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Citations for "Autoregressions, Expectations, and Advice"

by Sargent, Thomas J

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  1. Herschel I. Grossman, 1984. "Counterfactuals, Forecasts, and Choice-Theoretic Modelling of Policy," NBER Working Papers 1381, National Bureau of Economic Research, Inc.
  2. Takatoshi Ito, 1984. "Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity," NBER Working Papers 1493, National Bureau of Economic Research, Inc.
  3. Robert B. Litterman, 1986. "The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions," Working Papers 297, Federal Reserve Bank of Minneapolis.
  4. Eric M. Leeper & Tao Zha, 2002. "Modest Policy Interventions," NBER Working Papers 9192, National Bureau of Economic Research, Inc.
  5. Bentour, El Mostafa, 2013. "Oil Prices, Drought Periods and Growth Forecasts in Morocco," MPRA Paper 52892, University Library of Munich, Germany.
  6. Christiano, Lawrence J. & Eichenbaum, Martin & Evans, Charles L., 1999. "Monetary policy shocks: What have we learned and to what end?," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 2, pages 65-148 Elsevier.
  7. David E. Altig & Charles T. Carlstrom & Kevin J. Lansing, 1995. "Computable general-equilibrium models and monetary policy advice," Working Paper 9503, Federal Reserve Bank of Cleveland.
  8. 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.
  9. Kenneth Kasa, 1994. "Optimal policy with limited commitment," Working Papers in Applied Economic Theory 94-16, Federal Reserve Bank of San Francisco.
  10. Alan C. Stockman & Alejandro Hernandez D., 1985. "Exchange Controls, Capital Controls, and International Financial Markets," NBER Working Papers 1755, National Bureau of Economic Research, Inc.
  11. Ford, Stephen A., 1986. "A Beginner'S Guide To Vector Autoregression," Staff Papers 13527, University of Minnesota, Department of Applied Economics.
  12. 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.
  13. Beth Ingram & Eric M. Leeper, 1990. "Post econometric policy evaluation: a critique," International Finance Discussion Papers 393, Board of Governors of the Federal Reserve System (U.S.).
  14. Fernando Ballabriga, 2002. "The development of quantitative empirical analysis in macroeconomics," European Economy - Economic Papers 2008 - 2015 168, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  15. 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.
  16. Chemla, Gilles & Hennessy, Christopher, 2016. "The Paradox of Policy-Relevant RCTs and Natural Experiments," CEPR Discussion Papers 11361, C.E.P.R. Discussion Papers.
  17. Roberds, William, 1987. "Models of Policy under Stochastic Replanning," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(3), pages 731-55, October.
  18. Andrew Ang & Jean Boivin & Sen Dong & Rudy Loo-Kung, 2011. "Monetary Policy Shifts and the Term Structure," Review of Economic Studies, Oxford University Press, vol. 78(2), pages 429-457.
  19. Muhammad Nasir & Wasim Malik, 2011. "Structural Decomposition of Exchange Rate Shocks in Pakistan: An Empirical Investigation using SVAR Methodology," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 18(1), pages 124-138, September.
  20. Luca Benati & Banque De France, 2011. "Would the bundesbank have prevented the great inflation in the United States?," Post-Print hal-00822061, HAL.
  21. 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.
  22. 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.
  23. 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.
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