Search Results

What drives housing dynamics in China? A sign restrictions VAR approach,
Timothy Yang Bian and Pedro Gete, in Journal of Macroeconomics (2015)
Keywords: Vector autoregression; Sign restrictions; China; House prices;

The impact of uncertainty shocks in Spain: SVAR approach with sign restrictions,
Juan-Francisco Albert and Nerea Gómez Fernández, from London School of Economics and Political Science, LSE Library (2018)
Keywords: economic uncertainty; SVAR; sign restrictions; policy uncertainty

Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications,
Juan F Rubio-Ramirez, Jonas E. Arias and Daniel Waggoner, from BBVA Bank, Economic Research Department (2013)
Keywords: Sign and Zero Restrictions,Optimism and Fiscal Shocks,SVARs

Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications,
Rubio-Ramírez, Juan Francisco, , and Jonas E. Arias, from C.E.P.R. Discussion Papers (2014)
Keywords: Svars; Fiscal shocks; Optimism; Sign and zero restrictions

Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications,
Jonas E. Arias, Juan F Rubio-Ramirez and Daniel Waggoner, from Board of Governors of the Federal Reserve System (U.S.) (2014)
Keywords: SVAR; sign and zero restrictions; optimism and fiscal shocks

Algorithms for inference in SVARs identified with sign and zero restrictions,
Matthew Read, in The Econometrics Journal (2022)
Keywords: Bayesian inference, set identification, sign and zero restrictions, structural vector autoregression

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

Using the global dimension to identify shocks with sign restrictions,
Michael Fidora and Alexander Chudik, from European Central Bank (2011)
Keywords: global VAR, identification of shocks, oil shocks, sign restrictions, VAR

Combining sign and parametric restrictions in SVARs by Givens Rotations,
Lance A. Fisher and Hyeon-seung Huh, from Yonsei University, Yonsei Economics Research Institute (2018)
Keywords: structural vector autoregressions, sign and parametric restrictions, Givens rotations, QR decomposition

Sign Restrictions in Structural Vector Autoregressions: A Critical Review,
Renee Fry-McKibbin and Adrian Pagan, from National Centre for Econometric Research (2010)
Keywords: Structural Vector Autoregressions, New Keynesian Model, Sign Restrictions

Inference for VARs Identified with Sign Restrictions,
Frank Schorfheide, Hyungsik Moon, Eleonora Granziera and Mihye Lee, from C.E.P.R. Discussion Papers (2011)
Keywords: Bayesian inference; Frequentist inference; Partially identified models; Sign restrictions; Structural vars

Underidentified SVAR models: A framework for combining short and long-run restrictions with sign-restrictions,
Andrew Binning, from Norges Bank (2013)
Keywords: SVAR, Identification, Impulse responses, Short-run restrictions, Long-run restrictions, Sign restrictions

The credit supply channel of monetary policy: evidence from a FAVAR model with sign restrictions,
Juan S. Holguín and Jorge Uribe, in Empirical Economics (2020)
Keywords: Credit channel, FAVAR, Sign restrictions, Monetary policy

Exchange Rate Pass-Through:Evidence Based on Vector Autoregression with Sign Restrictions,
Lian An, from University Library of Munich, Germany (2006)
Keywords: Keywords: pass-through; vector autoregression; sign restrictions; exchange rates

Business cycle and factor income shares: a VAR sign restriction approach,
Lorenzo Tonni, from University Library of Munich, Germany (2022)
Keywords: factor shares, business cycle, labor share, VAR, sign restrictions

Business cycle and factor income shares: a VAR sign restrictions approach,
Lorenzo Tonni, from University Library of Munich, Germany (2023)
Keywords: factor shares, business cycle, labor share, VAR, sign restrictions

The Effects of EU Shocks on the Macrovariables of the Newly Acceded Countries -A Sign Restriction Approach,
Alina Barnett, from Society for Computational Economics (2005)
Keywords: structural VAR, sign restrictions, European Integration, business cycles

Inference Based on Time-Varying SVARs Identified with Sign Restrictions,
Jonas Arias, Rubio-Ramírez, Juan Francisco, Minchul Shin and Daniel Waggoner, from C.E.P.R. Discussion Papers (2024)
Keywords: Time-varying parameters; Structural vector autoregressions; Sign restrictions

Fully Bayesian Analysis of SVAR Models under Zero and Sign Restrictions,
Andrzej Kocięcki, from University Library of Munich, Germany (2017)
Keywords: Set identified Structural VAR, Sign restrictions, Monetary policy, Bayesian

Combining sign and parametric restrictions in SVARs by utilising Givens rotations,
Fisher Lance A. and Hyeon-seung Huh, in Studies in Nonlinear Dynamics & Econometrics (2020)
Keywords: Givens rotations, QR decomposition, sign and parametric restrictions, structural vector autoregressions

Combining sign and parametric restrictions in SVARs by utilising Givens rotations,
Fisher Lance A. and Huh Hyeon-seung, in Studies in Nonlinear Dynamics & Econometrics (2020)
Keywords: Givens rotations, QR decomposition, sign and parametric restrictions, structural vector autoregressions

Exchange Rate Pass-Through: Evidence Based on Vector Autoregression with Sign Restrictions,
Lian An and Jian Wang, in Open Economies Review (2012)
Keywords: Exchange rate pass-through, Vector autoregression, Sign restrictions, F31, F41,

Identification of SVAR Models by Combining Sign Restrictions With External Instruments,
Robin Braun and Ralf Brüggemann, from Department of Economics, University of Konstanz (2017)
Keywords: Structural vector autoregressive model, sign restrictions, external instruments

The impact of electricity shortages on Japanese economy: A structural VAR analysis with sign restrictions,
Shugo Yamamoto, from Graduate School of Economics, Kobe University (2011)
Keywords: Fukushima nuclear incident;, Electricity and the macroeconomy, Sign restriction VAR

Did the Fed Surprise the Markets in 2001? A Case Study for VARs with Sign Restrictions,
Harald Uhlig, from CESifo (2001)
Keywords: monetary policy, vector autoregression, sign restriction, identification, 2001, September 11th

Did the Fed surprise the markets in 2001? A case study for VARs with sign restrictions,
Harald Uhlig, from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2001)
Keywords: identification, monetary policy, vector autoregression, sign restriction, 2001, September 11th

Does partisan conflict impact the cash holdings of firms? A sign restrictions approach,
William Hankins, Chak Hung Jack Cheng, Ching-Wai (Jeremy) Chiu and Anna-Leigh Stone, from Bank of England (2016)
Keywords: Partisan conflict; cash holdings; economic policy uncertainty; VAR; sign restrictions

Identification of SVAR models by combining sign restrictions with external instruments,
Robin Braun and Ralf Brüggemann, from Bank of England (2022)
Keywords: Structural vector autoregressive model; sign restrictions; external instruments; proxy VAR

Loan Supply Shocks in Macedonia: A Bayesian SVAR Approach with Sign Restrictions,
Rilind Kabashi and Katerina Suleva, in Croatian Economic Survey (2016)
Keywords: loan supply, monetary policy, Bayesian VAR, sign restrictions, Macedonia

Loan supply shocks in Macedonia: a Bayesian SVAR approach with sign restrictions,
Rilind Kabashi and Katerina Suleva, from National Bank of the Republic of North Macedonia (2016)
Keywords: loan supply, monetary policy, Bayesian VAR, sign restrictions, Macedonia

Identifying Regional Labor Demand Shocks Using Sign Restrictions,
Falko Juessen and Ludger Linnemann, from Institute of Labor Economics (IZA) (2012)
Keywords: regional labor markets, migration, panel VAR, sign restrictions

Two algorithms in sign restrictions: an exploration in an empirical SVAR,
Lance A. Fisher and Hyeon-seung Huh, in International Journal of Computational Economics and Econometrics (2021)
Keywords: structural vector autoregressions; sign restrictions; Givens rotations; QR decomposition; instrumental variables; impulse responses.

Sign Restrictions and Supply-demand Decompositions of Inflation,
Matthew Read, from Reserve Bank of Australia (2024)
Keywords: forecast error variance decomposition; historical decomposition; set identification; sign restrictions; structural vector autoregression

Sign restrictions in high-dimensional vector autoregressions,
Dimitris Korobilis, from Business School - Economics, University of Glasgow (2020)
Keywords: high-dimensional VAR, structural inference, factor model, sign restriction, Gibbs sampling

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.

An IV framework for combining sign and long-run parametric restrictions in SVARs,
Lance A. Fisher and Hyeon-seung Huh, in Journal of Macroeconomics (2019)
Keywords: Structural vector-autoregression; Sign restrictions; Long-run parametric restrictions; Instrumental variables; Generated coefficients; Algorithms;

An IV framework for combining sign and long-run parametric restrictions in SVARs,
Lance A. Fisher and Hyeon-seung Huh, from Yonsei University, Yonsei Economics Research Institute (2018)
Keywords: sign restrictions, long-run parametric restrictions, IV estimation, algorithms, generated coefficients, small open economy, Canada

UHLIGFUNCS: RATS procedure to compute criteria for Uhlig sign-restricted shocks,
Tom Doan, from Boston College Department of Economics
Keywords: VAR with sign-restrictions

RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR,
Tom Doan, from Boston College Department of Economics
Keywords: VAR with sign restrictions

Bank Lending Channel in Transmission of Monetary Policy in Japan, 2000¨C2012: The Sign Restrictions VAR Approach,
Masao Kumamoto and Juanjuan Zhuo, in Applied Economics and Finance (2017)
Keywords: monetary policy, bank lending channel, Sign restrictions VAR, Japan

Monetary policy and exchange rates: Further evidence using a new method for implementing sign restrictions,
Lance A. Fisher and Hyeon-seung Huh, in Journal of Macroeconomics (2016)
Keywords: Structural VARs; Sign restrictions; Instrumental variables; Exchange rate puzzles;

How does the Exchange Rate Movement Affect Macroeconomic Performance? A VAR Analysis with Sign Restriction Approach– Evidence from Turkey,
Hakan Berument, Zulal Denaux and Yeliz Yalcin, in Economics Bulletin (2012)
Keywords: Exchange Rates, Monetary Policy, Vector Autoregression and Sign Restrictions.

The effect of monetary policy on output using sign restriction VAR: evidence from South Africa and South Korea,
Eliphas Ndou, in Empirical Economics (2023)
Keywords: Monetary shocks, Sign restriction VAR, Emerging market economies

Why are real interest rates so low? Evidence from a structural VAR with sign restrictions,
Annika Alexius, from Stockholm University, Department of Economics (2017)
Keywords: Real interest rate; sign restrictions; global savings and investment

The Macroeconomic Pass-through Effects of Monetary Policy through Sign Restrictions Approach: In the Case of Albania,
Gerti Shijaku, from Economics Section, The Graduate Institute of International Studies (2015)
Keywords: Monetary transmission mechanism, financial market condition, VAR, sign restriction identification.

Monetary Policy Neutrality: Sign Restrictions Go to Monte Carlo,
Efrem Castelnuovo, from Dipartimento di Scienze Economiche "Marco Fanno" (2012)
Keywords: Monetary policy shocks, VARs, sign restrictions, dynamic stochastic general equilibrium models, monetary neutrality.

Identification of SVAR Models by Combining Sign Restrictions With External Instruments,
Robin Braun and Ralf Brüggemann, from Department of Economics, University of Konstanz (2020)
Keywords: Structural vector autoregressive model, sign restrictions, external instru-ments, Proxy VAR

Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions,
Christiane Baumeister and James Hamilton, from C.E.P.R. Discussion Papers (2020)
Keywords: Structural vector autoregressions; Sign restrictions; Identified set; Informative priors; Bayesian inference; Monetary policy; Capital flows

Assessing Identifying Restrictions in SVAR Models,
Michele Piffer, from DIW Berlin, German Institute for Economic Research (2016)
Keywords: Identification, Bayesian econometrics, sign restrictions

Re-examining Symmetry of Shocks for East Asia: Results Using a VAR with Sign Restrictions,
Tuan Khai Vu, from Institute of Economic Research, Hitotsubashi University (2009)
Keywords: Structural VAR, Long run restriction, Sign restriction, Symmetry of Shocks, Common Currency, East Asia

IMPACT DES VARIATIONS DU TAUX DE CHANGE REEL SUR L'ECONOMIE MAROCAINE: UNE APPROCHE SVAR A DES RESTRICTIONS DE SIGNES,
Asmae Azzouzi and Ahmed Bousselhamia, from University Library of Munich, Germany (2019)
Keywords: Contractionary, Exchange rate shocks, Vector autoregression, Sign restrictions.

Monetary Policy Transmission in Italy: A BVAR Analysis with Sign Restriction,
Carlo Migliardo, in Czech Economic Review (2010)
Keywords: Bayesian VAR methods, conjugate prior, Litterman prior, Markov chain Monte Carlo, monetary policy, regime switching, sign restriction identification

Do Survey Data Help Identify Supply and Demand Shocks in Sign-restricted SVARs?,
Leonard Salzmann, from ZBW - Leibniz Information Centre for Economics (2024)
Keywords: Proxy VARs, SVAR, sign restrictions

Asset Price, the Exchange Rate, and Trade Balances in China: A Sign Restriction VAR Approach,
Wongi Wongi, in East Asian Economic Review (2018)
Keywords: Stock Price; Housing Price; Real Effective Exchange Rate; China Trade Balance; Sign Restriction VAR

Revisiting the effects of monetary policy shocks: Evidence from SVAR with narrative sign restrictions,
Kai Cheng and Yang Yang, in Economics Letters (2020)
Keywords: SVAR; Monetary policy shocks; Narrative sign restrictions; Systematic component of monetary policy;

Expectations, credit conditions, and housing boom-bust: Evidence from SVAR with sign and zero restrictions,
Xutao Ma and Zhen Zhang, in Journal of Banking & Finance (2022)
Keywords: House prices; Credit supply; Mortgage rate; Expectations; SVAR; Sign and zero restrictions;

Investment-specific technology shocks and business cycle: evidence from a sign restriction approach,
Saidul Islam, in Indian Economic Review (2024)
Keywords: Investment-specific technology, Neutral technology, Business cycle, Structural vector autoregression, Sign restrictions

Identification of Monetary Policy Shocks in Japan Using Sign Restrictions within the TVP-VAR Framework,
Michal Franta, from Institute for Monetary and Economic Studies, Bank of Japan (2011)
Keywords: Structural vector autoregressive model, time-varying parameters, sign restrictions, unconventional monetary policy, zero lower bound

Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models,
Lutz Kilian and Daniel Murphy, from C.E.P.R. Discussion Papers (2009)
Keywords: Demand shocks; Identification; Median response; Oil market; Sign restriction; Supply shocks; Vector autoregression

Do Policy-Related Shocks Affect Real Exchange Rates? An Empirical Analysis Using Sign Restrictions and a Penalty-Function Approach,
Taya Dumrongrittikul, from Monash University, Department of Econometrics and Business Statistics (2011)
Keywords: Real exchange rate, Vector error correction model, Monetary policy shocks, Sign restriction, Penalty function, Identification

Unbiased Instrumental Variables Estimation under Known First-Stage Sign,
Isaiah Andrews and Timothy Armstrong, from Cowles Foundation for Research in Economics, Yale University (2016)
Keywords: Weak instruments, Unbiased estimation, Sign restrictions

Unbiased Instrumental Variables Estimation under Known First-Stage Sign,
Isaiah Andrews and Timothy Armstrong, from Cowles Foundation for Research in Economics, Yale University (2016)
Keywords: Weak instruments, Unbiased estimation, Sign restrictions

Unbiased Instrumental Variables Estimation under Known First-Stage Sign,
Isaiah Andrews and Timothy Armstrong, from Cowles Foundation for Research in Economics, Yale University (2015)
Keywords: Weak instruments, Unbiased estimation, Sign restrictions

Unbiased Instrumental Variables Estimation under Known First-Stage Sign,
Isaiah Andrews and Timothy Armstrong, from Cowles Foundation for Research in Economics, Yale University (2015)
Keywords: Weak instruments, Unbiased estimation, Sign restrictions

Unbiased Instrumental Variables Estimation under Known First-Stage Sign,
Isaiah Andrews and Timothy Armstrong, from Cowles Foundation for Research in Economics, Yale University (2015)
Keywords: Weak instruments, Unbiased estimation, Sign restrictions

Unbiased Instrumental Variables Estimation under Known First-Stage Sign,
Isaiah Andrews and Timothy Armstrong, from Cowles Foundation for Research in Economics, Yale University (2015)
Keywords: Weak instruments, Unbiased estimation, Sign restrictions

How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions,
Markus Eller, Martin Feldkircher and Florian Huber, in Focus on European Economic Integration (2017)
Keywords: transmission of external shocks; cross-border spillovers; fiscal policy; global vector autoregression; sign restrictions; Central, Eastern and Southeastern Europe; euro area; Germany

To sign or not to sign? On the response of prices to financial and uncertainty shocks,
Philipp Meinen and Oke Roehe, in Economics Letters (2018)
Keywords: Financial shocks; Uncertainty shocks; Sign restrictions; Euro area; United States;

To sign or not to sign? On the response of prices to financial and uncertainty shocks,
Philipp Meinen and Oke Röhe, from Deutsche Bundesbank (2018)
Keywords: Financial Shocks, Uncertainty Shocks, Sign Restrictions, Euro Area, United States

A Comment on "Measuring Monetary Policy in the Euro Area Using SVARs with Residual Restrictions",
Ryan D. Ratcliff, from The Institute for Replication (I4R) (2024)
Keywords: Structural VAR, Residual Sign Restrictions, Replication

A new algorithm for structural restrictions in Bayesian vector autoregressions,
Dimitris Korobilis, in European Economic Review (2022)
Keywords: Gibbs sampling; Factor model decomposition; Large VAR; Sign restrictions;

(Almost) Recursive Shock Identification with Economic Parameter Restrictions,
Jan Pablo Burgard, Matthias Neuenkirch and Dennis Umlandt, from University of Trier, Research Group Quantitative Finance and Risk Analysis (2023)
Keywords: Non-Linear Optimization, Recursive Identification, Rotation, Sign Restrictions

(Almost) Recursive Shock Identification with Economic Parameter Restrictions,
Jan Pablo Burgard, Matthias Neuenkirch and Dennis Umlandt, from University of Trier, Department of Economics (2023)
Keywords: Non-Linear Optimization, Recursive Identification, Rotation, Sign Restrictions

Forward guidance and the exchange rate: A theoretical sign restricted VAR analysis,
Fabrice Dabiré, from Departement d'économique de l'École de gestion à l'Université de Sherbrooke (2022)
Keywords: Monetary policy, Forward guidance, Exchange rate, Sign restrictions.

Analysing Monetary Policy Shocks by Sign and Parametric Restrictions: The Evidence from Russia,
Bünyamin Fuat Yıldız, Korhan K. Gökmenoğlu and Wing-Keung Wong, in Economies (2022)
Keywords: monetary policy; new Keynesian model; sign-restricted SVARs

Government spending shocks and the real exchange rate in China: Evidence from a sign-restricted VAR model,
Yong Chen and Dingming Liu, in Economic Modelling (2018)
Keywords: Government spending shocks; Real exchange rate; VAR; Sign restriction;

Impact of China on Malaysian Economy: Empirical Evidence of Sign-Restricted Structural Vector Autoregression (SVAR) Model,
Mohd Azlan Shah Saidi, Zulkefly Abdul Karim and Zurina Kefeli@Zulkefli, in Asian Academy of Management Journal of Accounting and Finance (AAMJAF) (2018)
Keywords: foreign shocks, China, monetary policy, SVAR, sign restrictions

Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions,
Matthew Read, from Reserve Bank of Australia (2022)
Keywords: impulse responses; monetary policy; proxies; robust Bayesian inference; sign restrictions

Monetary policy shocks, set-identifying restrictions, and asset prices: A benchmarking approach for analyzing set-identified models,
Gábor Uhrin and Helmut Herwartz, from University of Goettingen, Department of Economics (2016)
Keywords: monetary policy shocks, asset prices, sign restrictions, zero restrictions, set identification, structural VAR models

Identification Using Higher-Order Moments Restrictions,
Philippe Andrade, Filippo Ferroni and Leonardo Melosi, from Federal Reserve Bank of Chicago (2023)
Keywords: shock identification; Skewness; Kurtosis; VAR; Sign restrictions; monetary shocks; Euro area

Chapter 7 On Commodity Prices and Factor Rewards: A Close Look at Sign Patterns,
Tapan Mitra, from Emerald Group Publishing Limited (2008)
Keywords: Stolper-Samuelson result, factor rewards, distributive share matrix, sign-pattern restriction

Shocks effects of macroeconomic variables on natural gas consumption in Nigeria: Structural VAR with sign restrictions,
Mukhtar Galadima and Abubakar Wambai Aminu, in Energy Policy (2019)
Keywords: Macroeconomic variables; Natural gas consumption; Sign restricted SVAR;

(Almost) Recursive Identification of Monetary Policy Shocks with Economic Parameter Restrictions,
Jan Pablo Burgard, Matthias Neuenkirch and Dennis Umlandt, from CESifo (2023)
Keywords: monetary policy transmission, non-linear optimization, price puzzle, recursive identification, rotation, sign restrictions

Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles,
Helmut Herwartz and Shu Wang, in Journal of Economic Dynamics and Control (2023)
Keywords: Structural vector autoregressions; Sign restrictions; Set identification; Impulse response functions; Independent component analysis;

Have Credit Card Services Become Important to Monetary Aggregation? An Application of Sign Restricted Bayesian VAR,
William Barnett and Hyun Park, from University of Kansas, Department of Economics (2023)
Keywords: Credit-Card-Augmented Divisia Monetary Aggregate, VAR, Sign Restrictions, Bayesian Estimation, Mixed-Frequency VAR, aggregation theory

Shock-dependent exchange rate pass-through: Evidence based on a narrative sign approach for Japan,
Lian An, Mark Wynne and Ren Zhang, in Journal of International Money and Finance (2021)
Keywords: Exchange rate pass-through; Inflation forecasting; Narrative sign restrictions; Structural scenario analysis;

Shock-Dependent Exchange Rate Pass-Through: Evidence Based on a Narrative Sign Approach,
Lian An, Mark Wynne and Ren Zhang, from Federal Reserve Bank of Dallas (2020)
Keywords: Exchange Rate Pass-Through; Inflation Forecasting; Narrative Sign Restrictions; Structural Scenario Analysis

Signed Roman domination in graphs,
H. Abdollahzadeh Ahangar, Michael A. Henning, Christian Löwenstein, Yancai Zhao and Vladimir Samodivkin, in Journal of Combinatorial Optimization (2014)
Keywords: Roman domination, Signed domination, Signed Roman domination

Permutations, signs and the Brownian bridge,
Shlomo Levental, in Statistics & Probability Letters (2000)
Keywords: Permutations Signs The Brownian bridge

Sign systems of lust and slavery,
Hardy Hanappi, in Review of Evolutionary Political Economy (2023)
Keywords: Sign systems, Lust, Slavery