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Policy Analysis with Econometric Models
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Cited by:
- In-Koo Cho & Kenneth Kasa, 2015.
"Learning and Model Validation,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(1), pages 45-82.
- In-Koo Cho & Kenneth Kasa, 2006. "Learning and Model Validation," 2006 Meeting Papers 178, Society for Economic Dynamics.
- Kenneth Kasa & In-Koo Cho, 2011. "Learning and Model Validation," 2011 Meeting Papers 1086, Society for Economic Dynamics.
- Kenneth Kasa, 2007. "Learning and Model Validation," 2007 Meeting Papers 548, Society for Economic Dynamics.
- Monticello, Carlo & Tristani, Oreste, 1999. "What does the single monetary policy do? A SVAR benchmark for the European Central Bank," Working Paper Series 0002, European Central Bank.
- Jayne, Thomas S. & Molla, Daniel, 1995. "Toward a Research Agenda to Promote Household Access to Food in Ethiopia," Food Security Collaborative Working Papers 55591, Michigan State University, Department of Agricultural, Food, and Resource Economics.
- Siti Nur Zahara HAMZAH & Evan LAU, 2013.
"The role of social factors in explaining crime,"
Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(6(583)), pages 99-118, June.
- Hamzah, Siti Nur Zahara & Lau, Evan, 2013. "The Role of Social Factors in Explaining Crime," MPRA Paper 43518, University Library of Munich, Germany.
- K.F. Wallis, 1992. "On Macroeconomic Policy and Macroeconomic Modeling," Economics Discussion / Working Papers 92-04, The University of Western Australia, Department of Economics.
- Ahmed, Habib, 1998. "Responses in output to monetary shocks and the interest rate: a rational expectations model with working capital," Economics Letters, Elsevier, vol. 61(3), pages 351-358, December.
- Baekin Cha & Yan-leung Cheung, 1998. "The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 5(3), pages 191-209, November.
- Bennett T. McCallum, 1988. "Real Business Cycle Models," NBER Working Papers 2480, National Bureau of Economic Research, Inc.
- Leeper, Eric M. & Zha, Tao, 2003.
"Modest policy interventions,"
Journal of Monetary Economics, Elsevier, vol. 50(8), pages 1673-1700, November.
- Eric M. Leeper & Tao Zha, 1999. "Modest policy interventions," FRB Atlanta Working Paper 99-22, Federal Reserve Bank of Atlanta.
- Eric M. Leeper & Tao Zha, 2003. "Modest policy interventions," FRB Atlanta Working Paper 2003-24, Federal Reserve Bank of Atlanta.
- Eric M. Leeper & Tao Zha, 2002. "Modest policy interventions," FRB Atlanta Working Paper 2002-19, Federal Reserve Bank of Atlanta.
- Eric M. Leeper & Tao Zha, 2002. "Modest Policy Interventions," NBER Working Papers 9192, National Bureau of Economic Research, Inc.
- Apergis, Nicholas & Bouras, Christos & Christou, Christina & Hassapis, Christis, 2018. "Multi-horizon wealth effects across the G7 economies," Economic Modelling, Elsevier, vol. 72(C), pages 165-176.
- Ryan Rafaty & Geoffroy Dolphin & Felix Pretis, 2020.
"Carbon pricing and the elasticity of CO2 emissions,"
Working Papers
EPRG2035, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
- Rafaty, R. & Dolphin, G. & Pretis, F., 2020. "Carbon pricing and the elasticity of CO2 emissions," Cambridge Working Papers in Economics 20116, Faculty of Economics, University of Cambridge.
- Rafaty, Ryan & Dolphin, Geoffroy & Pretis, Felix, 2021. "Carbon Pricing and the Elasticity of CO2 Emissions," RFF Working Paper Series 21-33, Resources for the Future.
- Ryan Rafaty & Geoffroy Dolphin & Felix Pretis, 2020. "Carbon Pricing and the Elasticity of CO2 Emissions," Working Papers Series inetwp140, Institute for New Economic Thinking.
- Robert B. Litterman, 1984. "Forecasting and policy analysis with Bayesian vector autoregression models," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 8(Fall).
- Oscar Díaz Q. & Marco Laguna V., 2007. "Factores que explican la reducción de las tasas pasivas de interés en el sistema bancario boliviano," Monetaria, CEMLA, vol. 0(4), pages 331-366, octubre-d.
- Kevin D. Hoover & Òscar Jordà, 2001.
"Measuring systematic monetary policy,"
Review, Federal Reserve Bank of St. Louis, vol. 83(Jul), pages 113-144.
- Kevin D. Hoover & Oscar Jorda, "undated". "Measuring Systematic Monetary Policy," Department of Economics 00-05, California Davis - Department of Economics.
- Oscar Jorda & Kevin Hoover, 2000. "Measuring Systematic Monetary Policy," Working Papers 203, University of California, Davis, Department of Economics.
- Oscar Jorda & Kevin Hoover, 2003. "Measuring Systematic Monetary Policy," Working Papers 297, University of California, Davis, Department of Economics.
- Frank Schorfheide, 2005.
"Learning and Monetary Policy Shifts,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 392-419, April.
- Frank Schorfheide, 2003. "Learning and monetary policy shifts," FRB Atlanta Working Paper 2003-23, Federal Reserve Bank of Atlanta.
- Frank Schorfheide, 2000. "Loss function-based evaluation of DSGE models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 645-670.
- Valadkhani, Abbas, 2004.
"History of macroeconometric modelling: lessons from past experience,"
Journal of Policy Modeling,
Elsevier, vol. 26(2), pages 265-281, February.
- Abbas Valadkhani, 2003. "History Of Macroeconometric Modelling: Lessons From Past Experience," School of Economics and Finance Discussion Papers and Working Papers Series 131, School of Economics and Finance, Queensland University of Technology.
- Zsolt Becsi, 1998. "Fiscal competition and reality: A time series approach," FRB Atlanta Working Paper 98-19, Federal Reserve Bank of Atlanta.
- Canova, Fabio & Gambetti, Luca, 2009.
"Structural changes in the US economy: Is there a role for monetary policy?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 477-490, February.
- Fabio Canova & Luca Gambetti, 2003. "Structural changes in the US economy: is there a role for monetary policy?," Economics Working Papers 918, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
- Barthélemy, J. & Marx, M., 2011.
"State-Dependent Probability Distributions in Non Linear Rational Expectations Models,"
Working papers
347, Banque de France.
- Magali Marx & Jean Barthelemy, 2013. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," 2013 Meeting Papers 576, Society for Economic Dynamics.
- Jean Barthélemy & Magali Marx, 2011. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," Working Papers hal-03461407, HAL.
- Blazsek, Szabolcs & Licht, Adrian, 2018. "Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada," UC3M Working papers. Economics 27484, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Roy H. Webb, 1999. "Two approaches to macroeconomic forecasting," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 23-40.
- Belayet Hossain & Ehsan Latif, 2009. "Determinants of housing price volatility in Canada: a dynamic analysis," Applied Economics, Taylor & Francis Journals, vol. 41(27), pages 3521-3531.
- Darrat, Ali F & Glascock, John L, 1993. "On the Real Estate Market Efficiency," The Journal of Real Estate Finance and Economics, Springer, vol. 7(1), pages 55-72, July.
- Shiva, Layla & Bessler, David A. & McCarl, Bruce A., 2014. "On the Dynamics of Price Discovery: Energy and Agricultural Markets with and without the Renewable Fuels Mandate," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169780, Agricultural and Applied Economics Association.
- Rachidi Kotchoni & Dalibor Stevanovic, 2016.
"Forecasting U.S. Recessions and Economic Activity,"
Working Papers
hal-04141569, HAL.
- Dalibor Stevanovic & Rachidi Kotchoni, 2016. "Forecasting U.S. Recessions and Economic Activity," CIRANO Working Papers 2016s-36, CIRANO.
- Rachidi Kotchoni & Dalibor Stevanovic, 2016. "Forecasting U.S. Recessions and Economic Activity," EconomiX Working Papers 2016-40, University of Paris Nanterre, EconomiX.
- Stavrev, Emil, 2000. "A Comparative Analysis of the Czech Republic and Hungary. Using small Continuous-Time Macroeconometric Models," Transition Economics Series 19, Institute for Advanced Studies.
- Pär Österholm, 2009.
"Incorporating Judgement in Fan Charts,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 111(2), pages 387-415, June.
- Österholm, Pär, 2006. "Incorporating Judgement in Fan Charts," Working Paper Series 2006:30, Uppsala University, Department of Economics.
- Pär Österholm, 2006. "Incorporating judgement in fan charts," Finance and Economics Discussion Series 2006-39, Board of Governors of the Federal Reserve System (U.S.).
- Masih, Abul M. M. & Masih, Rumi, 1996. "Empirical tests to discern the dynamic causal chain in macroeconomic activity: new evidence from Thailand and Malaysia based on a multivariate cointegration/vector error-correction modeling approach," Journal of Policy Modeling, Elsevier, vol. 18(5), pages 531-560, October.
- Eilev S. Jansen, 2004.
"Modelling inflation in the Euro Area,"
Working Paper Series
4104, Department of Economics, Norwegian University of Science and Technology, revised 01 Jun 2004.
- Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper 2004/10, Norges Bank.
- Jansen, Eilev S., 2004. "Modelling inflation in the euro area," Working Paper Series 322, European Central Bank.
- Marco Del Negro & Frank Schorfheide, 2009.
"Monetary Policy Analysis with Potentially Misspecified Models,"
American Economic Review, American Economic Association, vol. 99(4), pages 1415-1450, September.
- Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," FRB Atlanta Working Paper 2005-26, Federal Reserve Bank of Atlanta.
- Marco Del Negro & Frank Schorfheide, 2005. "Monetary policy analysis with potentially misspecified models," Working Papers 06-4, Federal Reserve Bank of Philadelphia.
- Del Negro, Marco & Schorfheide, Frank, 2005. "Monetary policy analysis with potentially misspecified models," Working Paper Series 475, European Central Bank.
- Marco Del Negro & Frank Schorfheide, 2007. "Monetary Policy Analysis with Potentially Misspecified Models," NBER Working Papers 13099, National Bureau of Economic Research, Inc.
- Marco Del Negro & Frank Schorfheide, 2008. "Monetary policy analysis with potentially misspecified models," Staff Reports 321, Federal Reserve Bank of New York.
- Barthélemy, Jean & Marx, Magali, 2017.
"Solving endogenous regime switching models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 1-25.
- Jean Barthélemy & Magali Marx, 2016. "Solving Endogenous Regime Switching Models," SciencePo Working papers Main hal-03393181, HAL.
- Jean Barthélemy & Magali Marx, 2016. "Solving Endogenous Regime Switching Models," Working Papers hal-03393181, HAL.
- Jean Barthélemy & Magali Marx, 2017. "Solving Endogenous Regime Switching Models," Post-Print hal-03945922, HAL.
- Jean Barthélemy & Magali Marx, 2017. "Solving Endogenous Regime Switching Models," SciencePo Working papers Main hal-03945922, HAL.
- Brancaccio, Emiliano & Giammetti, Raffaele & Lopreite, Milena & Puliga, Michelangelo, 2019.
"Monetary policy, crisis and capital centralization in corporate ownership and control networks: A B-Var analysis,"
Structural Change and Economic Dynamics, Elsevier, vol. 51(C), pages 55-66.
- Emiliano Brancaccio & Raffaele Giammetti & Milena Lopreite & Michelangelo Puliga, 2019. "Monetary Policy, Crisis and Capital Centralization in Corporate Ownership and Control Networks: a B-Var Analysis," LEM Papers Series 2019/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Paul Windrum & Alessio Moneta, 2006. "Empirical Validation of Agent Based Models: A Critical Survey," LEM Papers Series 2006/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Mauricio Sánchez Puerta & Marta Milena Ochoa Galeano, 2005. "Reflexiones sobre la importancia de la Crítica de Lucas," Revista Ecos de Economía, Universidad EAFIT, April.
- Taylan Taner Dogan, 2012. "Macroeconomic Variables and Unemployment: The Case of Turkey," International Journal of Economics and Financial Issues, Econjournals, vol. 2(1), pages 71-78.
- Marco Del Negro & Frank Schorfheide, 2005.
"Policy Predictions if the Model Does Not Fit,"
Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 434-443, 04/05.
- Marco Del Negro & Frank Schorfheide, 2004. "Policy predictions if the model doesn’t fit," FRB Atlanta Working Paper 2004-38, Federal Reserve Bank of Atlanta.
- Ali F. Darrat & Marc C. Chopin & Ross N. Dickens, 2001. "The Dollar and U.S. Inflation: Some Evidence from a Vecm Process," The American Economist, Sage Publications, vol. 45(2), pages 3-12, October.
- Masih, Rumi & Peters, Sanjay & De Mello, Lurion, 2011.
"Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea,"
Energy Economics, Elsevier, vol. 33(5), pages 975-986, September.
- MASIH Rumi & PETERS Sanjay, 2010. "Oil Price Volatility and Stock Price Fluctuations in an Emerging Market: Evidence from South Korea," EcoMod2003 330700096, EcoMod.
- Richard H. Clarida & Benjamin M. Friedman, 1986. "The Behavior of U.S. Short-Term Interest Rates Since 1979-10," Cowles Foundation Discussion Papers 695, Cowles Foundation for Research in Economics, Yale University.
- Zahra Naoar Masih, 2017. "Causality between Defence Spending and Economic Growth in Sub-Saharan Africa: Evidence on a Controversial Empirical Issue," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 169-177.
- Defina, Robert H. & Stark, Thomas C. & Taylor, Herbert E., 1996. "The long-run variance of output and inflation under alternative monetary policy rules," Journal of Macroeconomics, Elsevier, vol. 18(2), pages 235-251.
- Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007.
"Asymmetric expectation effects of regime shifts and the Great Moderation,"
FRB Atlanta Working Paper
2007-23, Federal Reserve Bank of Atlanta.
- Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007. "Asymmetric expectation effects of regime shifts and the Great Moderation," Working Papers 653, Federal Reserve Bank of Minneapolis.
- Liu, Zheng & Waggoner, Daniel F. & Zha, Tao, 2007. "Asymmetric Expectation Effects of Regime Shifts and the Great Moderation," Kiel Working Papers 1357, Kiel Institute for the World Economy (IfW Kiel).
- Luciano Raso & Jan Kwakkel & Jos Timmermans & Geremy Panthou, 2019. "How to evaluate a monitoring system for adaptive policies: criteria for signposts selection and their model-based evaluation," Climatic Change, Springer, vol. 153(1), pages 267-283, March.
- 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.
- Bennett T. McCallum, 1982.
"Macroeconomics after a decade of rational expectations : some critical issues,"
Economic Review, Federal Reserve Bank of Richmond, vol. 68(Nov), pages 3-12.
- Bennett T. McCallum, 1982. "Macroeconomics After a Decade of Rational Expectations: Some Critical Issues," NBER Working Papers 1050, National Bureau of Economic Research, Inc.
- Carlo Altavilla & Domenico Giannone, 2017.
"The Effectiveness of Non‐Standard Monetary Policy Measures: Evidence from Survey Data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(5), pages 952-964, August.
- Giannone, Domenico & Altavilla, Carlo, 2014. "The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data," CEPR Discussion Papers 10001, C.E.P.R. Discussion Papers.
- Altavilla, Carlo & Giannone, Domenico, 2016. "The effectiveness of non-standard monetary policy measures: evidence from survey data," Working Paper Series 1951, European Central Bank.
- Carlo Altavilla & Domenico Giannone, 2014. "The effectiveness of non-standard monetary policy measures: evidence from survey data," Working Papers CASMEF 1406, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Carlo Altavilla & Domenico Giannone, 2015. "The effectiveness of nonstandard monetary policy measures: evidence from survey data," Staff Reports 752, Federal Reserve Bank of New York.
- Carlo Altavilla & Domenico Giannone, 2014. "The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data," Working Papers ECARES ECARES 2014-30, ULB -- Universite Libre de Bruxelles.
- Annina Kaltenbrunner, 2018. "Financialised internationalisation and structural hierarchies: a mixed-method study of exchange rate determination in emerging economies," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 42(5), pages 1315-1341.
- Eric M. Leeper & Todd B. Walker, 2011.
"Fiscal Limits in Advanced Economies,"
Economic Papers, The Economic Society of Australia, vol. 30(1), pages 33-47, March.
- Eric M. Leeper & Todd B. Walker, 2011. "Fiscal Limits in Advanced Economies," NBER Working Papers 16819, National Bureau of Economic Research, Inc.
- Ahmed, M. Iqbal & Cassou, Steven P., 2021. "Asymmetries in the effects of unemployment expectation shocks as monetary policy shifts with economic conditions," Economic Modelling, Elsevier, vol. 100(C).
- Richard W. Kopcke, 1993. "The determinants of business investment: has capital spending been surprisingly low?," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 3-31.
- MONTEFORTE Libero & SIVIERO Stefano, 2010. "Aggregate Vs. Disaggregate Euro-Area Macro-Modelling," EcoMod2003 330700105, EcoMod.
- James S. Fackler & W. Douglas McMillin, 2002.
"Evaluating Monetary Policy Options,"
Southern Economic Journal, John Wiley & Sons, vol. 68(4), pages 794-810, April.
- W. Douglas McMillin & James S. Fackler, 2001. "Evaluating Monetary Policy Options," Departmental Working Papers 2001-09, Department of Economics, Louisiana State University.
- Antoine d'Autume, 1986.
"Les anticipations rationnelles dans l'analyse macro-économique,"
Revue Économique, Programme National Persée, vol. 37(2), pages 243-284.
- Antoine d'Autume, 1986. "Les anticipations rationnelles dans l'analyse macro-économique," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00430085, HAL.
- Ubaidillah, Nur Zaimah & Ab. Rahim, Rossazana, 2012. "A Multivariate Cointegration Analysis Of The Role Of Exports To Main Trading Partners In The Malaysian Macroeconomics," MPRA Paper 39706, University Library of Munich, Germany.
- Clarida, Richard H & Friedman, Benjamin M, 1984.
"The Behavior of U.S. Short-Term Interest Rates since October 1979,"
Journal of Finance, American Finance Association, vol. 39(3), pages 671-682, July.
- Richard H. Clarida & Benjamin M. Friedman, 1984. "The Behavior of U.S. Short-Term Interest Rates Since October 1979," NBER Working Papers 1273, National Bureau of Economic Research, Inc.
- Alessio Moneta, 2005. "Causality in macroeconometrics: some considerations about reductionism and realism," Journal of Economic Methodology, Taylor & Francis Journals, vol. 12(3), pages 433-453.
- Sune Karlsson & Pär Österholm, 2023. "Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions," Scandinavian Journal of Economics, Wiley Blackwell, vol. 125(1), pages 287-314, January.
- Eric M. Leeper & Christopher A. Sims, 1994.
"Toward a Modern Macroeconomic Model Usable for Policy Analysis,"
NBER Chapters, in: NBER Macroeconomics Annual 1994, Volume 9, pages 81-140,
National Bureau of Economic Research, Inc.
- Eric M. Leeper & Christopher A. Sims, 1994. "Toward a modern macroeconomic model usable for policy analysis," FRB Atlanta Working Paper 94-5, Federal Reserve Bank of Atlanta.
- Eric M. Leeper & Christopher A. Sims, 1994. "Toward a Modern Macroeconomic Model Usable for Policy Analysis," NBER Working Papers 4761, National Bureau of Economic Research, Inc.
- Shayan Zakipour-Saber, 2019. "Monetary policy regimes and inflation persistence in the United Kingdom," Working Papers 895, Queen Mary University of London, School of Economics and Finance.
- Phillips, P C B, 1991.
"To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 333-364, Oct.-Dec..
- Peter C.B. Phillips, 1990. "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends," Cowles Foundation Discussion Papers 950, Cowles Foundation for Research in Economics, Yale University.
- Duo Qin, 2006. "VAR Modelling Approach and Cowles Commission Heritage," Working Papers 557, Queen Mary University of London, School of Economics and Finance.
- Kasa, Kenneth, 2002.
"Model Uncertainty, Robust Policies, And The Value Of Commitment,"
Macroeconomic Dynamics, Cambridge University Press, vol. 6(1), pages 145-166, February.
- Kenneth Kasa, 1999. "Model uncertainty, robust policies, and the value of commitment," Working Paper Series 99-14, Federal Reserve Bank of San Francisco.
- Kocherlakota, Narayana R., 2019.
"Practical policy evaluation,"
Journal of Monetary Economics, Elsevier, vol. 102(C), pages 29-45.
- Narayana R. Kocherlakota, 2018. "Practical Policy Evaluation," NBER Working Papers 24643, National Bureau of Economic Research, Inc.
- Duo Qin, 2006.
"VAR Modelling Approach and Cowles Commission Heritage,"
Working Papers
557, Queen Mary University of London, School of Economics and Finance.
- Duo Qin, 2006. "VAR Modelling Approach and Cowles Commission Heritage," Working Papers 557, Queen Mary University of London, School of Economics and Finance.
- Gideon O. Fadiran & Adebisi Edun, 2013.
"An Overview of the Repo Rate in an Inflation Targeting Economy,"
African Development Review, African Development Bank, vol. 25(4), pages 621-635.
- Gideon O. Fadiran & Adebisi Edun, 2013. "An Overview of the Repo Rate in an Inflation Targeting Economy," African Development Review, African Development Bank, vol. 25(4), pages 621-635, December.
- Gerlach-Kristen, Petra, 2006. "Internal and external shocks in Hong Kong: Empirical evidence and policy options," Economic Modelling, Elsevier, vol. 23(1), pages 56-75, January.
- Glasure, Yong U., 2002. "Energy and national income in Korea: further evidence on the role of omitted variables," Energy Economics, Elsevier, vol. 24(4), pages 355-365, July.
- Stock, James H & Watson, Mark W, 1996.
"Evidence on Structural Instability in Macroeconomic Time Series Relations,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 14(1), pages 11-30, January.
- James H. Stock & Mark W. Watson, 1994. "Evidence on Structural Instability in Macroeconomic Time Series Relations," NBER Technical Working Papers 0164, National Bureau of Economic Research, Inc.
- James H. Stock & Mark W. Watson, 1994. "Evidence on structural instability in macroeconomic times series relations," Working Paper Series, Macroeconomic Issues 94-13, Federal Reserve Bank of Chicago.
- Chemla, Gilles & Hennessy, Christopher A., 2020. "Rational expectations and the Paradox of policy-relevant natural experiments," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 368-381.
- 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 362-374, June.
- 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.
- Farmer, Roger E.A. & Waggoner, Daniel F. & Zha, Tao, 2011.
"Minimal state variable solutions to Markov-switching rational expectations models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2150-2166.
- Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2008. "Minimal state variable solutions to Markov-switching rational expectations models," FRB Atlanta Working Paper 2008-23, Federal Reserve Bank of Atlanta.
- Martin Feldstein & James H. Stock, 1994.
"The Use of a Monetary Aggregate to Target Nominal GDP,"
NBER Chapters, in: Monetary Policy, pages 7-69,
National Bureau of Economic Research, Inc.
- Martin Feldstein & James H. Stock, 1993. "The Use of Monetary Aggregate to Target Nominal GDP," NBER Working Papers 4304, National Bureau of Economic Research, Inc.
- Meredith Beechey & Pär Österholm, 2008. "A Bayesian Vector Autoregressive Model with Informative Steady‐state Priors for the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 84(267), pages 449-465, December.
- Kishore G. Kulkarni & Sweta C. Saxena, 2003. "Have the Monetary and Fiscal Policies been Effective in India?," Global Business Review, International Management Institute, vol. 4(2), pages 229-237, August.
- Faik Bilgili, 2018. "Piyasa Ekonomisine Geçiþ Süreci ve Sonrasýnda Türkiye'de GINI Katsayýlarýnýn Analizi: Alternatif GINI Formülü Yaklaþýmý," Isletme ve Iktisat Calismalari Dergisi, Econjournals, vol. 6(1), pages 36-58.
- P&aauml;r Österholm & Jeromin Zettelmeyer, 2008.
"The Effect of External Conditions on Growth in Latin America,"
IMF Staff Papers, Palgrave Macmillan, vol. 55(4), pages 595-623, December.
- Mr. Jeromin Zettelmeyer & Pär Österholm, 2007. "The Effect of External Conditions on Growth in Latin America," IMF Working Papers 2007/176, International Monetary Fund.
- Woon Gyu Choi & Yi Wen, 2010.
"Dissecting Taylor Rules in a Structural VAR,"
IMF Working Papers
2010/020, International Monetary Fund.
- Woon Gyu Choi & Yi Wen, 2010. "Dissecting Taylor rules in a structural VAR," Working Papers 2010-005, Federal Reserve Bank of St. Louis.
- repec:pri:cepsud:155sims is not listed on IDEAS
- John F. Helliwell, 1986.
"Supply-Side Macro-economics,"
Canadian Journal of Economics, Canadian Economics Association, vol. 19(4), pages 597-625, November.
- John F. Helliwell, 1986. "Supply-Side Macroeconomics," NBER Working Papers 1995, National Bureau of Economic Research, Inc.
- Shepherd, Ben, 2006. "Estimating Price Elasticities of Supply for Cotton: A Structural Time-Series Approach," MPRA Paper 1252, University Library of Munich, Germany.
- Scholl, Almuth & Uhlig, Harald, 2008.
"New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates,"
Journal of International Economics, Elsevier, vol. 76(1), pages 1-13, September.
- Scholl, Almuth & Uhlig, Harald, 2005. "New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates," SFB 649 Discussion Papers 2005-037, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Wang, Ling, 2016. "Unconventional monetary policy and aggregate bank lending: Does financial structure matter?," Journal of Policy Modeling, Elsevier, vol. 38(6), pages 1060-1077.
- Francisco F. R. Ramos, 1996. "VAR Priors: Success or lack of a decent macroeconomic theory?," Econometrics 9601002, University Library of Munich, Germany.
- Lopreite, Milena & Zhu, Zhen, 2020. "The effects of ageing population on health expenditure and economic growth in China: A Bayesian-VAR approach," Social Science & Medicine, Elsevier, vol. 265(C).
- repec:hal:spmain:info:hdl:2441/7l23tbn4rd9539sljmp8of2hcb is not listed on IDEAS
- Terrence Kinal & Jonathan Ratner, 1986. "A VAR Forecasting Model of a Regional Economy: Its Construction and Comparative Accuracy," International Regional Science Review, , vol. 10(2), pages 113-126, August.
- Gianluca Cubadda & Alain Hecq & Sean Telg, 2019.
"Detecting Co‐Movements in Non‐Causal Time Series,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(3), pages 697-715, June.
- Cubadda, Gianluca & Hecq, Alain & Telg, Sean, 2017. "Detecting Co-Movements in Noncausal Time Series," MPRA Paper 77254, University Library of Munich, Germany, revised 02 Mar 2017.
- Gianluca Cubadda & Alain Hecq & Sean Telg, 2018. "Detecting Co-Movements in Noncausal Time Series," CEIS Research Paper 430, Tor Vergata University, CEIS, revised 23 Apr 2018.
- Jihyun Park & Juhyun Lee & Suneung Ahn, 2018. "Bayesian Approach for Estimating the Probability of Cartel Penalization under the Leniency Program," Sustainability, MDPI, vol. 10(6), pages 1-15, June.
- Libero Monteforte & Stefano Siviero, 2010. "The economic consequences of euro-area macro-modelling shortcuts," Applied Economics, Taylor & Francis Journals, vol. 42(19), pages 2399-2415.
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