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Citations for "Autoregressions, Expectations, and Advice"

by Sargent, Thomas J

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  1. Bentour, El Mostafa, 2013. "Oil Prices, Drought Periods and Growth Forecasts in Morocco," MPRA Paper 52892, University Library of Munich, Germany.
  2. Robert LITTERMAN, 1987. "The Limits of Counter-Cyclical Monetary Policy: an Analysis Based on Optimal Control Theory and Vector Autoregressions," Annales d'Economie et de Statistique, ENSAE, issue 6-7, pages 125-160.
  3. 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.
  4. 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.
  5. Eric M. Leeper & Tao Zha, 2002. "Modest Policy Interventions," NBER Working Papers 9192, National Bureau of Economic Research, Inc.
  6. Mathias Drehmann & Steffen Sorensen & Marco Stringa, 2009. "El impacto integrado del riesgo de crédito y de tasa de interés bancarios: una perspectiva del valor económico y suficiencia de capital," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 63-115, enero-mar.
  7. Altig, David E & Carlstrom, Charles T & Lansing, Kevin J, 1995. "Computable General Equilibrium Models and Monetary Policy Advice," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(4), pages 1472-93, November.
  8. Ingram, B., 1990. "Post Econometric Policy Evaluation : A Critique," Working Papers 90-30, University of Iowa, Department of Economics.
  9. Alberto Humala & Gabriel Rodríguez, 2009. "Intervención en el mercado cambiario y volatilidad del tipo de cambio en el Perú," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 47-61, enero-mar.
  10. Burkhard Heer & Andreas Schabert, 2000. "Open Market Operations as a Monetary Policy Shock Measure in a Quantitative Business Cycle Model," CESifo Working Paper Series 396, CESifo Group Munich.
  11. 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 362-74, June.
  12. Muhammad Nasir & Wasim Malik, 2011. "Structural Decomposition of Exchange Rate Shocks in Pakistan: An Empirical Investigation using SVAR Methodology," Transition Studies Review, Springer, vol. 18(1), pages 124-138, September.
  13. Andrew Ang & Jean Boivin & Sen Dong & Rudy Loo-Kung, 2009. "Monetary Policy Shifts and the Term Structure," NBER Working Papers 15270, National Bureau of Economic Research, Inc.
  14. Kenneth Kasa, 1994. "Optimal policy with limited commitment," Working Papers in Applied Economic Theory 94-16, Federal Reserve Bank of San Francisco.
  15. William Roberds, 1986. "Models of policy under stochastic replanning," Staff Report 104, Federal Reserve Bank of Minneapolis.
  16. Christopher A. Sims, 1998. "Role of interest rate policy in the generation and propagation of business cycles: what has changed since the '30s?," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 42(Jun), pages 121-175.
  17. Ina Tiscordio & Elizabeth Bucacos, 2009. "Efectos de la política fiscal en Uruguay: una aproximación a través de choques fiscales," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 1-46, enero-mar.
  18. Fernando Ballabriga, 2002. "The development of quantitative empirical analysis in macroeconomics," European Economy - Economic Papers 168, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  19. Herschel I. Grossman, 1984. "Counterfactuals, Forecasts, and Choice-Theoretic Modelling of Policy," NBER Working Papers 1381, National Bureau of Economic Research, Inc.
  20. André D. Murray, 2009. "Modelling the Jamaican business cycle: a structural vector autoregressive approach," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 117-150, enero-mar.
  21. Ford, Stephen A., 1986. "A Beginner'S Guide To Vector Autoregression," Staff Papers 13527, University of Minnesota, Department of Applied Economics.
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