Advanced Search
MyIDEAS: Login

Citations for "A Critique of Structural VARs Using Real Business Cycle Theory"

by V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Fabio Canova & Luca Sala, 2006. "Back to square one: identification issues in DSGE models," Computing in Economics and Finance 2006, Society for Computational Economics 196, Society for Computational Economics.
  2. Avouyi-Dovi, S. & Matheron, J., 2005. "Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy," Working papers, Banque de France 123, Banque de France.
  3. Florin O. Bilbiie & André Meier & Gernot J. Müller, 2008. "What Accounts for the Changes in U.S. Fiscal Policy Transmission?," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 40(7), pages 1439-1470, October.
  4. Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2007. "Non-stationary Hours in a DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 39(6), pages 1357-1373, 09.
  5. Neville Francis & Valerie A. Ramey, 2005. "Measures of Per Capita Hours and their Implications for the Technology-Hours Debate," NBER Working Papers 11694, National Bureau of Economic Research, Inc.
  6. Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Thomas J. Sargent & Mark W. Watson, 2007. "ABCs (and Ds) of Understanding VARs," American Economic Review, American Economic Association, American Economic Association, vol. 97(3), pages 1021-1026, June.
  7. Paccagnini, Alessia, 2010. "DSGE Model Validation in a Bayesian Framework: an Assessment," MPRA Paper 24509, University Library of Munich, Germany.
  8. María-Dolores, Ramón & Vázquez Pérez, Jesús, 2007. "Term Structure and the Estimated Monetary Policy Rule in the Eurozone," DFAEII Working Papers 2008-05, University of the Basque Country - Department of Foundations of Economic Analysis II.
  9. Harald Uhlig, 2009. "Monetary policy in Europe vs the US: what explains the difference?," NBER Working Papers 14996, National Bureau of Economic Research, Inc.
  10. Alfred A. Haug & Christie Smith, 2012. "Local Linear Impulse Responses for a Small Open Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(3), pages 470-492, 06.
  11. Mertens, Elmar, 2012. "Are spectral estimators useful for long-run restrictions in SVARs?," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(12), pages 1831-1844.
  12. Lorenzo Forni & Libero Monteforte & Luca Sessa, 2007. "The general equilibrium effects of fiscal policy: estimates for the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 652, Bank of Italy, Economic Research and International Relations Area.
  13. Rokon Bhuiyan, 2012. "Monetary transmission mechanisms in a small open economy: a Bayesian structural VAR approach," Canadian Journal of Economics, Canadian Economics Association, vol. 45(3), pages 1037-1061, August.
  14. Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2008. "A review of nonfundamentalness and identification in structural VAR models," Working Paper Series, European Central Bank 0922, European Central Bank.
  15. Federico S. Mandelman & Francesco Zanetti, 2008. "Estimating general equilibrium models: an application with labour market frictions," Technical Books, Centre for Central Banking Studies, Bank of England, edition 1, number 1.
  16. Dupaigne, Martial & Fève, Patrick & Matheron, Julien, 2005. "Technology Shocks and Employment: Do We Really Need DSGE Models with a Fall in Hours?," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 349, Institut d'Économie Industrielle (IDEI), Toulouse.
  17. Meier, André & Müller, Gernot J., 2005. "Fleshing out the monetary transmission mechanism: output composition and the role of financial frictions," Working Paper Series, European Central Bank 0500, European Central Bank.
  18. Ghent, Andra, 2006. "Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?," MPRA Paper 180, University Library of Munich, Germany.
  19. Hashmat Khan & John Tsoukalas, 2005. "Technology Shocks and UK Business Cycles," Macroeconomics, EconWPA 0512006, EconWPA.
  20. Francesco Busato & Alessandro Girardi & Amadeo Argentiero, 2005. "Technology and non-technology shocks in a two-sector economy," Economics Working Papers, School of Economics and Management, University of Aarhus 2005-11, School of Economics and Management, University of Aarhus.
  21. Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009. "Opening The Black Box: Structural Factor Models With Large Cross Sections," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 25(05), pages 1319-1347, October.
  22. Federico S. Mandelman & Francesco Zanetti, 2008. "Technology shocks, employment, and labor market frictions," Working Paper, Federal Reserve Bank of Atlanta 2008-10, Federal Reserve Bank of Atlanta.
  23. Wiliam Branch & George W. Evans, 2005. "Model Uncertainty and Endogenous Volatility," University of Oregon Economics Department Working Papers, University of Oregon Economics Department 2005-21, University of Oregon Economics Department, revised 26 Oct 2006.
  24. Wang, Peng-fei & Wen, Yi, 2004. "Another Look at Sticky Prices and Output Persistence," Working Papers 04-19, Cornell University, Center for Analytic Economics.
  25. Fève, Patrick & Guay, Alain, 2009. "Identification of Technology Shocks in Structural VARs," TSE Working Papers, Toulouse School of Economics (TSE) 09-028, Toulouse School of Economics (TSE).
  26. Lees, Kirdan & Matheson, Troy, 2007. "Mind your ps and qs! Improving ARMA forecasts with RBC priors," Economics Letters, Elsevier, Elsevier, vol. 96(2), pages 275-281, August.
  27. Patrick Fève & Alain Guay, 2007. "The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach," Cahiers de recherche, CIRPEE 0737, CIRPEE.
  28. Enders, Zeno & Müller, Gernot J., 2009. "On the international transmission of technology shocks," Journal of International Economics, Elsevier, Elsevier, vol. 78(1), pages 45-59, June.
  29. Rzigui, Lotfi, 2005. "External shocks and economic fluctuations: evidence from Tunisia," MPRA Paper 630, University Library of Munich, Germany, revised Dec 2005.
  30. Weder, Mark, 2004. "A Heliocentric Journey into Germany's Great Depression," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4191, C.E.P.R. Discussion Papers.
  31. Neville Francis & Michael T. Owyang & Jennifer E. Roush & Riccardo DiCecio, 2010. "A flexible finite-horizon alternative to long-run restrictions with an application to technology shock," Working Papers, Federal Reserve Bank of St. Louis 2005-024, Federal Reserve Bank of St. Louis.
  32. Paul Beaudry & Fabrice Collard, 2006. "Gold rush fever in business cycles," 2006 Meeting Papers, Society for Economic Dynamics 8, Society for Economic Dynamics.
  33. Matheron, Julien & Avouyi-Dovi, Sanvi, 2007. "Technology shocks and monetary policy : Revisiting the Fed's performance," Economics Papers from University Paris Dauphine 123456789/5491, Paris Dauphine University.
  34. Federico Ravenna, 2006. "Vector autoregressions and reduced form representations of DSGE models," Banco de Espa�a Working Papers 0619, Banco de Espa�a.
  35. Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2006. "Alternative Procedures for Estimating Vector Autoregressions Identified with Long-Run Restrictions," Journal of the European Economic Association, MIT Press, MIT Press, vol. 4(2-3), pages 475-483, 04-05.
  36. Kascha, Christian & Mertens, Karel, 2009. "Business cycle analysis and VARMA models," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(2), pages 267-282, February.
  37. Martial Dupaigne & Patrick Feve & Julien Matheron, 2007. "Technology Shocks, Non-stationary Hours and DSVAR," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 238-255, April.
  38. Neville Francis & Michael T. Owyang & Jennifer E. Roush, 2005. "A flexible finite-horizon identification of technology shocks," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 832, Board of Governors of the Federal Reserve System (U.S.).
  39. Guido Lorenzoni, 2006. "A Theory of Demand Shocks," NBER Working Papers 12477, National Bureau of Economic Research, Inc.
  40. Fève, Patrick & Matheron, Julien, 2005. "Can the Kydland-Prescott Model Pass the Cogley-Nason Test?," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 350, Institut d'Économie Industrielle (IDEI), Toulouse.
  41. Martin Fukac & Adrian R. Pagan, 2007. "Commentary on "An estimated DSGE model for the United Kingdom"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 233-240.
  42. Jeong-Joon Lee, 2007. "The Adjusted Solow Residual and Asset Returns," Eastern Economic Journal, Eastern Economic Association, vol. 33(2), pages 231-255, Spring.
  43. Fabrice Collard & Patrick Fève, 2008. "Modèles VAR ou DSGE : que choisir ?," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 183(2), pages 153-174.
  44. Liu, Zheng & Phaneuf, Louis, 2007. "Technology shocks and labor market dynamics: Some evidence and theory," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(8), pages 2534-2553, November.
  45. Ossama Mikhail, 2005. "What Happens After A Technology Shock? A Bayesian Perspective," Macroeconomics, EconWPA 0510016, EconWPA.
  46. Beaubrun-Diant, Kevin & Matheron, Julien, 2008. "Rentabilité d'actifs et fluctuations économiques : une perspective d'équilibre général dynamique et stochastique," Economics Papers from University Paris Dauphine 123456789/1852, Paris Dauphine University.
  47. Holly, S. & Petrella, I., 2008. "Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations," Cambridge Working Papers in Economics 0827, Faculty of Economics, University of Cambridge.
  48. Dupaigne, Martial & Feve, Patrick & Matheron, Julien, 2007. "Some analytics on bias in DSVARs," Economics Letters, Elsevier, Elsevier, vol. 97(1), pages 32-38, October.
  49. Roberto Perotti, 2008. "In Search of the Transmission Mechanism of Fiscal Policy," NBER Chapters, in: NBER Macroeconomics Annual 2007, Volume 22, pages 169-226 National Bureau of Economic Research, Inc.
  50. Arabinda Basistha, 2009. "Hours per capita and productivity: evidence from correlated unobserved components models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 24(1), pages 187-206.
  51. Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2007. "Optimal Monetary Policy and Technological Shocks in the Post-War US Business Cycle," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 484, Institut d'Économie Industrielle (IDEI), Toulouse.
  52. Franchi, Massimo & Vidotto, Anna, 2013. "A check for finite order VAR representations of DSGE models," Economics Letters, Elsevier, Elsevier, vol. 120(1), pages 100-103.
  53. Ida Wolden Bache, 2006. "Assessing the structural VAR approach to exchange rate pass-through," Computing in Economics and Finance 2006, Society for Computational Economics 309, Society for Computational Economics.
  54. Aysun, Uluc, 2008. "Automatic stabilizer feature of fixed exchange rate regimes," Emerging Markets Review, Elsevier, Elsevier, vol. 9(4), pages 302-328, December.
  55. Kurmann, Andre, 2007. "VAR-based estimation of Euler equations with an application to New Keynesian pricing," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 31(3), pages 767-796, March.