Inference in structural vector autoregressions identified with an external instrument
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Publication:2236882
Cites work
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Cited in
(21)- Assessing the credibility of central bank signals: the case of transitory inflation
- Robust Bayesian inference in proxy SVARs
- Proxy SVAR identification of monetary policy shocks -- Monte Carlo evidence and insights for the US
- INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY
- Monetary policy announcements, information shocks, and exchange rate dynamics
- Monetary policy and the term structure of inflation expectations with information frictions
- Identification of SVAR Models by Combining Sign Restrictions With External Instruments
- Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks
- An identification and testing strategy for proxy-SVARs with weak proxies
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- Should we use central bank asset purchase announcements and sign restrictions to quantify quantitative easing?
- Monetary policy surprises: robust dynamic causal effects
- Identifying macroeconomic shocks using firm-level data: material shortages in the German manufacturing sector
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