Pages that link to "Item:Q4628445"
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The following pages link to Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications (Q4628445):
Displaying 26 items.
- The case for Divisia monetary statistics: a Bayesian time-varying approach (Q1624127) (← links)
- Delta-method inference for a class of set-identified SVARs (Q1706496) (← links)
- Joint Bayesian inference about impulse responses in VAR models (Q2106375) (← links)
- Robust Bayesian inference in proxy SVARs (Q2116362) (← links)
- Market shocks in the G7 countries (Q2121138) (← links)
- Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations (Q2136973) (← links)
- Government spending and heterogeneous consumption dynamics (Q2191456) (← links)
- Revisiting the effects of monetary policy shocks: evidence from SVAR with narrative sign restrictions (Q2209634) (← links)
- Inference in Bayesian proxy-SVARs (Q2236884) (← links)
- Search frictions and evolving labour market dynamics (Q2246589) (← links)
- Long-term inflation expectations and the transmission of monetary policy shocks: evidence from a SVAR analysis (Q2246771) (← links)
- Constrained interest rates and changing dynamics at the zero lower bound (Q2697075) (← links)
- Combining sign and parametric restrictions in SVARs by utilising givens rotations (Q2697091) (← links)
- When is discretionary fiscal policy effective? (Q2700567) (← links)
- Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles (Q6111414) (← links)
- A new posterior sampler for Bayesian structural vector autoregressive models (Q6185469) (← links)
- International transmission of quantitative easing policies: evidence from Canada (Q6572630) (← links)
- A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models (Q6617822) (← links)
- Identification of Structural Vector Autoregressions by Stochastic Volatility (Q6620855) (← links)
- SVARs Identification Through Bounds on the Forecast Error Variance (Q6620948) (← links)
- Narrative Restrictions and Proxies (Q6620959) (← links)
- Comments on “Narrative Restrictions and Proxies” by Giacomini, Kitagawa, and Read (Q6620960) (← links)
- Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies” (Q6620961) (← links)
- Narrative Restrictions and Proxies: Rejoinder (Q6620963) (← links)
- Large Bayesian SVARs with linear restrictions (Q6664629) (← links)
- Sovereign uncertainty (Q6668455) (← links)
