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Policy Analysis with Econometric Models

Citations

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Cited by:

  1. Siti Nur Zahara HAMZAH & Evan LAU, 2013. "The role of social factors in explaining crime," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(6(583)), pages 99-118, June.
  2. K.F. Wallis, 1992. "On Macroeconomic Policy and Macroeconomic Modeling," Economics Discussion / Working Papers 92-04, The University of Western Australia, Department of Economics.
  3. Ahmed, Habib, 1998. "Responses in output to monetary shocks and the interest rate: a rational expectations model with working capital," Economics Letters, Elsevier, vol. 61(3), pages 351-358, December.
  4. Apergis, Nicholas & Bouras, Christos & Christou, Christina & Hassapis, Christis, 2018. "Multi-horizon wealth effects across the G7 economies," Economic Modelling, Elsevier, vol. 72(C), pages 165-176.
  5. Ryan Rafaty & Geoffroy Dolphin & Felix Pretis, 2020. "Carbon pricing and the elasticity of CO2 emissions," Working Papers EPRG2035, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  6. Kevin D. Hoover & Òscar Jordà, 2001. "Measuring systematic monetary policy," Review, Federal Reserve Bank of St. Louis, vol. 83(Jul), pages 113-144.
  7. Frank Schorfheide, 2005. "Learning and Monetary Policy Shifts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 392-419, April.
  8. Frank Schorfheide, 2000. "Loss function-based evaluation of DSGE models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 645-670.
  9. Valadkhani, Abbas, 2004. "History of macroeconometric modelling: lessons from past experience," Journal of Policy Modeling, Elsevier, vol. 26(2), pages 265-281, February.
  10. Zsolt Becsi, 1998. "Fiscal competition and reality: A time series approach," FRB Atlanta Working Paper 98-19, Federal Reserve Bank of Atlanta.
  11. Canova, Fabio & Gambetti, Luca, 2009. "Structural changes in the US economy: Is there a role for monetary policy?," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 477-490, February.
  12. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018. "Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada," UC3M Working papers. Economics 27484, Universidad Carlos III de Madrid. Departamento de Economía.
  13. Stavrev, Emil, 2000. "A Comparative Analysis of the Czech Republic and Hungary. Using small Continuous-Time Macroeconometric Models," Transition Economics Series 19, Institute for Advanced Studies.
  14. Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper Series 4104, Department of Economics, Norwegian University of Science and Technology, revised 01 Jun 2004.
  15. Marco Del Negro & Frank Schorfheide, 2009. "Monetary Policy Analysis with Potentially Misspecified Models," American Economic Review, American Economic Association, vol. 99(4), pages 1415-1450, September.
  16. Barthélemy, Jean & Marx, Magali, 2017. "Solving endogenous regime switching models," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 1-25.
  17. Giorgio Fagiolo & Paul Windrum & Alessio Moneta, 2006. "Empirical Validation of Agent Based Models: A Critical Survey," LEM Papers Series 2006/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  18. Mauricio Sánchez Puerta & Marta Milena Ochoa Galeano, 2005. "Reflexiones sobre la importancia de la Crítica de Lucas," Revista Ecos de Economía, Universidad EAFIT, April.
  19. Rafaty, Ryan & Dolphin, Geoffroy & Pretis, Felix, 2021. "Carbon Pricing and the Elasticity of CO2 Emissions," RFF Working Paper Series 21-33, Resources for the Future.
  20. Masih, Rumi & Peters, Sanjay & De Mello, Lurion, 2011. "Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea," Energy Economics, Elsevier, vol. 33(5), pages 975-986, September.
  21. Richard H. Clarida & Benjamin M. Friedman, 1986. "The Behavior of U.S. Short-Term Interest Rates Since 1979-10," Cowles Foundation Discussion Papers 695, Cowles Foundation for Research in Economics, Yale University.
  22. Zahra Naoar Masih, 2017. "Causality between Defence Spending and Economic Growth in Sub-Saharan Africa: Evidence on a Controversial Empirical Issue," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 169-177.
  23. Defina, Robert H. & Stark, Thomas C. & Taylor, Herbert E., 1996. "The long-run variance of output and inflation under alternative monetary policy rules," Journal of Macroeconomics, Elsevier, vol. 18(2), pages 235-251.
  24. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007. "Asymmetric expectation effects of regime shifts and the Great Moderation," FRB Atlanta Working Paper 2007-23, Federal Reserve Bank of Atlanta.
  25. Carlo Altavilla & Domenico Giannone, 2017. "The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(5), pages 952-964, August.
  26. Eric M. Leeper & Todd B. Walker, 2011. "Fiscal Limits in Advanced Economies," Economic Papers, The Economic Society of Australia, vol. 30(1), pages 33-47, March.
  27. Ahmed, M. Iqbal & Cassou, Steven P., 2021. "Asymmetries in the effects of unemployment expectation shocks as monetary policy shifts with economic conditions," Economic Modelling, Elsevier, vol. 100(C).
  28. Richard W. Kopcke, 1993. "The determinants of business investment: has capital spending been surprisingly low?," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 3-31.
  29. MONTEFORTE Libero & SIVIERO Stefano, 2010. "Aggregate Vs. Disaggregate Euro-Area Macro-Modelling," EcoMod2003 330700105, EcoMod.
  30. James S. Fackler & W. Douglas McMillin, 2002. "Evaluating Monetary Policy Options," Southern Economic Journal, John Wiley & Sons, vol. 68(4), pages 794-810, April.
  31. Alessio Moneta, 2005. "Causality in macroeconometrics: some considerations about reductionism and realism," Journal of Economic Methodology, Taylor & Francis Journals, vol. 12(3), pages 433-453.
  32. Eric M. Leeper & Christopher A. Sims, 1994. "Toward a Modern Macroeconomic Model Usable for Policy Analysis," NBER Chapters, in: NBER Macroeconomics Annual 1994, Volume 9, pages 81-140, National Bureau of Economic Research, Inc.
  33. Kocherlakota, Narayana R., 2019. "Practical policy evaluation," Journal of Monetary Economics, Elsevier, vol. 102(C), pages 29-45.
  34. Duo Qin, 2006. "VAR Modelling Approach and Cowles Commission Heritage," Working Papers 557, Queen Mary University of London, School of Economics and Finance.
  35. Glasure, Yong U., 2002. "Energy and national income in Korea: further evidence on the role of omitted variables," Energy Economics, Elsevier, vol. 24(4), pages 355-365, July.
  36. Stock, James H & Watson, Mark W, 1996. "Evidence on Structural Instability in Macroeconomic Time Series Relations," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(1), pages 11-30, January.
  37. Chemla, Gilles & Hennessy, Christopher A., 2020. "Rational expectations and the Paradox of policy-relevant natural experiments," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 368-381.
  38. Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2011. "Minimal state variable solutions to Markov-switching rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2150-2166.
  39. Meredith Beechey & Pär Österholm, 2008. "A Bayesian Vector Autoregressive Model with Informative Steady‐state Priors for the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 84(267), pages 449-465, December.
  40. Kishore G. Kulkarni & Sweta C. Saxena, 2003. "Have the Monetary and Fiscal Policies been Effective in India?," Global Business Review, International Management Institute, vol. 4(2), pages 229-237, August.
  41. Gideon O. Fadiran & Adebisi Edun, 2013. "An Overview of the Repo Rate in an Inflation Targeting Economy," African Development Review, African Development Bank, vol. 25(4), pages 621-635, December.
  42. John F. Helliwell, 1986. "Supply-Side Macro-economics," Canadian Journal of Economics, Canadian Economics Association, vol. 19(4), pages 597-625, November.
  43. Shepherd, Ben, 2006. "Estimating Price Elasticities of Supply for Cotton: A Structural Time-Series Approach," MPRA Paper 1252, University Library of Munich, Germany.
  44. In-Koo Cho & Kenneth Kasa, 2015. "Learning and Model Validation," Review of Economic Studies, Oxford University Press, vol. 82(1), pages 45-82.
  45. Terrence Kinal & Jonathan Ratner, 1986. "A VAR Forecasting Model of a Regional Economy: Its Construction and Comparative Accuracy," International Regional Science Review, , vol. 10(2), pages 113-126, August.
  46. Gianluca Cubadda & Alain Hecq & Sean Telg, 2019. "Detecting Co‐Movements in Non‐Causal Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(3), pages 697-715, June.
  47. Jihyun Park & Juhyun Lee & Suneung Ahn, 2018. "Bayesian Approach for Estimating the Probability of Cartel Penalization under the Leniency Program," Sustainability, MDPI, vol. 10(6), pages 1-15, June.
  48. Sune Karlsson & Pär Österholm, 2023. "Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions," Scandinavian Journal of Economics, Wiley Blackwell, vol. 125(1), pages 287-314, January.
  49. Stockman, Alan C & Hernandez D, Alejandro, 1988. "Exchange Controls, Capital Controls, and International Financial Markets," American Economic Review, American Economic Association, vol. 78(3), pages 362-374, June.
  50. Richhild Moessner & David-Jan Jansen & Jakob de Haan, 2017. "Communication About Future Policy Rates In Theory And Practice: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 31(3), pages 678-711, July.
  51. Alvarez, Luis J. & Delrieu, Juan C. & Jareño, Javier, 1997. "Restricted forecasts and economic target monitoring: An application to the Spanish Consumer Price Index," Journal of Policy Modeling, Elsevier, vol. 19(3), pages 333-349, June.
  52. Kolawole Olayiwola & Henry Okodua, 2013. "Foreign Direct Investment, Non-Oil Exports, and Economic Growth in Nigeria: A Causality Analysis," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 3(11), pages 1479-1496, November.
  53. Chen, Dean T. & Anderson, Carl G., 1988. "Evaluation of Uncertainties Affecting Policy Decision of the 1988 Cotton Program," Staff Reports 257919, Texas A&M University, Agricultural and Food Policy Center.
  54. Wasanth Madurapperuma & Ruwan Higgoda, 2020. "Air-Transportation, Tourism And Economic Growth Interactions In Sri Lanka: Cointegration And Causality Analysis," International Journal of Business and Management, International Institute of Social and Economic Sciences, vol. 8(1), pages 85-107, May.
  55. Jens Hilscher & Alon Raviv & Ricardo Reis, 2022. "Inflating Away the Public Debt? An Empirical Assessment," Review of Financial Studies, Society for Financial Studies, vol. 35(3), pages 1553-1595.
  56. Glenn Rudebusch & Lars E.O. Svensson, 1999. "Policy Rules for Inflation Targeting," NBER Chapters, in: Monetary Policy Rules, pages 203-262, National Bureau of Economic Research, Inc.
  57. Hiro Y. Toda & Peter C.B. Phillips, 1991. "The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study," Cowles Foundation Discussion Papers 978, Cowles Foundation for Research in Economics, Yale University.
  58. Mankiw, N Gregory & Miron, Jeffrey A & Weil, David N, 1987. "The Adjustment of Expectations to a Change in Regime: A Study of the Founding of the Federal Reserve," American Economic Review, American Economic Association, vol. 77(3), pages 358-374, June.
  59. John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," CESifo Working Paper Series 1870, CESifo.
  60. Woon Gyu Choi & Yi Wen, 2010. "Dissecting Taylor rules in a structural VAR," Working Papers 2010-005, Federal Reserve Bank of St. Louis.
  61. Christian Müller-Kademann, 2018. "The Lucas Critique: A Lucas Critique," Economic Thought, World Economics Association, vol. 7(2), pages 54-62, November.
  62. Khamfula, Y.A., 1999. "Essays on exchange rate policy in developing countries," Other publications TiSEM f26788fe-2363-417a-a965-5, Tilburg University, School of Economics and Management.
  63. Abul M.M. Masih & Rumi Masih, 1998. "A Fractional Cointegration Approach to Testing Mean Reversion Between Spot and Forward Exchange Rates: A Case of High Frequency Data with Low Frequency Dynamics," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 25(7‐8), pages 987-1003, September.
  64. Hoag, John H. & Wheeler, Mark, 1996. "Oil price shocks and employment: the case of Ohio coal mining," Energy Economics, Elsevier, vol. 18(3), pages 211-220, July.
  65. V. Vance Roley, 1983. "Asset Substitutability and the Impact of Federal Deficits," NBER Working Papers 1082, National Bureau of Economic Research, Inc.
  66. Rachidi Kotchoni & Dalibor Stevanovic, 2020. "GDP Forecast Accuracy During Recessions," Working Papers 20-06, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  67. Guneratne Wickremasinghe, 2011. "The Sri Lankan stock market and the macroeconomy: an empirical investigation," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 28(3), pages 179-195, August.
  68. Phillips, P C B, 1991. "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 333-364, Oct.-Dec..
  69. Karimova, Amira & Simsek, Esra & Orhan, Mehmet, 2020. "Policy implications of the Lucas Critique empirically tested along the global financial crisis," Journal of Policy Modeling, Elsevier, vol. 42(1), pages 153-172.
  70. Negassa, Asfaw & Jayne, Thomas S., 1997. "The Response of Ethiopian Grain Markets to Liberalization," Food Security Collaborative Working Papers 55595, Michigan State University, Department of Agricultural, Food, and Resource Economics.
  71. Jayne, Thomas S. & Mukumbu, Mulinge & Duncan, John & Staatz, John M. & Howard, Julie A. & Lundberg, Mattias K.A. & Aldridge, Kim & Nakaponda, Bethel & Ferris, John N. & Keita, Francis & Sanankoua, Abd, 1995. "Trends in Real Food Prices in Six Sub-Saharan African Countries," Food Security International Development Policy Syntheses 11327, Michigan State University, Department of Agricultural, Food, and Resource Economics.
  72. Michal Andrle & Tibor Hledik & Ondra Kamenik & Jan Vlcek, 2009. "Implementing the New Structural Model of the Czech National Bank," Working Papers 2009/2, Czech National Bank.
  73. Lau, Evan & Hamzah, Siti Nur Zahara, 2012. "Crimonometric Analysis: Testing the Deterrence Hypothesis in Sabah," MPRA Paper 39297, University Library of Munich, Germany.
  74. Ralf Brüggemann & Christian Kascha, 2017. "Directed Graphs and Variable Selection in Large Vector Autoregressive Models," Working Paper Series of the Department of Economics, University of Konstanz 2017-06, Department of Economics, University of Konstanz.
  75. Gnidchenko, Andrey, 2011. "Моделирование Технологических И Институциональных Эффектов В Макроэкономическом Прогнозировании [Technological and Institutional Effects Modeling in Macroeconomic Forecasting]," MPRA Paper 35484, University Library of Munich, Germany, revised May 2011.
  76. Robert McNown & Andrei Rogers, 1989. "Forecasting Mortality: A Parameterized Time Series Approach," Demography, Springer;Population Association of America (PAA), vol. 26(4), pages 645-660, November.
  77. Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 2002. "How Deep are the Deep Parameters?," Annals of Economics and Statistics, GENES, issue 67-68, pages 207-226.
  78. Benati, Luca, 2011. "Would the Bundesbank have prevented the Great Inflation in the United States?," Journal of Economic Dynamics and Control, Elsevier, vol. 35(7), pages 1106-1125, July.
  79. By Alexander W. Hoffmaister, 2001. "Inflation Targeting in Korea: An Empirical Exploration," IMF Staff Papers, Palgrave Macmillan, vol. 48(2), pages 1-5.
  80. Scholl, Almuth & Uhlig, Harald, 2008. "New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates," Journal of International Economics, Elsevier, vol. 76(1), pages 1-13, September.
  81. Masih, Abul M. M. & Masih, Rumi, 1997. "Can family-planning programs "cause" a significant fertility decline in countries characterized by very low levels of socioeconomic development? New evidence from Bangladesh based on dynamic," Journal of Policy Modeling, Elsevier, vol. 19(4), pages 441-468, August.
  82. Alejandro Gaytán & Jesús González-García, 2007. "Cambios estructurales en el mecanismo de transmisión de la política monetaria en México: un enfoque VAR no lineal," Monetaria, CEMLA, vol. 0(4), pages 367-404, octubre-d.
  83. Spanos, Aris, 1990. "The simultaneous-equations model revisited : Statistical adequacy and identification," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 87-105.
  84. Michael A. Conte & Ali F. Darrat, 1993. "Testing Alternative Views Of Government Budgeting," Review of Financial Economics, John Wiley & Sons, vol. 3(1), pages 19-40, September.
  85. Leeper, Eric M. & Zha, Tao, 2003. "Modest policy interventions," Journal of Monetary Economics, Elsevier, vol. 50(8), pages 1673-1700, November.
  86. Gebhard Kirchgässner, 2009. "Die Krise der Wirtschaft: Auch eine Krise der Wirtschaftswissenschaften?," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 10(4), pages 436-468, November.
  87. Richard H. Clarida & Diane Coyle, 1984. "Conditional Projection by Means of Kalman Filtering," Cowles Foundation Discussion Papers 702, Cowles Foundation for Research in Economics, Yale University.
  88. Don Bredin & Gerard O'Reilly, 2004. "An analysis of the transmission mechanism of monetary policy in Ireland," Applied Economics, Taylor & Francis Journals, vol. 36(1), pages 49-58.
  89. Ford, Stephen A., 1986. "A Beginner'S Guide To Vector Autoregression," Staff Papers 13527, University of Minnesota, Department of Applied Economics.
  90. Daniel F. Waggoner & Tao Zha, 1999. "Conditional Forecasts In Dynamic Multivariate Models," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 639-651, November.
  91. Dalibor Stevanovic & Rachidi Kotchoni, 2016. "Forecasting U.S. Recessions and Economic Activity," CIRANO Working Papers 2016s-36, CIRANO.
  92. Pär Österholm, 2009. "Incorporating Judgement in Fan Charts," Scandinavian Journal of Economics, Wiley Blackwell, vol. 111(2), pages 387-415, June.
  93. Duo Qin, 2014. "Inextricability of Autonomy and Confluence in Econometrics," Working Papers 189, Department of Economics, SOAS University of London, UK.
  94. Jesper Linde, 2001. "Testing for the Lucas Critique: A Quantitative Investigation," American Economic Review, American Economic Association, vol. 91(4), pages 986-1005, September.
  95. Rudebusch, Glenn D, 2005. "Assessing the Lucas Critique in Monetary Policy Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(2), pages 245-272, April.
  96. Robert J. Gordon & John Veitch, 1986. "Fixed Investment in the American Business Cycle, 1919-83," NBER Chapters, in: The American Business Cycle: Continuity and Change, pages 267-358, National Bureau of Economic Research, Inc.
  97. Kevin Hoover, 2005. "Economic Theory and Causal Inference," Working Papers 257, University of California, Davis, Department of Economics.
  98. Bouabdallah, Othman & Jacquinot, Pascal & Patella, Valeria, 2023. "Monetary/fiscal policy regimes in post-war Europe," Working Paper Series 2871, European Central Bank.
  99. Litterman, Robert B, 1986. "Forecasting with Bayesian Vector Autoregressions-Five Years of Experience," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 25-38, January.
  100. Carton, Christine, 2008. "Crecimiento economico en America Latina: Evidencias desde una perspectiva Kaldoriana [Economic growth in Latin America: Evidence from a Kaldorian perspective]," MPRA Paper 8696, University Library of Munich, Germany.
  101. Hidehiko Ichimura & Christopher Taber, 2000. "Direct estimation of policy impacts," IFS Working Papers W00/05, Institute for Fiscal Studies.
  102. V. Vance Roley, 1985. "Money Demand Predictability," NBER Working Papers 1580, National Bureau of Economic Research, Inc.
  103. Hall, Thomas E., 1995. "Price cyclicality in the natural rate-nominal demand shock model," Journal of Macroeconomics, Elsevier, vol. 17(2), pages 257-272.
  104. Mellár, Tamás, 2016. "Szolgálólányból királycsináló - avagy az ökonometria makroökonómiai térhódítása? [From maidservant to king-maker - or the macroeconomic advance of econometrics?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 285-306.
  105. James H. Stock & Mark W. Watson, 2001. "Vector Autoregressions," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 101-115, Fall.
  106. repec:hal:spmain:info:hdl:2441/644vfdaim38frrvbit4u0bh0ha is not listed on IDEAS
  107. Stefano Siviero & Daniele Terlizzese, 2008. "Macroeconomic Forecasting: Debunking a Few Old Wives' Tales," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2007(3), pages 287-316.
  108. Canova, Fabio & Gambetti, Luca, 2006. "Structural Changes in the US Economy: Bad Luck or Bad Policy?," CEPR Discussion Papers 5457, C.E.P.R. Discussion Papers.
  109. Timothy Cogley & Boyan Jovanovic, 2022. "Structural Breaks in an Endogenous Growth Model [Monetary Policy Regimes and Beliefs]," Review of Economic Studies, Oxford University Press, vol. 89(2), pages 666-694.
  110. Richard Clarida & Joe Prendergast, 1999. "Recent G3 Current Account Imbalances: How Important are Structural Factors?," NBER Working Papers 6935, National Bureau of Economic Research, Inc.
  111. Antoine d'Autume, 1986. "Les anticipations rationnelles dans l'analyse macro-économique," Revue Économique, Programme National Persée, vol. 37(2), pages 243-284.
  112. Bharat Trehan, 1986. "Oil prices, exchange rates and the U.S. economy: an empirical investigation," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 25-43.
  113. Bradley, John & Fanning, Connell & Prendergast, Canice & Wynne, Mark, 1985. "Medium-Term Analysis of Fiscal Policy in Ireland: A Macroeconometric Study of the Period 1967-1980," Research Series, Economic and Social Research Institute (ESRI), number GRS122, June.
  114. James S. Fackler & W. Douglas McMillin, 1998. "Historical Decomposition of Aggregate Demand and Supply Shocks in a Small Macro Model," Southern Economic Journal, John Wiley & Sons, vol. 64(3), pages 648-664, January.
  115. Jason Freedline Baba & Dayang Haszelinna binti Abang Ali, 2021. "Economic Determinants of Unemployment in Malaysia: Short – and Long – Run Causality," Journal of Public Administration and Governance, Macrothink Institute, vol. 11(1), pages 251272-2512, December.
  116. Jean Barthélemy & Magali Marx, 2011. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," Sciences Po publications 347, Sciences Po.
  117. Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1983. "Forecasting and Conditional Projection Using Realistic Prior Distributions," NBER Working Papers 1202, National Bureau of Economic Research, Inc.
  118. Leeper, Eric M. & Gordon, David B., 1992. "In search of the liquidity effect," Journal of Monetary Economics, Elsevier, vol. 29(3), pages 341-369, June.
  119. Stelios Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Empirical Economics, Springer, vol. 45(1), pages 635-664, August.
  120. Chemla, Gilles & Hennessy, Christopher, 2019. "Equilibrium Counterfactuals," CEPR Discussion Papers 14146, C.E.P.R. Discussion Papers.
  121. repec:ers:journl:v:volumexxi:y:2018:i:issue4:p:622-636 is not listed on IDEAS
  122. Chemla, Gilles & Hennessy, Christopher, 2016. "The Paradox of Policy-Relevant Natural Experiments," CEPR Discussion Papers 11361, C.E.P.R. Discussion Papers.
  123. Jean Barthélemy & Magali Marx, 2016. "Solving Endogenous Regime Switching Models," SciencePo Working papers hal-03393181, HAL.
  124. Gaytán González Alejandro & González García Jesús R., 2006. "Structural Changes in the Transmission Mechanism of Monetary Policy in Mexico: A Non-linear VAR Approach," Working Papers 2006-06, Banco de México.
  125. Kevin D. Hoover, 2020. "The Discovery of Long-Run Causal Order: A Preliminary Investigation," Econometrics, MDPI, vol. 8(3), pages 1-25, August.
  126. Todd E. Clark & Michael W. McCracken, 2014. "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers (Old Series) 1413, Federal Reserve Bank of Cleveland.
  127. Masih, Abul M. M. & Masih, Rumi, 1997. "Dynamic linkages and the propagation mechanism driving major international stock markets: An analysis of the pre- and post-crash eras," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(4), pages 859-885.
  128. Eric M. Leeper, 2009. "Anchors Away: How Fiscal Policy Can Undermine the Taylor Principle," NBER Working Papers 15514, National Bureau of Economic Research, Inc.
  129. Tsangyao Chang & Wenshwo Fang & Li-Fang Wen, 2001. "Energy consumption, employment, output, and temporal causality: evidence from Taiwan based on cointegration and error-correction modelling techniques," Applied Economics, Taylor & Francis Journals, vol. 33(8), pages 1045-1056.
  130. Masih, Abul M. M. & Masih, Rumi, 1996. "Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques," Energy Economics, Elsevier, vol. 18(3), pages 165-183, July.
  131. Smith, Ron, 2009. "EMU and the Lucas Critique," Economic Modelling, Elsevier, vol. 26(4), pages 744-750, July.
  132. Ito, Takatoshi, 1988. "Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity," The Review of Economics and Statistics, MIT Press, vol. 70(2), pages 296-305, May.
  133. J.M. Berk, 1998. "Monetary transmission: what do we know and how can we use it?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 51(205), pages 145-170.
  134. Kevin D. Hoover & Òscar Jordà, 2001. "Measuring systematic monetary policy," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 113-144.
  135. Ramos, Raul & Clar, Miquel & Surinach, Jordi, 1999. "EMU: some unanswered questions," ERSA conference papers ersa99pa220, European Regional Science Association.
  136. Darrat, Ali F. & Mukherjee, Tarun K., 1995. "Inter-industry differences and the impact of operating and financial leverages on equity risk," Review of Financial Economics, Elsevier, vol. 4(2), pages 141-155.
  137. David Hendry & Grayham E. Mizon, 2001. "Forecasting in the Presence of Structural Breaks and Policy Regime Shifts," Economics Papers 2002-W12, Economics Group, Nuffield College, University of Oxford.
  138. Gilles Chemla & Christopher Hennessy, 2021. "Equilibrium Counterfactuals," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 639-669, May.
  139. Monticello, Carlo & Tristani, Oreste, 1999. "What does the single monetary policy do? A SVAR benchmark for the European Central Bank," Working Paper Series 0002, European Central Bank.
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