Identification with external instruments in structural VARs
Citations
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- Boeck, Maximilian & Mori, Lorenzo, 2025. "Has globalization changed the international transmission of U.S. monetary policy?," Journal of International Economics, Elsevier, vol. 157(C).
- Banerjee, Joshua J., 2024. "Inflationary oil shocks, fiscal policy, and debt dynamics: New evidence from oil-importing OECD economies," Energy Economics, Elsevier, vol. 130(C).
- Alsalman, Zeina & Herrera, Ana María & Rangaraju, Sandeep Kumar, 2023. "Oil news shocks and the U.S. stock market," Energy Economics, Elsevier, vol. 126(C).
- Fabrizio Ferriani & Andrea Gazzani & Filippo Natoli, 2025. "The macroeconomic effects of a greener technology mix," Temi di discussione (Economic working papers) 1482, Bank of Italy, Economic Research and International Relations Area.
- Ulrich Eydam & Florian Leupold, 2026. "Quantifying Macroeconomic Spillovers: The Role of Trade Linkages in Propagating Conflict Shocks," CEPA Discussion Papers 98, Center for Economic Policy Analysis.
- Dietrich, Alexander M. & Leitenbacher, Lukas & Müller, Gernot J., 2026. "Consumer durables, monetary policy, and the green transition," European Economic Review, Elsevier, vol. 182(C).
- Eric T. Swanson, 2024.
"The Macroeconomic Effects of the Federal Reserve’s Conventional and Unconventional Monetary Policies,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(3), pages 1152-1184, September.
- Eric T. Swanson, 2023. "The Macroeconomic Effects of the Federal Reserve's Conventional and Unconventional Monetary Policies," NBER Working Papers 31603, National Bureau of Economic Research, Inc.
- Fierro, Luca Eduardo & Martinoli, Mario, 2025.
"An empirical inquiry into the distributional consequences of energy price shocks,"
Journal of International Money and Finance, Elsevier, vol. 159(C).
- Luca Eduardo Fierro & Mario Martinoli, 2024. "An Empirical Inquiry into the Distributional Consequences of Energy Price Shocks," LEM Papers Series 2024/30, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Fabrizio Ferriani & Andrea Gazzani, 2025. "The international transmission of Chinese monetary policy and the commodity channel," Temi di discussione (Economic working papers) 1510, Bank of Italy, Economic Research and International Relations Area.
- Sofia Velasco, 2025. "Let the Tree Decide: FABART A Non-Parametric Factor Model," Papers 2506.11551, arXiv.org.
- Jiang, Shifu, 2024. "The effect of monetary policies on inflation: A fiscal perspective," Economics Letters, Elsevier, vol. 241(C).
- Robert Goodhead & Benedikt Kolb, 2025.
"Monetary policy communication shocks and the macroeconomy,"
Economica, London School of Economics and Political Science, vol. 92(365), pages 173-198, January.
- Goodhead, Robert & Kolb, Benedikt, 2018. "Monetary policy communication shocks and the macroeconomy," Discussion Papers 46/2018, Deutsche Bundesbank.
- Andrea Cappelletti, 2025. "News on Asymmetric Fiscal Multipliers," "Marco Fanno" Working Papers 0330, Dipartimento di Scienze Economiche "Marco Fanno".
- Karau, Sören, 2024. "Relative monetary policy and exchange rates," Discussion Papers 40/2024, Deutsche Bundesbank.
- Ryan, Michael & Holmes, Mark J., 2025. "The effect of uncertainty on output: Instruments, identification, and the role of investment," Economic Modelling, Elsevier, vol. 152(C).
- Nguyen, Lam, 2025. "Bayesian inference in proxy SVARs with incomplete identification: Re-evaluating the validity of monetary policy instruments," Journal of Monetary Economics, Elsevier, vol. 155(C).
- Martin Bruns & Helmut Lütkepohl, 2026. "Review of Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin 2155, DIW Berlin, German Institute for Economic Research.
- Li, Dake & Plagborg-Møller, Mikkel & Wolf, Christian K., 2024.
"Local projections vs. VARs: Lessons from thousands of DGPs,"
Journal of Econometrics, Elsevier, vol. 244(2).
- Dake Li & Mikkel Plagborg-M{o}ller & Christian K. Wolf, 2021. "Local Projections vs. VARs: Lessons From Thousands of DGPs," Papers 2104.00655, arXiv.org, revised Jan 2024.
- Dake Li & Mikkel Plagborg-Møller & Christian K. Wolf, 2021. "Local Projections vs. VARs: Lessons From Thousands of DGPs," Working Papers 2021-55, Princeton University. Economics Department..
- Dake Li & Mikkel Plagborg-Møller & Christian K. Wolf, 2022. "Local Projections vs. VARs: Lessons From Thousands of DGPs," NBER Working Papers 30207, National Bureau of Economic Research, Inc.
- Bundick, Brent & Herriford, Trenton & Smith, A. Lee, 2024.
"The Term Structure of Monetary Policy Uncertainty,"
Journal of Economic Dynamics and Control, Elsevier, vol. 160(C).
- Brent Bundick & Trenton Herriford & Andrew Lee Smith, 2022. "The Term Structure of Monetary Policy Uncertainty," Research Working Paper RWP 22-02, Federal Reserve Bank of Kansas City, revised Aug 2023.
- Georgiadis, Georgios & Jarociński, Marek, 2025.
"Global spillovers from multi-dimensional US monetary policy,"
Journal of International Economics, Elsevier, vol. 158(C).
- Georgiadis, Georgios & Jarociński, Marek, 2023. "Global spillovers from multi-dimensional US monetary policy," Working Paper Series 2881, European Central Bank.
- Carlos Alba & Julio A. Carrillo & Raúl Ibarra, 2024. "Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico," Working Papers 2024-14, Banco de México.
- Maximilian Boeck & Thomas O. Zörner, 2024. "The Impact of Credit Market Sentiment Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(7), pages 1645-1673, October.
- Endong Wang, 2024. "Local projections identify the same policy counterfactuals as empirical and structural models," Papers 2409.09577, arXiv.org, revised Feb 2026.
- Longaric, Pablo Anaya & Cera, Katharina & Georgiadis, Georgios & Kaufmann, Christoph, 2025. "Investment funds and euro disaster risk," Working Paper Series 3029, European Central Bank.
- Ballabriga, Fernando & Davtyan, Karen, 2025. "Comparing conventional and unconventional monetary policy effects in the euro area and the United States," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 104(C).
- Lorenzo Mori & Gert Peersman, 2024.
"Estimating the Macroeconomic Effects of Oil Supply News,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
24/1099, Ghent University, Faculty of Economics and Business Administration.
- Lorenzo Mori & Gert Peersman, 2024. "Estimating the Macroeconomic Effects of Oil Supply News," "Marco Fanno" Working Papers 0314, Dipartimento di Scienze Economiche "Marco Fanno".
- Lorenzo Mori & Gert Peersman, 2024. "Estimating the Macroeconomic Effects of Oil Supply News," CESifo Working Paper Series 11532, CESifo.
- Peter Ajonghakoh Foabeh & Vesarach Aumeboonsuke, 2024. "Resilience of Developing Economies to External Shocks: Empirical Evidence from CEMAC Countries," Journal of Sustainable Development, Canadian Center of Science and Education, vol. 17(3), pages 1-81, May.
- Alessandri, Piergiorgio & Gazzani, Andrea & Vicondoa, Alejandro, 2023.
"Are the effects of uncertainty shocks big or small?,"
European Economic Review, Elsevier, vol. 158(C).
- Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2023. "Are the Effects of Uncertainty Shocks Big or Small?," Documentos de Trabajo 569, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2023. "Are the Effects of Uncertainty Shocks Big or Small?," Working Papers 244, Red Nacional de Investigadores en Economía (RedNIE).
- Edilean Kleber da Silva Bejarano Aragon & Gabriela Bezerra de Medeiros & Igor Mendes & Ludyson Abreu, 2026. "Measuring monetary policy shocks and their effects in an emerging economy: the case of Brazil," Empirical Economics, Springer, vol. 70(3), pages 1-27, March.
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