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Citations for "Vector Autoregressions"

by James H. Stock & Mark W. Watson

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  1. repec:spo:wpecon:info:hdl:2441/1423 is not listed on IDEAS
  2. 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.
  3. 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.
  4. Junhee Lee & Joonhyuk Song, 2009. "Nature of Oil Price Shocks and Monetary Policy," NBER Working Papers 15306, National Bureau of Economic Research, Inc.
  5. 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.
  6. Polito, Vito & Wickens, Mike, 2012. "A model-based indicator of the fiscal stance," European Economic Review, Elsevier, vol. 56(3), pages 526-551.
  7. 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.
  8. 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.
  9. Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010. "Empirical Simultaneous Confidence Regions for Path-Forecasts," CEPR Discussion Papers 7797, C.E.P.R. Discussion Papers.
  10. 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.
  11. 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.
  12. Marika Karanassou & Hector Sala & Dennis Snower, 2008. "Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective," Kiel Working Papers 1441, Kiel Institute for the World Economy.
  13. Cleomar Gomes & Márcio Holland, 2003. "Regra de Taylor e política monetária em condições de endividamento público no Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 4(2), pages 333-361, July-Dece.
  14. 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.
  15. 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.
  16. Koeda, Junko, 2013. "Endogenous monetary policy shifts and the term structure: Evidence from Japanese government bond yields," Journal of the Japanese and International Economies, Elsevier, vol. 29(C), pages 170-188.
  17. Michael T. Belongia & Peter N. Ireland, 2013. "Instability: Monetary and Real," Boston College Working Papers in Economics 830, Boston College Department of Economics.
  18. 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.
  19. 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.
  20. Matteo Fragetta & Giovanni Melina, 2011. "Identification of Monetary Policy in SVAR Models: A Data-Oriented Perspective," School of Economics Discussion Papers 0811, School of Economics, University of Surrey.
  21. 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.
  22. Alexander Coad & Rekha Rao, 2007. "Firm Growth and R&D Expenditure," Papers on Economics and Evolution 2007-10, Philipps University Marburg, Department of Geography.
  23. 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.
  24. 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.
  25. Jérôme Creel & Francesco Saraceno & Paola Veroni, 2005. "Discretionary Policy Interactions and the Fiscal Theory of the Price Level: A SVAR Analysis on French Data," Sciences Po publications info:hdl:2441/2525, Sciences Po.
  26. Committee, Nobel Prize, 2011. "Thomas J. Sargent and Christopher A. Sims: Empirical Macroeconomics," Nobel Prize in Economics documents 2011-2, Nobel Prize Committee.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. Fumio Hayashi & Junko Koeda, 2014. "Exiting from QE," NBER Working Papers 19938, National Bureau of Economic Research, Inc.
  33. Auer, Simone, 2014. "Monetary policy shocks and foreign investment income: evidence from a large Bayesian VAR," Globalization and Monetary Policy Institute Working Paper 170, Federal Reserve Bank of Dallas.
  34. 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.).
  35. 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.
  36. 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.
  37. 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.
  38. 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.
  39. 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.
  40. Sajjad Faraji Dizaji & Mohammad Reza Farzanegan & Alireza Naghavi, 2015. "Political Institutions and Government Spending Behavior: Theory and Evidence from Iran," CESifo Working Paper Series 5505, CESifo Group Munich.
  41. Mohammad Reza Farzanegan & Sajjad Faraji Dizaji, 2014. "Political Institutions and Government Spending Behavior in Iran," MAGKS Papers on Economics 201403, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  42. Ryan R. Brady, 2011. "Measuring the diffusion of housing prices across space and over time," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(2), pages 213-231, March.
  43. 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.
  44. 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.
  45. Polito, Vito & Wickens, Michael R., 2008. "Optimal Monetary Policy using a VAR," CEPR Discussion Papers 6957, C.E.P.R. Discussion Papers.
  46. Jordà, Òscar & Marcellino, Massimiliano, 2008. "Path Forecast Evaluation," CEPR Discussion Papers 7009, C.E.P.R. Discussion Papers.
  47. Liu, Wen-Hsien, 2005. "Determinants of the semiconductor industry cycles," Journal of Policy Modeling, Elsevier, vol. 27(7), pages 853-866, October.
  48. 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.
  49. 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.
  50. 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.
  51. repec:spo:wpecon:info:hdl:2441/2525 is not listed on IDEAS
  52. 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.
  53. Oscar Jorda, 2007. "Inference for Impulse Responses," Working Papers 77, University of California, Davis, Department of Economics.
  54. 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.
  55. Kirdan Lees & Troy Matheson, 2005. "Mind your Ps and Qs! Improving ARMA forecasts with RBC priors," Reserve Bank of New Zealand Discussion Paper Series DP2005/02, Reserve Bank of New Zealand.
  56. 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.
  57. 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.
  58. Leon Berkelmans, 2005. "Credit and Monetary Policy: An Australian SVAR," RBA Research Discussion Papers rdp2005-06, Reserve Bank of Australia.
  59. Stelios Bekiros & Alessia Paccagnini, 2013. "On the predictability of time-varying VAR and DSGE models," Empirical Economics, Springer, vol. 45(1), pages 635-664, August.
  60. 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.
  61. 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.
  62. 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.
  63. Hebous, Shafik, 2009. "The Effects of Discretionary Fiscal Policy on Macroeconomic Aggregates: A Reappraisal," MPRA Paper 23300, University Library of Munich, Germany, revised Jun 2010.
  64. Paolo Gelain, . "The Optimal Monetary Policy Rule For the European Central Bank," EcoMod2007 23900028, EcoMod.
  65. Mohammad Reza Farzanegan, 2012. "Military Spending and Economic Growth: The Case of Iran," MAGKS Papers on Economics 201223, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  66. 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.
  67. 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.
  68. Mohammed Dore & Roelof Makken & Erik Eastman, 2013. "The Monetary Transmission Mechanism, Non-residential Fixed Investment and Housing," Atlantic Economic Journal, International Atlantic Economic Society, vol. 41(3), pages 215-224, September.
  69. Michael Kumhof & Douglas Laxton, 2005. "A Rational Expectations Model of Optimal Inflation Inertia," Computing in Economics and Finance 2005 429, Society for Computational Economics.
  70. John C. Driscoll, 2002. "Credit effects in the monetary mechanism : commentary," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 237.
  71. 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.
  72. 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.
  73. Kritika Mathur & Nidhi Kaicker & Raghav Gaiha & Katsushi Imai & Ganesh Thapa, 2013. "Financialisation of Food Commodity Markets, Price Surge and Volatility: New Evidence," The School of Economics Discussion Paper Series 1312, Economics, The University of Manchester.
  74. 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.
  75. Necati Tekatli, 2007. "Understanding Sources of the Change in International Business Cycles," UFAE and IAE Working Papers 731.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  76. 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.
  77. Svetlana Vtyurina & Fahad Alturki, 2010. "Inflation in Tajikistan: Forecasting Analysis and Monetary Policy Challenges," IMF Working Papers 10/17, International Monetary Fund.
  78. Sanchez-Fung, Jose R., 2008. "The day-to-day interbank market, volatility, and central bank intervention in a developing economy," Economics Discussion Papers 2008-2, School of Economics, Kingston University London.
  79. 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.
  80. Michael Kumhof & Luis Felipe Céspedes & Eric Parrado, 2003. "Pricing Policies and Inflation Inertia," IMF Working Papers 03/87, International Monetary Fund.
  81. 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.
  82. Brian Payne & John Geppert, 2015. "Health care and the cross-section of US stock returns," Journal of Economics and Finance, Springer, vol. 39(1), pages 153-170, January.
  83. Lanzilotta M., Bibiana, 2014. "Expectations and industrial output in Uruguay: Sectoral interdependence and common trends," Revista CEPAL, United Nations Economic Commission for Latin America and the Caribbean (ECLAC), August.
  84. Òscar Jordá & Malte Knuppel & Massimiliano Marcellino, 2012. "Empirical simultaneous prediction regions for path-forecasts," Working Paper Series 2012-05, Federal Reserve Bank of San Francisco.
  85. repec:hal:journl:halshs-00175048 is not listed on IDEAS
  86. 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.
  87. Lof, Matthijs & Mekasha, Tseday Jemaneh & Tarp, Finn, 2013. "Aid and income: Another time-series perspective," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  88. 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).
  89. 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.
  90. 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.
  91. 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.
  92. Álvaro José Anaya Mendoza, 2012. "Inversión extranjera directa y crecimiento económico. Evidencia para América Latina 1980-2010," REVISTA DE ECONOMÍA DEL CARIBE, UNIVERSIDAD DEL NORTE, March.
  93. Takayuki Tsuruga, 2004. "Hump-shaped Behavior of Inflation and Dynamic Externality," Econometric Society 2004 Far Eastern Meetings 614, Econometric Society.
  94. Knut Are Aastveit & Gisle James Natvik & Sergio Sola, 2013. "Economic uncertainty and the effectiveness of monetary policy," Working Paper 2013/17, Norges Bank.
  95. Andrejs Bessonovs, 2015. "Suite of Latvia's GDP forecasting models," Working Papers 2015/01, Latvijas Banka.
  96. 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.
  97. repec:eco:journ1:2014-04-04 is not listed on IDEAS
  98. Charles L. Evans & David A. Marshall, 2005. "Fundamental Economic Shocks and The Macroeconomy," Working Papers Central Bank of Chile 351, Central Bank of Chile.
  99. 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.
  100. Goran Petrevski & Jane Bogoev & Dragan Tevdovski, 2015. "The transmission of foreign shocks to South Eastern European economies," Empirica, Springer, vol. 42(4), pages 747-767, November.
  101. 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.
  102. 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.
  103. 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.
  104. Lanne, Markku & Lütkepohl, Helmut & Maciejowska, Katarzyna, 2010. "Structural vector autoregressions with Markov switching," Journal of Economic Dynamics and Control, Elsevier, vol. 34(2), pages 121-131, February.
  105. 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.
  106. 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.
  107. 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.
  108. 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.
  109. 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.
  110. 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).
  111. Giancarlo Corsetti & Gernot J. Müller, 2005. "Twin Deficits: Squaring Theory, Evidence and Common Sense," Economics Working Papers ECO2005/22, European University Institute.
  112. 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.
  113. Karanassou, Marika & Sala, Hector, 2009. "The US Inflation-Unemployment Tradeoff: Methodological Issues and Further Evidence," IZA Discussion Papers 4252, Institute for the Study of Labor (IZA).
  114. 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.
  115. 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.
  116. Domenico Giannone & Lucrezia Reichlin, 2005. "Does information help recovering fundamental structural shocks from past observations?," Macroeconomics 0511017, EconWPA.
  117. 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.
  118. Ronayne, David, 2011. "Which Impulse Response Function?," The Warwick Economics Research Paper Series (TWERPS) 971, University of Warwick, Department of Economics.
  119. 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.
  120. Bekiros, Stelios D. & Paccagnini, Alessia, 2014. "Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 298-323.
  121. Steven Michael, 2014. "Can franchising be an economic development strategy? An empirical investigation," Small Business Economics, Springer, vol. 42(3), pages 611-620, March.
  122. 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.
  123. 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.
  124. Rina Bhattacharya, 2013. "Inflation Dynamics and Monetary Policy Transmission in Vietnam and Emerging Asia," IMF Working Papers 13/155, International Monetary Fund.
  125. 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.
  126. 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.
  127. repec:spo:wpecon:info:hdl:2441/1181 is not listed on IDEAS
  128. 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.
  129. 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, revised Jan 2008.
  130. Tsuruga, Takayuki, 2007. "The hump-shaped behavior of inflation and a dynamic externality," European Economic Review, Elsevier, vol. 51(5), pages 1107-1125, July.
  131. Katsushi Imai & Raghav Gaiha & Ganesh Thapa, 2008. "Food and oil prices," The School of Economics Discussion Paper Series 0801, Economics, The University of Manchester.
  132. 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).
  133. S. Mandell & H.S. Song & A. Warsame & M. Wilhelmsson, 2011. "Bank Lending and House Prices in Sweden 1992-2010," ERES eres2011_91, European Real Estate Society (ERES).
  134. Lorenzo Pascual & Esther Ruiz & Diego Fresoli, 2011. "Bootstrap forecast of multivariate VAR models without using the backward representation," Statistics and Econometrics Working Papers ws113426, Universidad Carlos III, Departamento de Estadística y Econometría.
  135. 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.
  136. Sanchez-Fung, Jose R, 2003. "Inflation targeting and monetary analysis in Chile and Mexico," Royal Economic Society Annual Conference 2003 179, Royal Economic Society.
  137. 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.
  138. 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.
  139. Anna Staszewska-Bystrova, 2009. "Bootstrap Confidence Bands for Forecast Paths," Working Papers 024, COMISEF.
  140. 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.
  141. 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.
  142. Leonardo Melosi, 2011. "Public's Inflation Expectations and Monetary Policy," 2011 Meeting Papers 1151, Society for Economic Dynamics.
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