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Inference in Bayesian Proxy-SVARs
Citations
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Cited by:
- Drautzburg, Thorsten & Fernández-Villaverde, Jesús & Guerrón-Quintana, Pablo, 2021.
"Bargaining shocks and aggregate fluctuations,"
Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
- Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerrón-Quintana, 2017. "Bargaining Shocks and Aggregate Fluctuations," NBER Working Papers 23647, National Bureau of Economic Research, Inc.
- Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerron-Quintana, 2021. "Bargaining Shocks and Aggregate Fluctuations," CESifo Working Paper Series 8989, CESifo.
- Fernández-Villaverde, Jesús & Drautzburg, Thorsten & Guerron, Pablo, 2021. "Bargaining Shocks and Aggregate Fluctuations," CEPR Discussion Papers 15979, C.E.P.R. Discussion Papers.
- Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerrón-Quintana, 2020. "Bargaining Shocks and Aggregate Fluctuations," Working Papers 20-11, Federal Reserve Bank of Philadelphia.
- Breitenlechner, Max & Georgiadis, Georgios & Schumann, Ben, 2022.
"What goes around comes around: How large are spillbacks from US monetary policy?,"
Journal of Monetary Economics, Elsevier, vol. 131(C), pages 45-60.
- Max Breitenlechner & Georgios Georgiadis & Ben Schumann, 2021. "What goes around comes around: How large are spillbacks from US monetary policy?," Working Papers 2021-05, Faculty of Economics and Statistics, Universität Innsbruck.
- Max Breitenlechner & Georgios Georgiadis & Ben Schumann, 2021. "What goes around comes around: How large are spillbacks from US monetary policy?," GRU Working Paper Series GRU_2021_003, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Breitenlechner, Max & Georgiadis, Georgios & Schumann, Ben, 2021. "What goes around comes around: How large are spillbacks from US monetary policy?," Working Paper Series 2613, European Central Bank.
- Nelimarkka, Jaakko & Laine, Olli-Matti, 2021. "The effects of the ECB's pandemic-related monetary policy measures," BoF Economics Review 4/2021, Bank of Finland.
- Emanuele Bacchiocchi & Toru Kitagawa, 2021.
"A note on global identification in structural vector autoregressions,"
Papers
2102.04048, arXiv.org, revised Feb 2021.
- Emanuele Bacchiocchi & Toru Kitagawa, 2021. "A note on global identi?cation in structural vector autoregressions," CeMMAP working papers CWP03/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2023.
"Identification with External Instruments in Structural VARs,"
Journal of Monetary Economics, Elsevier, vol. 135(C), pages 1-19.
- Agrippino, Silvia Miranda & Ricco, Giovanni, 2022. "Identification with external instruments in structural VARs," Bank of England working papers 973, Bank of England.
- Andrea Gazzani & Fabrizio Venditti & Giovanni Veronese, 2024. "Oil price shocks in real time," Temi di discussione (Economic working papers) 1448, Bank of Italy, Economic Research and International Relations Area.
- repec:hal:spmain:info:hdl:2441/sb7ftvod18eb8hqptthmmeddt is not listed on IDEAS
- Ferreira, Leonardo N., 2022.
"Forward guidance matters: Disentangling monetary policy shocks,"
Journal of Macroeconomics, Elsevier, vol. 73(C).
- Leonardo N. Ferreira, 2020. "Forward Guidance Matters: disentangling monetary policy shocks," Working Papers Series 530, Central Bank of Brazil, Research Department.
- Leonardo N. Ferreira, 2020. "Forward Guidance Matters: Disentangling Monetary Policy Shocks," Working Papers 912, Queen Mary University of London, School of Economics and Finance.
- Martin Bruns & Helmut Lütkepohl, 2022.
"Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies,"
Discussion Papers of DIW Berlin
2005, DIW Berlin, German Institute for Economic Research.
- Martin Bruns & Helmut Luetkepohl, 2022. "Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies," University of East Anglia School of Economics Working Paper Series 2022-02, School of Economics, University of East Anglia, Norwich, UK..
- Ider, Gökhan & Kriwoluzky, Alexander & Kurcz, Frederik & Schumann, Ben, 2023.
"The Energy-Price Channel of (European) Monetary Policy,"
VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage"
277710, Verein für Socialpolitik / German Economic Association.
- Gökhan Ider & Alexander Kriwoluzky & Frederik Kurcz & Ben Schumann, 2023. "The Energy-Price Channel of (European) Monetary Policy," Discussion Papers of DIW Berlin 2033, DIW Berlin, German Institute for Economic Research.
- Matthew Read, 2023.
"Estimating the Effects of Monetary Policy in Australia Using Sign‐restricted Structural Vector Autoregressions,"
The Economic Record, The Economic Society of Australia, vol. 99(326), pages 329-358, September.
- Matthew Read, 2022. "Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions," RBA Research Discussion Papers rdp2022-09, Reserve Bank of Australia.
- Müller, Gernot & Georgiadis, Georgios & Schumann, Ben, 2021.
"Global Risk and the Dollar,"
CEPR Discussion Papers
16245, C.E.P.R. Discussion Papers.
- Georgios Georgiadis & Gernot J. Müller & Ben Schumann, 2023. "Global Risk and the Dollar," Discussion Papers of DIW Berlin 2057, DIW Berlin, German Institute for Economic Research.
- Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2021. "Global risk and the dollar," Working Paper Series 2628, European Central Bank.
- Martin Bruns & Michele Piffer, 2021. "Monetary policy shocks over the business cycle: Extending the Smooth Transition framework," University of East Anglia School of Economics Working Paper Series 2021-07, School of Economics, University of East Anglia, Norwich, UK..
- Silvia Miranda Agrippino & Giovanni Ricco, 2018.
"Identification with external instruments in structural VARs under partial invertibility,"
Working Papers
hal-03475454, HAL.
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Identification with external instruments in structural VARs under partial invertibility," Sciences Po publications 24, Sciences Po.
- Ricco, Giovanni & ,, 2019. "Identification with External Instruments in Structural VARs under Partial Invertibility," CEPR Discussion Papers 13853, C.E.P.R. Discussion Papers.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Identification with External Instruments in Structual VARs under partial invertibility," Documents de Travail de l'OFCE 2018-24, Observatoire Francais des Conjonctures Economiques (OFCE).
- Yang, Yang & Tang, Yanling & Cheng, Kai, 2023. "Spillback effects of US unconventional monetary policy," Finance Research Letters, Elsevier, vol. 53(C).
- Fengler, Matthias & Polivka, Jeannine, 2021.
"Identifying structural shocks to volatility through a proxy-MGARCH model,"
Economics Working Paper Series
2103, University of St. Gallen, School of Economics and Political Science, revised May 2021.
- Fengler, Matthias & Polivka, Jeanine, 2022. "Identifying Structural Shocks to Volatility through a Proxy-MGARCH Model," VfS Annual Conference 2022 (Basel): Big Data in Economics 264010, Verein für Socialpolitik / German Economic Association.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2019. "Identification with External Instruments in Structural VARs under Partial Invertibility," The Warwick Economics Research Paper Series (TWERPS) 1213, University of Warwick, Department of Economics.
- Lutz Kilian, 2023. "How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises," Working Papers 2310, Federal Reserve Bank of Dallas.
- Hacioglu Hoke, Sinem, 2019. "Macroeconomic effects of political risk shocks," Bank of England working papers 841, Bank of England.
- Kortela, Tomi & Nelimarkka, Jaakko, 2020. "The effects of conventional and unconventional monetary policy: Identification through the yield curve," Bank of Finland Research Discussion Papers 3/2020, Bank of Finland.
- Marco Bernardini & Antonio M. Conti, 2023. "Announcement and implementation effects of central bank asset purchases," Temi di discussione (Economic working papers) 1435, Bank of Italy, Economic Research and International Relations Area.
- Sascha A. Keweloh & Mathias Klein & Jan Pruser, 2023. "Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies," Papers 2302.13066, arXiv.org, revised Feb 2024.
- Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2022. "Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Georgios Georgiadis & Gernot J. Müller & Ben Schumann, 2023. "Dollar Trinity and the Global Financial Cycle," Discussion Papers of DIW Berlin 2058, DIW Berlin, German Institute for Economic Research.
- von Schweinitz, Gregor, 2023. "The importance of credit demand for business cycle dynamics," IWH Discussion Papers 21/2023, Halle Institute for Economic Research (IWH).
- Yong, Chen & Dingming, Liu, 2019. "How does government spending news affect interest rates? Evidence from the United States," Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
- Bruns, Martin, 2021. "Proxy Vector Autoregressions in a Data-rich Environment," Journal of Economic Dynamics and Control, Elsevier, vol. 123(C).
- Lhuissier Stéphane & Nguyen Benoît, 2021. "The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification," Working papers 806, Banque de France.