Monetary policy surprises: robust dynamic causal effects
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Cites work
- Advances in using vector autoregressions to estimate structural magnitudes
- Bias in local projections
- Comparison of local projection estimators for proxy vector autoregressions
- Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models
- Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
- Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds*
- FRED-MD: A Monthly Database for Macroeconomic Research
- High-Frequency Identification of Monetary Non-Neutrality: The Information Effect*
- Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
- Identification-robust inference for endogeneity parameters in linear structural models
- Identification-Robust Inference With Simulation-Based Pseudo-Matching
- Inference in structural vector autoregressions identified with an external instrument
- Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis
- Instrumental Variables Regression with Weak Instruments
- Local projection inference is simpler and more robust than you think
- Local projections and VARs estimate the same impulse responses
- Local projections vs. VARs: lessons from thousands of DGPs
- On the precision of Calvo parameter estimates in structural NKPC models
- On the statistical identification of DSGE models
- Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
- Short Run and Long Run Causality in Time Series: Theory
- Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
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