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Citations for "Vector Autoregressions"

by James H. Stock & Mark W. Watson

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  1. Rodrigo Alfaro & Carlos García & Alejandro Jara & Helmut Franken, 2005. "The bank lending channel in Chile," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 128-45 Bank for International Settlements.
  2. Jose L. Diaz-Sanchez & Aristomene Varoudakis, 2016. "Tracking the causes of eurozone external imbalances: new evidence and some policy implications," International Economics and Economic Policy, Springer, vol. 13(4), pages 641-668, October.
  3. Bhattarai, Keshab & Mallick, Sushanta, 2013. "Impact of China's currency valuation and labour cost on the US in a trade and exchange rate model," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 40-59.
  4. Marika Karanassou & Hector Sala & Dennis J. Snower, 2007. "The Evolution of Inflation and Unemployment: Explaining the Roaring Nineties," Working Papers 604, Queen Mary University of London, School of Economics and Finance.
  5. Chen, Shiu-Sheng & Chou, Yu-Hsi, 2012. "Rational expectations, changing monetary policy rules, and real exchange rate dynamics," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2824-2836.
  6. Khiabani, Nasser, 2010. "How Important are Oil and Money Shocks in Explaining Housing Market Fluctuations in an Oil-exporting Country?: Evidence from Iran," MPRA Paper 34041, University Library of Munich, Germany, revised 01 Mar 2011.
  7. Polito, Vito & Wickens, Michael R., 2008. "Optimal Monetary Policy using a VAR," CEPR Discussion Papers 6957, C.E.P.R. Discussion Papers.
  8. filippo gori, 2014. "Banking Integration and Fragmentation in the Interest Rate Channel," IHEID Working Papers 05-2015, Economics Section, The Graduate Institute of International Studies, revised 18 Sep 2014.
  9. Vladimir Filipovski & Taki Fiti & Borce Trenovski, 2016. "Efficiency of the Fiscal Policy and the Fiscal Multipliers – The Case of the Republic of Macedonia," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 3-23.
  10. Cleomar Gomes & Márcio Holland, 2003. "Regra de Taylor e Política Monetária em Condições de Endividamento Público no Brasil," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting] b44, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  11. Jérôme Creel & Paola Veroni & Francesco Saraceno, 2007. "Has the Golden Rule of Public Finance Made a difference in the UK," Working Papers hal-00972843, HAL.
  12. Andrejs Bessonovs, 2015. "Suite of Latvia's GDP forecasting models," Working Papers 2015/01, Latvijas Banka.
  13. Stelios D. Bekiros & Alessia Paccagnini, 2014. "Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models," Open Access publications 10197/7322, School of Economics, University College Dublin.
  14. Gastón Ezequiel Utrera, 2004. "Vectores autoregresivos e identificación de shocks de política monetaria en Argentina," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, vol. 0(2), pages 105-126, July.
  15. Jin, Jang C., 2006. "Can openness be an engine of sustained high growth rates and inflation?: Evidence from Japan and Korea," International Review of Economics & Finance, Elsevier, vol. 15(2), pages 228-240.
  16. Jin, Jang C., 2006. "Openness, growth, and inflation: Evidence from South Korea before the economic crisis," Journal of Asian Economics, Elsevier, vol. 17(4), pages 738-757, October.
  17. Karanassou, Marika & Sala, Héctor & Snower, Dennis J., 2008. "Phillips Curves and unemployment dynamics: a critique and a holistic perspective," Kiel Working Papers 1441, Kiel Institute for the World Economy (IfW).
  18. Dag Kolsrud, 2015. "A Time‐Simultaneous Prediction Box for a Multivariate Time Series," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(8), pages 675-693, December.
  19. James H. Stock & Mark W. Watson, 1988. "A Probability Model of The Coincident Economic Indicators," NBER Working Papers 2772, National Bureau of Economic Research, Inc.
  20. Gossé, Jean-Baptiste & Guillaumin, Cyriac, 2013. "L’apport de la représentation VAR de Christopher A. Sims à la science économique," L'Actualité Economique, Société Canadienne de Science Economique, vol. 89(4), pages 309-319, Décembre.
  21. Bouri, Elie, 2015. "Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods," Energy, Elsevier, vol. 89(C), pages 365-371.
  22. Stelios D. Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Open Access publications 10197/7329, School of Economics, University College Dublin.
  23. Alex Coad & Rekha Rao & Federico Tamagni, 2008. "Growth Processes of Italian Manufacturing Firms," LEM Papers Series 2008/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  24. Sánchez-Fung, José R., 2008. "The day-to-day interbank market, volatility, and central bank intervention in a developing economy," MPRA Paper 15648, University Library of Munich, Germany.
  25. Martin Binder & Felix Ward, 2011. "The Structure of Happiness: A Vector Autoregressive Approach," Papers on Economics and Evolution 2011-08, Philipps University Marburg, Department of Geography.
  26. Charles L. Evans & David A. Marshall, 2009. "Fundamental Economic Shocks and the Macroeconomy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(8), pages 1515-1555, December.
  27. Committee, Nobel Prize, 2011. "Thomas J. Sargent and Christopher A. Sims: Empirical Macroeconomics," Nobel Prize in Economics documents 2011-2, Nobel Prize Committee.
  28. Norden, Lars & Weber, Martin, 2004. "The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis," CEPR Discussion Papers 4674, C.E.P.R. Discussion Papers.
  29. Jose Sanchez-Fung, 2004. "Inflation targeting and monetary analysis in Chile and Mexico," Money Macro and Finance (MMF) Research Group Conference 2003 82, Money Macro and Finance Research Group.
  30. Paolo Gelain, "undated". "The Optimal Monetary Policy Rule For the European Central Bank," EcoMod2007 23900028, EcoMod.
  31. Abildgren, Kim, 2012. "Financial structures and the real effects of credit-supply shocks in Denmark 1922-2011," Working Paper Series 1460, European Central Bank.
  32. repec:spo:wpecon:info:hdl:2441/1423 is not listed on IDEAS
  33. Janine Aron & Ronald Macdonald & John Muellbauer, 2014. "Exchange Rate Pass-Through in Developing and Emerging Markets: A Survey of Conceptual, Methodological and Policy Issues, and Selected Empirical Findings," Journal of Development Studies, Taylor & Francis Journals, vol. 50(1), pages 101-143, January.
  34. Ann-Kathrin Blankenberg & Guido Buenstorf, 2015. "Regional co-evolution of firm population, innovationand public research? Evidence from the West German laser industry," Papers on Economics and Evolution 2015-02, Philipps University Marburg, Department of Geography.
  35. Matteo Fragetta & Giovanni Melina, 2013. "Identification of monetary policy in SVAR models: a data-oriented perspective," Empirical Economics, Springer, vol. 45(2), pages 831-844, October.
  36. Alexander Ljungqvist & Michael Smolyansky, 2014. "To Cut or Not to Cut? On the Impact of Corporate Taxes on Employment and Income," NBER Working Papers 20753, National Bureau of Economic Research, Inc.
  37. Allen, P. Geoffrey & Morzuch, Bernard J., 2006. "Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. What about the next 25 years?," International Journal of Forecasting, Elsevier, vol. 22(3), pages 475-492.
  38. Brady, Ryan R., 2014. "The spatial diffusion of regional housing prices across U.S. states," Regional Science and Urban Economics, Elsevier, vol. 46(C), pages 150-166.
  39. Cover, James P. & Mallick, Sushanta K., 2012. "Identifying sources of macroeconomic and exchange rate fluctuations in the UK," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1627-1648.
  40. Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," Papers in Evolutionary Economic Geography (PEEG) 1534, Utrecht University, Section of Economic Geography, revised Oct 2015.
  41. Sebastian Sosa, 2008. "External Shocks and Business Cycle Fluctuations in Mexico; How Important are U.S. Factors?," IMF Working Papers 08/100, International Monetary Fund.
  42. S. F. Dizaji & M. R. Farzanegan & A. Naghavi, 2015. "Political Institutions and Government Spending Behavior: Theory and Evidence from Iran," Working Papers wp986, Dipartimento Scienze Economiche, Universita' di Bologna.
  43. Luis Felipe Céspedes & Michael Kumhof & Eric Parrado, 2003. "Pricing Policies and Inflation Inertia," Working Papers Central Bank of Chile 232, Central Bank of Chile.
  44. Owen Q. Wu & Hong Chen, 2010. "Optimal Control and Equilibrium Behavior of Production-Inventory Systems," Management Science, INFORMS, vol. 56(8), pages 1362-1379, August.
  45. Stelios D. Bekiros & Alessia Paccagnini, 2014. "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Open Access publications 10197/7588, School of Economics, University College Dublin.
  46. Antonio Paradiso & Saten Kumar & B. Bhaskara Rao, 2013. "A New Keynesian IS curve for Australia: is it forward looking or backward looking?," Applied Economics, Taylor & Francis Journals, vol. 45(26), pages 3691-3700, September.
  47. Svetlana Vtyurina & Fahad Alturki, 2010. "Inflation in Tajikistan; Forecasting Analysis and Monetary Policy Challenges," IMF Working Papers 10/17, International Monetary Fund.
  48. Lees, Kirdan & Matheson, Troy, 2007. "Mind your ps and qs! Improving ARMA forecasts with RBC priors," Economics Letters, Elsevier, vol. 96(2), pages 275-281, August.
  49. Cléaud, G. & Lemoine, M. & Pionnier, P.-A., 2013. "Which size and evolution of the government expenditure multiplier in France (1980-2010)?," Working papers 469, Banque de France.
  50. Svante Mandell & Han-Suck Song & Abukar Warsame & Mats Wilhelmsson, 2011. "Bank Lending and House Prices in Sweden 1992-2010," ERES eres2011_91, European Real Estate Society (ERES).
  51. Junko Koeda, 2012. "Endogenous Monetary Policy Shifts and the Term Structure: Evidence from Japanese Government Bond Yields," CARF F-Series CARF-F-303, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, revised Apr 2013.
  52. Altavilla, Carlo & Ciccarelli, Matteo, 2007. "Inflation Forecasts, monetary policy and unemployment dynamics: evidence from the US and the euro area," Working Paper Series 0725, European Central Bank.
  53. Castelnuovo, Efrem & Surico, Paolo, 2009. "Monetary policy, inflation expectations and the price puzzle," Research Discussion Papers 30/2009, Bank of Finland.
  54. Katsushi Imai & Raghav Gaiha & Ganesh Thapa, 2008. "Food and oil prices," The School of Economics Discussion Paper Series 0801, Economics, The University of Manchester.
  55. Junhee Lee & Joonhyuk Song, 2009. "Nature of Oil Price Shocks and Monetary Policy," NBER Working Papers 15306, National Bureau of Economic Research, Inc.
  56. Brisne J. V. Céspedes & Elcyon C. R. Lima & Alexis Maka, 2015. "Monetary Policy, Inflation and the Level of Economic Activity in Brasil after the Real Plan: Stylized Facts from SVAR Models," Discussion Papers 0149, Instituto de Pesquisa Econômica Aplicada - IPEA.
  57. Ramona Dumitriu & Razvan Stefanescu, 2015. "The Relationship Between Romanian Exports And Economic Growth After The Adhesion To European Union," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 17-26.
  58. Stephen Hansen & Michael McMahon, 2016. "Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015 National Bureau of Economic Research, Inc.
  59. Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010. "Empirical Simultaneous Confidence Regions for Path-Forecasts," CEPR Discussion Papers 7797, C.E.P.R. Discussion Papers.
  60. Biqing Cai & Jiti Gao & Dag Tjostheim, 2015. "A New Class of Bivariate Threshold Cointegration Models," Monash Econometrics and Business Statistics Working Papers 1/15, Monash University, Department of Econometrics and Business Statistics.
  61. Santiago Caicedo & Miguel Ángel Morales Mosquera & David Pérez-Reyna, . "Un análisis de sobrevaloración en el mercado de la vivienda en Colombia," Temas de Estabilidad Financiera 051, Banco de la Republica de Colombia.
  62. Michael J. Dueker, 2002. "The monetary policy innovation paradox in VARs: a "discrete" explanation," Review, Federal Reserve Bank of St. Louis, issue Mar., pages 43-50.
  63. Michael Kumhof & Douglas Laxton, 2005. "A Rational Expectations Model of Optimal Inflation Inertia," Computing in Economics and Finance 2005 429, Society for Computational Economics.
  64. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "On the Evolution of Monetary Policy," Working Paper Series 24_08, The Rimini Centre for Economic Analysis.
  65. Rina Bhattacharya, 2013. "Inflation Dynamics and Monetary Policy Transmission in Vietnam and Emerging Asia," IMF Working Papers 13/155, International Monetary Fund.
  66. Mustafa Serdar Basoglu & Turhan Korkmaz & Emrah Ismail Cevik, 2014. "London Metal Exchange: Causality Relationship between the Price Series of Non-Ferrous Metal Contracts," International Journal of Economics and Financial Issues, Econjournals, vol. 4(4), pages 726-734.
  67. Se Kyu Choi-Ha & Luis Felipe Lagos, 2003. "El Dinero como Indicador Líder," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 40(120), pages 259-283.
  68. Giancarlo Corsetti & Gernot J. Müller, 2006. "Twin deficits: squaring theory, evidence and common sense," Economic Policy, CEPR;CES;MSH, vol. 21(48), pages 597-638, October.
  69. Òscar Jordà & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Economics Working Papers ECO2008/34, European University Institute.
  70. Alessio Moneta & Peter Spirtes, 2005. "Graph-Based Search Procedure for Vector Autoregressive Models," LEM Papers Series 2005/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  71. Tsuruga, Takayuki, 2007. "The hump-shaped behavior of inflation and a dynamic externality," European Economic Review, Elsevier, vol. 51(5), pages 1107-1125, July.
  72. Carlo Altavilla & Matteo Ciccarelli, 2009. "The Effects of Monetary Policy on Unemployment Dynamics under Model Uncertainty - Evidence from the US and the Euro Area," CESifo Working Paper Series 2575, CESifo Group Munich.
  73. repec:hal:journl:halshs-00200086 is not listed on IDEAS
  74. Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Michael Wolf & Dan Wunderli, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 352-376, 05.
  75. Alessio Moneta, 2008. "Graphical causal models and VARs: an empirical assessment of the real business cycles hypothesis," Empirical Economics, Springer, vol. 35(2), pages 275-300, September.
  76. Ronayne, David, 2011. "Which Impulse Response Function?," The Warwick Economics Research Paper Series (TWERPS) 971, University of Warwick, Department of Economics.
  77. Shafik Hebous, 2011. "The Effects Of Discretionary Fiscal Policy On Macroeconomic Aggregates: A Reappraisal," Journal of Economic Surveys, Wiley Blackwell, vol. 25(4), pages 674-707, 09.
  78. John C. Driscoll, 2002. "Credit effects in the monetary mechanism : commentary," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 237.
  79. Simone Auer, 2014. "Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR," Working Papers 2014-02, Swiss National Bank.
  80. Anna Staszewska-Bystrova, 2009. "Bootstrap Confidence Bands for Forecast Paths," Working Papers 024, COMISEF.
  81. Staszewska-Bystrova, Anna & Winker, Peter, 2013. "Constructing narrowest pathwise bootstrap prediction bands using threshold accepting," International Journal of Forecasting, Elsevier, vol. 29(2), pages 221-233.
  82. Nyamdash, Batsaikhan & Denny, Eleanor, 2011. "The economic impact of electricity conservation policies: A case study of Ireland," MPRA Paper 28384, University Library of Munich, Germany.
  83. Fumio Hayashi & Junko Koeda, 2014. "Exiting from QE," NBER Working Papers 19938, National Bureau of Economic Research, Inc.
  84. Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2013. "Empirical simultaneous prediction regions for path-forecasts," International Journal of Forecasting, Elsevier, vol. 29(3), pages 456-468.
  85. Steven Michael, 2014. "Can franchising be an economic development strategy? An empirical investigation," Small Business Economics, Springer, vol. 42(3), pages 611-620, March.
  86. Necati Tekatli, 2007. "Understanding Sources of the Change in International Business Cycles," Working Papers 335, Barcelona Graduate School of Economics.
  87. Ács, Attila, 2014. "Pénzintézeti mérlegadatok monetáris politikai újraértelmezése. A brókerkereskedő szervezetek reálgazdasági és likviditási jelentősége
    [Reconsidering the role of financial institutions balance sheet
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 166-192.
  88. Kerry A. Odell & Marc D. Weidenmier, 2002. "Real Shock, Monetary Aftershock: The San Francisco Earthquake and the Panic of 1907," NBER Working Papers 9176, National Bureau of Economic Research, Inc.
  89. Peterson, Steven K. & Jessup, Eric L., 2008. "Evaluating the Relationship Between Transportation Infrastructure and Economic Activity: Evidence from Washington State," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 47(2), pages -.
  90. repec:eco:journ1:2014-03-04 is not listed on IDEAS
  91. Aliyu, Shehu Usman Rano, 2009. "Oil Price Shocks and the Macroeconomy of Nigeria: A Non-linear Approach," MPRA Paper 18726, University Library of Munich, Germany, revised 16 Nov 2009.
  92. Kolev, Galina, 2012. "Quo vadis Eurozone? A reappraisal of the real exchange rate criterion," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 66061, Verein für Socialpolitik / German Economic Association.
  93. Francisco Craveiro Dias, 2013. "Oil price shocks and their effects on economic activity and prices: an application for Portugal," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department, pages -.
  94. Marek Rusnak & Tomas Havranek & Roman Horvath, 2011. "How to Solve the Price Puzzle? A Meta-Analysis," CERGE-EI Working Papers wp446, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  95. Pedro Garcia Duarte, 2011. "Recent Developments in Macroeconomics: The DSGE Approach to Business Cycles in Perspective," Chapters, in: The Elgar Companion to Recent Economic Methodology, chapter 16 Edward Elgar Publishing.
  96. Albis, Manuel Leonard F. & Mapa, Dennis S., 2014. "Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models," MPRA Paper 55902, University Library of Munich, Germany.
  97. Giordano, Raffaela & Momigliano, Sandro & Neri, Stefano & Perotti, Roberto, 2007. "The effects of fiscal policy in Italy: Evidence from a VAR model," European Journal of Political Economy, Elsevier, vol. 23(3), pages 707-733, September.
  98. Sebastian Sosa & Paul Cashin, 2009. "Macroeconomic Fluctuations in the Caribbean; The Role of Climatic and External Shocks," IMF Working Papers 09/159, International Monetary Fund.
  99. Carlo Altavilla & Matteo Ciccarelli, 2008. "Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area," Discussion Papers 8_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  100. Gianluca Lagana, 2004. "Measuring monetary policy in the UK: a factor augmented vector autoregressive approach," Money Macro and Finance (MMF) Research Group Conference 2004 64, Money Macro and Finance Research Group.
  101. Roberto ESPOSTI, 2007. "On the Decline of Agriculture. Evidence from Italian Regions in the Post-WWII Period," Working Papers 300, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  102. Lutz, Chandler, 2015. "The impact of conventional and unconventional monetary policy on investor sentiment," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 89-105.
  103. Juan José Echavarría S. & Enrique López E. & Martha Misas A., "undated". "Intervenciones cambiarias y política monetaria en Colombia. Un análisis de VAR estructural," Borradores de Economia 580, Banco de la Republica de Colombia.
  104. Karanassou, Marika & Sala, Hector, 2010. "The US inflation-unemployment trade-off revisited: New evidence for policy-making," Journal of Policy Modeling, Elsevier, vol. 32(6), pages 758-777, November.
  105. Lucio Sarno & Daniel L. Thornton, 2004. "The efficient market hypothesis and identification in structural VARs," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 49-60.
  106. Lof, Matthijs & Tarp, Finn & Mekasha, Tseday Jemaneh, 2013. "Aid and Income : Another Time-Series Perspective," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  107. Tsermenidis, Konstantinos, 2014. "Προσδιοριστικοί Παράγοντες Της Εθνικής Αποταμίευσης Κατά Την Περίοδο 1990-2010 Και Μέτρα Ενίσχυσης Της Οικονομικής Ανάπτυξης
    [The Determinants of National Savings in Greece during the period 1990-2
    ," MPRA Paper 56773, University Library of Munich, Germany.
  108. Fresoli, Diego & Ruiz, Esther & Pascual, Lorenzo, 2015. "Bootstrap multi-step forecasts of non-Gaussian VAR models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 834-848.
  109. Robert A Buckle & Kunhong Kim & Heather Kirkham & Nathan McLellan & Jared Sharma, 2002. "A structural VAR model of the New Zealand business cycle," Treasury Working Paper Series 02/26, New Zealand Treasury.
  110. Bruno, Valentina & Shin, Hyun Song, 2015. "Capital flows and the risk-taking channel of monetary policy," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 119-132.
  111. SENBETA, Sisay Regassa, 2012. "How important are external shocks in explaining growth in Sub-Saharan Africa? Evidence from a Bayesian VAR," Working Papers 2012010, University of Antwerp, Faculty of Applied Economics.
  112. Dizaji, Sajjad Faraji, 2014. "The effects of oil shocks on government expenditures and government revenues nexus (with an application to Iran's sanctions)," Economic Modelling, Elsevier, vol. 40(C), pages 299-313.
  113. Ryan R. Brady, 2007. "Measuring the diffusion of housing prices across space and over time," Departmental Working Papers 19, United States Naval Academy Department of Economics.
  114. Manoel Carlos de Castro Pires, 2006. "Uma Análise de Credibilidade na Política Fiscal Brasileira," Discussion Papers 1222, Instituto de Pesquisa Econômica Aplicada - IPEA.
  115. Álvaro José Anaya Mendoza, 2012. "Inversión extranjera directa y crecimiento económico. Evidencia para América Latina 1980-2010," REVISTA DE ECONOMÍA DEL CARIBE 010850, UNIVERSIDAD DEL NORTE.
  116. Wijeweera, Albert & Charles, Michael B., 2013. "Determinants Of Passenger Rail Demand In Perth, Australia: A Time Series Analysis," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 13(2), pages 217-230.
  117. Kritika Mathur & Nidhi Kaicker & Raghav Gaiha & Katsushi S. Imai & Ganesh Thapa, 2013. "Financialisation of Food Commodity Markets, Price Surge and Volatility: New Evidence," Discussion Paper Series DP2013-22, Research Institute for Economics & Business Administration, Kobe University.
  118. Mohammad Reza Farzanegan, 2014. "Military Spending and Economic Growth: The Case of Iran," Defence and Peace Economics, Taylor & Francis Journals, vol. 25(3), pages 247-269, June.
  119. Stefan Bruder, 2014. "Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions," ECON - Working Papers 181, Department of Economics - University of Zurich, revised Dec 2015.
  120. Alexander Coad & Rekha Rao, 2007. "Firm Growth and R&D Expenditure," Papers on Economics and Evolution 2007-10, Philipps University Marburg, Department of Geography.
  121. Partridge, Mark D. & Rickman, Dan S., 2003. "The waxing and waning of regional economies: the chicken-egg question of jobs versus people," Journal of Urban Economics, Elsevier, vol. 53(1), pages 76-97, January.
  122. Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2007. "Forecasting the South African Economy: A DSGE-VAR Approach," Working Papers 200724, University of Pretoria, Department of Economics.
  123. Urzúa, Carlos M., 2007. "A Back-of-the-Envelope Rule to Identify Atheoretical VARs," EGAP Working Papers 2007-03, Tecnológico de Monterrey, Campus Ciudad de México.
  124. Herath, Nisal, 2014. "Impact of Oil Price Shocks on the Sri Lankan Economy: A Vector Auto Regression Assessment," Sri Lankan Journal of Agricultural Economics, Sri Lanka Agricultural Economics Association (SAEA), vol. 16.
  125. repec:rim:rimwps:24-08 is not listed on IDEAS
  126. Don H. Kim, 2008. "Challenges in macro-finance modeling," Finance and Economics Discussion Series 2008-06, Board of Governors of the Federal Reserve System (U.S.).
  127. Bekiros, Stelios, 2014. "Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area," Economic Modelling, Elsevier, vol. 38(C), pages 619-626.
  128. Gelman, Maria & Jochem, Axel & Reitz, Stefan, 2016. "Transmission of global financial shocks to EMU member states: The role of monetary policy and national factors," Discussion Papers 23/2016, Deutsche Bundesbank, Research Centre.
  129. Michael Wolf & Dan Wunderli, 2012. "Bootstrap joint prediction regions," ECON - Working Papers 064, Department of Economics - University of Zurich, revised May 2013.
  130. Markku Lanne & Helmut Luetkepohl & Katarzyna Maciejowska, 2009. "Structural Vector Autoregressions with Markov Switching," Economics Working Papers ECO2009/06, European University Institute.
  131. Ardliansyah, Rifqi, 2012. "Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets," MPRA Paper 41958, University Library of Munich, Germany.
  132. Renata Grzeda Latocha & Gernot Nerb, 2004. "Modelling Short-term Interest Rates in the Euro Area Using Business Survey Data," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2004(1), pages 43-69.
  133. repec:hal:journl:halshs-00175048 is not listed on IDEAS
  134. Fresoli, Diego & Ruiz, Esther & Pascual, Lorenzo, 2011. "Bootstrap forecast of multivariate VAR models without using the backward representation," DES - Working Papers. Statistics and Econometrics. WS ws113426, Universidad Carlos III de Madrid. Departamento de Estadística.
  135. Mohammed Dore & Roelof Makken & Erik Eastman, 2013. "The Monetary Transmission Mechanism, Non-residential Fixed Investment and Housing," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 41(3), pages 215-224, September.
  136. Matthias Deschryvere, 2014. "R&D, firm growth and the role of innovation persistence: an analysis of Finnish SMEs and large firms," Small Business Economics, Springer, vol. 43(4), pages 767-785, December.
  137. Leon Berkelmans, 2005. "Credit and Monetary Policy: An Australian SVAR," RBA Research Discussion Papers rdp2005-06, Reserve Bank of Australia.
  138. Cagala, Tobias & Glogowsky, Ulrich & Grimm, Veronika & Rincke, Johannes, 2015. "Cooperation and Trustworthiness in Repeated Interaction," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 107597, Verein für Socialpolitik / German Economic Association.
  139. repec:spo:wpecon:info:hdl:2441/1181 is not listed on IDEAS
  140. Dizaji, S.F., 2012. "The effects of oil shocks on government expenditures and government revenues nexus in Iran (as a developing oil-export based economy)," ISS Working Papers - General Series 540, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
  141. Leonardo Melosi, 2009. "A Likelihood Analysis of Models with Information Frictions," PIER Working Paper Archive 09-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  142. Mustafa Caglayan & Kostas Mouratidis & Elham Saeidinezhad, 2011. "Monetary policy effects on output and exchange rates: Results from US, UK and Japan," Working Papers 2011016, The University of Sheffield, Department of Economics.
  143. Thomas Brenner & Matthias Duschl, 2015. "Causal dynamic effects in regional systems of technological activities: a SVAR approach," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 55(1), pages 103-130, October.
  144. Héctor Bravo L. & Carlos García T., 2002. "Measuring Monetary Policy and Pass-Through in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 5(3), pages 5-28, December.
  145. Takayuki Tsuruga, 2004. "Hump-shaped Behavior of Inflation and Dynamic Externality," Econometric Society 2004 Far Eastern Meetings 614, Econometric Society.
  146. Jerome Creel & Paola Monperrus-Veroni & Francesco Saraceno, 2005. "Discretionary Policy Interactions and the Fiscal Theory of the Price Level: A SVAR Analysis on French Data," Documents de Travail de l'OFCE 2005-12, Observatoire Francais des Conjonctures Economiques (OFCE).
  147. Chin Alycia & Warusawitharana Missaka, 2010. "Financial Market Shocks during the Great Depression," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-27, September.
  148. Khiabani, Nasser, 2015. "Oil inflows and housing market fluctuations in an oil-exporting country: Evidence from Iran," Journal of Housing Economics, Elsevier, vol. 30(C), pages 59-76.
  149. Goran Petrevski & Jane Bogoev & Dragan Tevdovski, 2015. "The transmission of foreign shocks to South Eastern European economies," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(4), pages 747-767, November.
  150. Frank Schorfheide, 2008. "DSGE model-based estimation of the New Keynesian Phillips curve," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 397-433.
  151. Marika Karanassou & Hector Sala, 2009. "The US Inflation-Unemployment Tradeoff: Methodological Issues and Further Evidence," Working Papers 647, Queen Mary University of London, School of Economics and Finance.
  152. Debes, Sebastian & Gareis, Johannes & Mayer, Eric & Rüth, Sebastian, 2014. "Towards a consumer sentiment channel of monetary policy," W.E.P. - Würzburg Economic Papers 91, University of Würzburg, Chair for Monetary Policy and International Economics.
  153. Woon Sau Leung & Nicholas Taylor, 2013. "Testing for contagion: the impact of US structured markets on international financial markets," Chapters, in: Handbook of Research Methods and Applications in Empirical Finance, chapter 11, pages 256-284 Edward Elgar Publishing.
  154. Marco Capasso & Alessio Moneta, 2016. "Macroeconomic responses to an independent monetary policy shock: a (more) agnostic identification procedure," LEM Papers Series 2016/36, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  155. Lanzilotta M., Bibiana, 2014. "Expectations and industrial output in Uruguay: Sectoral interdependence and common trends," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
  156. Reza Moosavi Mohseni & M. Azali, 2014. "Monetary Integration and Optimum Currency Area in ASEAN+3: What We Need for a New Framework?," International Journal of Economics and Financial Issues, Econjournals, vol. 4(2), pages 277-285.
  157. Johannes Peyavali Sheefeni Sheefeni & Teresia Kaulihowa, 2016. "Examining the Relationship between Term Structure of Interest Rates and Economic Activity in Namibia," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 2(9), pages 161-168, 09-2016.
  158. Michael T. Belongia & Peter N. Ireland, 2013. "Instability: Monetary and Real," Boston College Working Papers in Economics 830, Boston College Department of Economics.
  159. Hao Tan & John A. Mathews, 2007. "Cyclical Dynamics in Three Industries," DRUID Working Papers 07-07, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
  160. Tielens, J. & van Aarle, B. & Van Hove, J., 2014. "Effects of Eurobonds: A stochastic sovereign debt sustainability analysis for Portugal, Ireland and Greece," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 156-173.
  161. Alexander Coad, 2007. "Disentangling the firm growth process: evidence from a recursive panel VAR," Papers on Economics and Evolution 2007-15, Philipps University Marburg, Department of Geography.
  162. Brian Payne & John Geppert, 2015. "Health care and the cross-section of US stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(1), pages 153-170, January.
  163. Francisco J. Goerlich-Gisbert, 1999. "Shocks agregados versus shocks sectoriales. Un análisis factorial dinámico," Investigaciones Economicas, Fundación SEPI, vol. 23(1), pages 27-53, January.
  164. Farzanegan, Mohammad Reza, 2011. "Oil revenue shocks and government spending behavior in Iran," Energy Economics, Elsevier, vol. 33(6), pages 1055-1069.
  165. repec:spo:wpecon:info:hdl:2441/2525 is not listed on IDEAS
  166. Kim, Jinyong & Kim, Yong-Cheol, 2013. "Financial crisis and a transmission mechanism of external shocks: The signaling role of the Korean Monetary Stabilization Bond," Journal of Financial Stability, Elsevier, vol. 9(4), pages 682-694.
  167. Pelinescu, Elena, 2012. "Transmission Mechanism of Monetary Policy in Romania. Insights into the Economic Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-21, September.
  168. Cindrella Shah & Nilesh Ghonasgi, 2016. "Determinants and Forecast of Price Level in India: a VAR Framework," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(1), pages 57-86, June.
  169. Sergio Sola, 2013. "Temporary and Persistent Fiscal Policy Shocks," IHEID Working Papers 06-2013, Economics Section, The Graduate Institute of International Studies.
  170. Altavilla, Carlo & Ciccarelli, Matteo, 2010. "Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts," Economic Modelling, Elsevier, vol. 27(1), pages 237-253, January.
  171. Jean Boivin & Marc Giannoni, 2002. "Assessing changes in the monetary transmission mechanism: a VAR approach," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 97-111.
  172. Sanchez-Fung, Jose R., 2002. "Inflation targeting and monetary analysis in Chile and Mexico," Economics Discussion Papers 2002-7, School of Economics, Kingston University London.
  173. Kopoin, Alexandre, 2015. "Cross-border Banking, Spillover Effects and International Business Cycles," MPRA Paper 65515, University Library of Munich, Germany, revised 06 Apr 2015.
  174. Polito, Vito & Wickens, Mike, 2012. "A model-based indicator of the fiscal stance," European Economic Review, Elsevier, vol. 56(3), pages 526-551.
  175. Nave, Juan M. & Ruiz, Javier, 2015. "Risk aversion and monetary policy in a global context," Journal of Financial Stability, Elsevier, vol. 20(C), pages 14-35.
  176. Junttila, Juha & Korhonen, Marko, 2011. "Utilizing financial market information in forecasting real growth, inflation and real exchange rate," International Review of Economics & Finance, Elsevier, vol. 20(2), pages 281-301, April.
  177. Ernst, Christoph. & Miller, Steve. & Van Imschoot, Marc., 2015. "The employment dimension of infrastructure investments : a guide for employment impact assessment," ILO Working Papers 994889783402676, International Labour Organization.
  178. Besnik Fetai, 2011. "Exchange Rate Pass-Through in Transition Economies: The Case of the Republic of Macedonia," William Davidson Institute Working Papers Series wp1014, William Davidson Institute at the University of Michigan.
  179. Castelnuovo, Efrem, 2009. "Testing the structural interpretation of the price puzzle with a cost channel model," Research Discussion Papers 20/2009, Bank of Finland.
  180. Liu, Wen-Hsien, 2005. "Determinants of the semiconductor industry cycles," Journal of Policy Modeling, Elsevier, vol. 27(7), pages 853-866, October.
  181. Matthias Duschl & Thomas Brenner, 2013. "Growth dynamics in regional systems of technological activities – A SVAR approach," Working Papers on Innovation and Space 2013-12, Philipps University Marburg, Department of Geography.
  182. repec:spo:wpecon:info:hdl:2441/2681 is not listed on IDEAS
  183. Tayyaba Idrees & Saira Tufail, 2012. "The Harberger-Laursen-Metzler Effect: Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 17(2), pages 87-110, July-Dec.
  184. Brämer, Patrick & Gischer, Horst & Richter, Toni & Weiß, Mirko, 2013. "Competition in banks’ lending business and its interference with ECB monetary policy," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 144-162.
  185. Knut Are Aastveit & Gisle James Natvik & Sergio Sola, 2013. "Economic uncertainty and the effectiveness of monetary policy," Working Paper 2013/17, Norges Bank.
  186. Jérôme Creel & Francesco Saraceno & Paola Veroni, 2006. "Estimating the impact of public investment in the united Kingdom : Has the Golden Rule of Public Finance Made a Difference ?," Sciences Po publications info:hdl:2441/2681, Sciences Po.
  187. Sharma, Anurag & Jha, Raghbendra, 2012. "Fiscal deficits, banking crises and policy reversal in a semi-open economy," Economic Modelling, Elsevier, vol. 29(2), pages 271-282.
  188. Domenico Giannone & Lucrezia Reichlin, 2005. "Does information help recovering fundamental structural shocks from past observations?," Macroeconomics 0511017, EconWPA.
  189. Sushanta Mallick & Mohammed Mohsin, 2010. "On the real effects of inflation in open economies: theory and empirics," Empirical Economics, Springer, vol. 39(3), pages 643-673, December.
  190. Bhattarai, Keshab, 2016. "Unemployment–inflation trade-offs in OECD countries," Economic Modelling, Elsevier, vol. 58(C), pages 93-103.
  191. Forni, Mario & Lippi, Marco & Reichlin, Lucrezia, 2003. "Opening the Black Box: Structural Factor Models versus Structural VARs," CEPR Discussion Papers 4133, C.E.P.R. Discussion Papers.
  192. Alexander Coad & Nicola Grassano, 2016. "Who’s doing who? Growth of sales, employment, assets, profits and R&D entangled in a curious five-way love triangle," JRC Working Papers on Corporate R&D and Innovation 2016-03, Joint Research Centre (Seville site).
  193. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2009. "On the evolution of the monetary policy transmission mechanism," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 997-1017, April.
  194. Abildgren, Kim, 2012. "Business cycles, monetary transmission and shocks to financial stability: empirical evidence from a new set of Danish quarterly national accounts 1948-2010," Working Paper Series 1458, European Central Bank.
  195. Redl, Chris, 2015. "Noisy news and exchange rates: A SVAR approach," Journal of International Money and Finance, Elsevier, vol. 58(C), pages 150-171.
  196. André Hajek, 2013. "Endogeneity in the Relation between Poverty, Wealth and Life Satisfaction," SOEPpapers on Multidisciplinary Panel Data Research 604, DIW Berlin, The German Socio-Economic Panel (SOEP).
  197. Sato, Joao R. & Morettin, Pedro A. & Arantes, Paula R. & Amaro Jr., Edson, 2007. "Wavelet based time-varying vector autoregressive modelling," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5847-5866, August.
  198. Boland, John, 2015. "Spatial-temporal forecasting of solar radiation," Renewable Energy, Elsevier, vol. 75(C), pages 607-616.
  199. Eduardo Loría & Manuel G. Ramos., 2007. "La ley de Okun: una relectura para México, 1970-2004," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 22(1), pages 19-55.
  200. Oscar Jorda, 2007. "Inference for Impulse Responses," Working Papers 77, University of California, Davis, Department of Economics.
  201. Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Vouldis, Angelos T., 2016. "Non performing loans (NPLs) in a crisis economy: Long-run equilibrium analysis with a real time VEC model for Greece (2001–2015)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 149-161.
  202. Sajjad Faraji Dizaji & Mohammad Reza Farzanegan, 2014. "Political Institutions and Government Spending Behavior in Iran," CESifo Working Paper Series 4620, CESifo Group Munich.
  203. Das, Pranab Kumar & Kar, Saibal, 2016. "Public Expenditure, Demography and Growth: Theory and Evidence from India," IZA Discussion Papers 9721, Institute for the Study of Labor (IZA).
  204. José Caraballo-Cueto, 2015. "Socioeconomic Determinants of the Changes in Homicides over Time: A VAR Analysis," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Eastern Macedonia and Thrace Institute of Technology (EMATTECH), Kavala, Greece, vol. 8(2), pages 119-132, October.
  205. Christopher E.S. WARBURTON, 2012. "Globalization And Structural Change In The US Manufacturing Sector, 1987-2010," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 12(1), pages -.
  206. Romuald Morhs, 2010. "Monetary Policy Transmission and Macroeconomic Dynamics in Luxembourg: Results from a VAR Analysis," BCL working papers 49, Central Bank of Luxembourg.
  207. Woo, Kai-Yin & Lee, Shu-Kam, 2009. "Detecting intra-national PPP model in China: A median-unbiased estimation approach," Economic Modelling, Elsevier, vol. 26(5), pages 1029-1032, September.
  208. Gallo, Lindsey A. & Hann, Rebecca N. & Li, Congcong, 2016. "Aggregate earnings surprises, monetary policy, and stock returns," Journal of Accounting and Economics, Elsevier, vol. 62(1), pages 103-120.
  209. Anna Staszewska‐Bystrova, 2011. "Bootstrap prediction bands for forecast paths from vector autoregressive models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(8), pages 721-735, December.
  210. Jin, Jang C. & Choi, Jai-Young & Yu, Eden S.H., 2009. "Energy prices, energy conservation, and economic growth: Evidence from the postwar United States," International Review of Economics & Finance, Elsevier, vol. 18(4), pages 691-699, October.
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