetary Policy in a Structural VAR Model,
Pham The Anh, from Development and Policies Research Center (DEPOCEN), Vietnam (2007)
Keywords: Structural VAR; Nominal Rigidities; Monetary Policy Shocks; New Keynesian Theory

A weekly structural VAR model of the US crude oil market,
Daniele Valenti, Andrea Bastianin and Matteo Manera, in Energy Economics (2023)
Keywords: COVID-19; WTI price; Futures-spot price spread; Speculation; Structural VAR; Bayesian VAR;

A weekly structural VAR model of the US crude oil market,
Daniele Valenti, Andrea Bastianin and Matteo Manera, from Fondazione Eni Enrico Mattei (2022)
Keywords: COVID-19; WTI price; futures-spot price spread; speculation; structural VAR; Bayesian VAR

Fiscal asymmetries and debt crises: Evidence from Lebanon using a sign restricted structural VAR model,
Simon Neaime, Nasser Badra and Isabelle Gaysset, in The Journal of Economic Asymmetries (2023)
Keywords: Lebanon'S debt crisis; Structural VAR; Fiscal shocks;

Oil Price Shock and Fiscal-Monetary Policy Variables in Nigeria: A Structural VAR Approach,
Ismaila Okunoye and Yinka Hammed, from University Library of Munich, Germany (2020)
Keywords: fiscal policy, monetary policy, structural VAR

Bootstrapping Structural VARs: Avoiding a Potential Bias in Confidence Intervals for Impulse Response Functions,
Kerk L. Phillips and David Spencer, from University Library of Munich, Germany (2010)
Keywords: impulse response function; structural VAR; bias; bootstrap

Bootstrapping structural VARs: Avoiding a potential bias in confidence intervals for impulse response functions,
Kerk L. Phillips and David Spencer, in Journal of Macroeconomics (2011)
Keywords: Impulse response function; Structural VAR; Bias; Bootstrap;

Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach,
Nathan Balke, Zheng Zeng and Ren Zhang, in The North American Journal of Economics and Finance (2021)
Keywords: Credit shocks; Financial intermediation; Structural VAR;

House prices, credit and the effect of monetary policy in Norway: evidence from structural VAR models,
Ørjan Robstad, in Empirical Economics (2018)
Keywords: House prices, Credit, Monetary policy, Structural VAR

House prices, credit and the effect of monetary policy in Norway: Evidence from Structural VAR Models,
Ørjan Robstad, from Norges Bank (2014)
Keywords: House Prices, Credit, Monetary Policy, Structural VAR

Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis,
Alina Barnett, Jan Groen and Haroon Mumtaz, from Bank of England (2010)
Keywords: Inflation expectations; Markov-switching structural VAR

Dissecting Taylor Rules in a Structural VAR,
Woon Gyu Choi and Yi Wen, from International Monetary Fund (2010)
Keywords: WP;interest rate;monetary policy;GDP deflator; endogenous monetary policy; Taylor rule; structural VAR; spectral decomposition; output growth; interest rate volatility; inflation volatility; inflation pressure; Inflation; Production growth; Supply shocks; Central bank policy rate; Business cycles; Global

Statistical inference for independent component analysis: Application to structural VAR models,
Christian Gourieroux, Alain Monfort and Jean-Paul Renne, in Journal of Econometrics (2017)
Keywords: Independent component analysis; Pseudo maximum likelihood; Identification; Cayley transform; Structural shocks; Structural VAR; Impulse response functions;

Statistical Inference for Independent Component Analysis: Application to Structural VAR Models,
Christian Gourieroux, Alain Monfort and Jean-Paul Renne, from Center for Research in Economics and Statistics (2017)
Keywords: Independent Component Analysis; Pseudo Maximum Likelihood; Identification; Cayley Transform; Structural Shocks; Structural VAR; Impulse Response Functions

Are policy counterfactuals based on structural VAR's reliable?,
Luca Benati, from European Central Bank (2010)
Keywords: DSGE models, Great Depression, great inflation, great moderation, lucas critique, monetary policy, policy counterfactuals, structural VARs, Taylor rules

The impact of external shocks on the eurozone: a structural VAR model,
Jean-Baptiste Gossé and Cyriac Guillaumin, from HAL (2011)
Keywords: global imbalances,current account,eurozone,structural VAR model,contemporary and long-term restrictions,external shock,exogeneity hypothesis.,exogeneity hypothesis

RATS program to replicate Faust 1998 paper on semi-structural VAR,
Tom Doan, from Boston College Department of Economics
Keywords: VAR

News, Non-Invertibility, and Structural VARs,
Eric Sims, from University of Notre Dame, Department of Economics (2012)
Keywords: DSGE, VAR, News shocks

Unambiguous inference in sign-restricted VAR models,
Robert Calvert Jump, from Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol (2018)
Keywords: Structural VAR; sign restrictions.