Identification with External Instruments in Structual VARs under partial invertibility
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- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Identification with external instruments in structural VARs under partial invertibility," Sciences Po publications 24, Sciences Po.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2019. "Identification with External Instruments in Structural VARs under Partial Invertibility," CEPR Discussion Papers 13853, C.E.P.R. Discussion Papers.
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- Ettmeier, Stephanie & Kriwoluzky, Alexander, 2019. "Same, but different? Testing monetary policy shock measures," Economics Letters, Elsevier, vol. 184(C).
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- Andrea Giovanni Gazzani & Alejandro Vicondoa, 2019. "Proxy-SVAR as a Bridge for Identification with Higher Frequency Data," 2019 Meeting Papers 855, Society for Economic Dynamics.
- Adam Brzezinski & Yao Chen & Nuno Palma & Felix Ward, 2019.
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- Brzezinski, Adam & Chen, Yao & Palma, Nuno Pedro G. & Ward, Felix, 2019. "The vagaries of the sea: evidence on the real effects of money from maritime disasters in the Spanish Empire," CEPR Discussion Papers 14089, C.E.P.R. Discussion Papers.
- Känzig, Diego Raoul, 2020. "The macroeconomic effects of oil supply news: Evidence from OPEC announcements," MPRA Paper 106249, University Library of Munich, Germany.
- Silvia Miranda-Agrippino & Sinem Hacioglu Hoke & Kristina Bluwstein, 2018.
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- Miranda-Agrippino, Silvia & Hacioglu Hoke, Sinem & Bluwstein, Kristina, 2019. "When creativity strikes: news shocks and business cycle fluctuations," Bank of England working papers 788, Bank of England.
- Miranda-Agrippino, Silvia & Hacıoglu Hoke, Sinem, 2018. "When creativity strikes: news shocks and business cycle fluctuations," LSE Research Online Documents on Economics 90381, London School of Economics and Political Science, LSE Library.
- Bluwstein, Kristina & Hacioglu Hoke, Sinem & Miranda-Agrippino, Silvia, 2020. "When Creativity Strikes: News Shocks and Business Cycle Fluctuations," CEPR Discussion Papers 15062, C.E.P.R. Discussion Papers.
- Hacioglu Hoke, Sinem, 2019. "Macroeconomic effects of political risk shocks," Bank of England working papers 841, Bank of England.
- Fabio Canova & Filippo Ferroni, 2018.
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- Canova, Fabio & Ferroni, Filippo, 2019. "Mind the gap! Stylized dynamic facts and structural models," Working Paper Series 378, Sveriges Riksbank (Central Bank of Sweden).
- Martínez-Hernández, Catalina, 2020. "Disentangling the effects of multidimensional monetary policy on inflation and inflation expectations in the euro area," Discussion Papers 2020/18, Free University Berlin, School of Business & Economics.
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More about this item
Keywords
Identification with external instruments; Structural VAR; Invertibility; Monetary Policy Shocks;All these keywords.
JEL classification:
- C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
Statistics
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