My bibliography
Save this item
Estimating shocks and impulse response functions
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Stan Hurn & Ralf Becker, 2007. "Testing for nonlinearity in mean in the presence of heteroskedasticity. Working paper #8," NCER Working Paper Series 8, National Centre for Econometric Research.
- Svetlana Vtyurina & Fahad Alturki, 2010. "Inflation in Tajikistan: Forecasting Analysis and Monetary Policy Challenges," IMF Working Papers 2010/017, International Monetary Fund.
- Qin, Duo & Cagas, Marie Anne & Quising, Pilipinas & He, Xin-Hua, 2006.
"How much does investment drive economic growth in China?,"
Journal of Policy Modeling, Elsevier, vol. 28(7), pages 751-774, October.
- Duo Qin & Marie Anne Cagas & Pilipinas Quising & Xin-Hua He, 2005. "How Much Does Investment Drive Economic Growth in China?," Working Papers 545, Queen Mary University of London, School of Economics and Finance.
- n/a, 2007. "Monetary Policy, Beliefs, Unemployment and Inflation; Evidence from the UK," National Institute of Economic and Social Research (NIESR) Discussion Papers 305, National Institute of Economic and Social Research.
- Haug, Alfred A. & Karagedikli, Ozer & Ranchhod, Satish, 2005.
"Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union,"
Journal of Policy Modeling, Elsevier, vol. 27(1), pages 55-74, February.
- Alfred A Haug & Ozer Karagedikli & Satish Ranchhoud, 2003. "Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union," Reserve Bank of New Zealand Discussion Paper Series DP2003/04, Reserve Bank of New Zealand.
- Alfred A. Haug & Ozer Karagedikli & Satish Ranchhod, 2003. "Monetary policy transmission mechanisms and currency unions A vector error correction approach to a Trans-Tasman currency union," Working Papers 2003_2, York University, Department of Economics.
- Anna Borucka & Sebastian Sobczuk, 2025. "Analysis of the Relationship Between Energy Consumption in Transport, Carbon Dioxide Emissions and State Revenues: The Case of Poland," Energies, MDPI, vol. 18(9), pages 1-28, April.
- Maria Caporale, Guglielmo & M. Soliman, Alaa, 2009.
"The Asymmetric Effects of a Common Monetary Policy in Europe,"
Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 24, pages 455-475.
- Guglielmo Maria Caporale & Alaa M. Soliman, 2005. "The Asymmetric Effects Of A Common Monetary Policy In Europe," Economics and Finance Discussion Papers 05-20, Economics and Finance Section, School of Social Sciences, Brunel University.
- Erdoğan, Seyfettin & Karacan, Rıdvan & Alpaslan, Barış, 2013. "Interest Rates, Exchange Rates and Macroeconomic Performance," MPRA Paper 50838, University Library of Munich, Germany.
- M. Hashem Pesaran & Yongcheol Shin, 2002.
"Long-Run Structural Modelling,"
Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 49-87.
- Pesaran,H.M. & Shin,Y., 1995. "Long-Run Structural Modelling," Cambridge Working Papers in Economics 9419, Faculty of Economics, University of Cambridge.
- Mohammad Hashem Pesaran & Yongcheol Shin, 1999. "Long-Run Structural Modelling," Edinburgh School of Economics Discussion Paper Series 44, Edinburgh School of Economics, University of Edinburgh.
- Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin, 2003.
"A Long run structural macroeconometric model of the UK,"
Economic Journal, Royal Economic Society, vol. 113(487), pages 412-455, April.
- Garratt, A. & Lee, K. & Pesaran, M. H. & Shin, Y., 1998. "A Long-run Structural Macro-econometric Model of the UK," Cambridge Working Papers in Economics 9812, Faculty of Economics, University of Cambridge.
- Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 1999. "A long run structural macroeconometric model of the UK," Edinburgh School of Economics Discussion Paper Series 35, Edinburgh School of Economics, University of Edinburgh, revised Dec 2001.
- ASIANI, Freddy, 2020. "La sensibilité de l'économie congolaise face aux chocs monétaire et budgétaire : une approche en modèle var standard [The sensitivity of the congolese economy to monetary and budgetary shocks: a st," MPRA Paper 101255, University Library of Munich, Germany.
- Pagan, A. & Pesaran, M.H., 2007.
"On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables,"
Cambridge Working Papers in Economics
0662, Faculty of Economics, University of Cambridge.
- Adrian Pagan & M. Hashem Pesaran, 2007. "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," CESifo Working Paper Series 1924, CESifo.
- Pagan, Adrian & Pesaran, M. Hashem, 2007. "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," IZA Discussion Papers 2634, Institute of Labor Economics (IZA).
- Pagan, A. & Pesaran, M.H., 2007. "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," Cambridge Working Papers in Economics 0704, Faculty of Economics, University of Cambridge.
- Céline Gauthier & Fuchun Li, 2006. "Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model," Staff Working Papers 06-42, Bank of Canada.
- Imke Brüggemann, 2003. "Measuring Monetary Policy in Germany: A Structural Vector Error Correction Approach," German Economic Review, Verein für Socialpolitik, vol. 4(3), pages 307-339, August.
- Céline Gauthier & Fuchun Li, 2005. "Linking real activity and financial markets: the first steps towards a small estimated model for Canada," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 253-72, Bank for International Settlements.
- Pagan, A.R. & Pesaran, M. Hashem, 2008.
"Econometric analysis of structural systems with permanent and transitory shocks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3376-3395, October.
- Adrian R. Pagan & M. Hashem Pesaran, 2008. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks," Discussion Papers 2008-04, School of Economics, The University of New South Wales.
- Laura H Gunn & Enrique ter Horst & Talar W Markossian & German Molina, 2018. "Online interest regarding violent attacks, gun control, and gun purchase: A causal analysis," PLOS ONE, Public Library of Science, vol. 13(11), pages 1-15, November.
- Wickens, Michael R. & Polito, Vito, 2008. "Optimal Monetary Policy using a VAR," CEPR Discussion Papers 6957, C.E.P.R. Discussion Papers.
- Jacobs, Jan P.A.M. & Wallis, Kenneth F., 2010.
"Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy,"
Journal of Econometrics, Elsevier, vol. 158(1), pages 108-116, September.
- Jan P.A.M. Jacobs & Kenneth F. Wallis, 2007. "Cointegration, Long-Run Structural Modelling And Weak Exogeneity: Two Models Of The Uk Economy," CAMA Working Papers 2007-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yang, Zan & Wang, Songtao & Campbell, Robert, 2010. "Monetary policy and regional price boom in Sweden," Journal of Policy Modeling, Elsevier, vol. 32(6), pages 865-879, November.
- Richard Tiffin & P. J. Dawson, 2002. "The Demand for Calories: Some Further Estimates from Zimbabwe," Journal of Agricultural Economics, Wiley Blackwell, vol. 53(2), pages 221-232, July.
- repec:bla:germec:v:4:y:2003:i::p:307-339 is not listed on IDEAS
- Qin, Duo & Cagas, Marie Anne & Quising, Pilipinas & He, Xin-Hua, 2006.
"How much does investment drive economic growth in China?,"
Journal of Policy Modeling, Elsevier, vol. 28(7), pages 751-774, October.
- Duo Qin & Marie Anne Cagas & Pilipinas Quising & Xin-Hua He, 2005. "How Much Does Investment Drive Economic Growth in China?," Working Papers 545, Queen Mary University of London, School of Economics and Finance.
- Duo Qin & Marie Anne Cagas & Pilipinas Quising & Xin-Hua He, 2005. "How Much Does Investment Drive Economic Growth in China?," Working Papers 545, Queen Mary University of London, School of Economics and Finance.
- William D. Lastrapes & W. Douglas McMillin, 2004. "Cross-Country Variation in the Liquidity Effect: The Role of Financial Markets," Economic Journal, Royal Economic Society, vol. 114(498), pages 890-915, October.
- Celine Gauthier & Virginie Traclet, 2004. "Do Domestic Macroeconomic Factors Play a Role in Determining Long-Term Nominal Interest Rates? Application in the Case of a Small Open-Economy," Money Macro and Finance (MMF) Research Group Conference 2004 90, Money Macro and Finance Research Group.
- Park JiYoung & Gordon Peter & Jun Eunha & Moore James E & Richardson Harry W., 2009. "Identifying the Regional Economic Impacts of 9/11," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 15(2), pages 275-306, July.