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isPartOf:"Working Papers / Federal Reserve Bank of St. Louis"
~accessRights:"restricted"
~isPartOf:"Journal of economic dynamics & control"
~subject:"VAR model"
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Search: subject_exact:"Monetary Policy"
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VAR model
Monetary policy
196
Geldpolitik
194
Theorie
113
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Estimation
39
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39
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38
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38
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33
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Lütkepohl, Helmut
2
Smith, Andrew Lee
2
Valcarcel, Victor J.
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Amir Ahmadi, Pooyan
1
Bachmann, Ruediger
1
Belongia, Michael T.
1
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Working Papers / Federal Reserve Bank of St. Louis
Journal of economic dynamics & control
Journal of international money and finance
41
Discussion paper / Centre for Economic Policy Research
36
Economic modelling
33
Discussion papers / CEPR
25
Economics letters
25
Applied economics letters
20
Applied economics
17
Journal of macroeconomics
17
Journal of monetary economics
15
International review of economics & finance : IREF
14
Macroeconomic dynamics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Open economies review
12
The North American journal of economics and finance : a journal of financial economics studies
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European economic review : EER
10
Journal of financial stability
8
Journal of international economics
8
Finance research letters
7
Journal of Asian economics
7
Journal of policy modeling : JPMOD ; a social science forum of world issues
7
Research in international business and finance
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Working paper / National Bureau of Economic Research, Inc.
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Energy economics
6
Journal of applied econometrics
6
The B.E. journal of macroeconomics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Journal for studies in economics and econometrics : SEE
5
China economic review : an international journal
4
Journal of banking & finance
4
Journal of econometrics
4
Journal of quantitative economics
4
Macroeconomics and finance in emerging market economies
4
Structural change and economic dynamics : SC+ED
4
The review of economics and statistics
4
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
24
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1
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
2
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
3
The financial market effects of unwinding the Federal Reserve's balance sheet
Smith, Andrew Lee
;
Valcarcel, Victor J.
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014478535
Saved in:
4
Proxy SVAR identification of monetary policy shocks : Monte Carlo evidence and insights for the US
Herwartz, Helmut
;
Rohloff, Hannes
;
Wang, Shu
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013464923
Saved in:
5
Identifying monetary policy shocks using the central bank's information set
Bachmann, Ruediger
;
Gödl-Hanisch, Isabel
;
Sims, Eric R.
- In:
Journal of economic dynamics & control
145
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013543256
Saved in:
6
Effects of US quantitative easing on emerging market economies
Bhattarai, Saroj
;
Chatterjee, Arpita
;
Park, Woong-yong
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666105
Saved in:
7
Proxy vector autoregressions in a data-rich environment
Bruns, Martin
- In:
Journal of economic dynamics & control
123
(
2021
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012666239
Saved in:
8
Impulse response analysis in conditional quantile models with an application to monetary policy
Lee, Dong Jin
;
Kim, Tae-hwan
;
Mizen, Paul
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668504
Saved in:
9
A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts
Castle, Jennifer
;
Kurita, Takamitsu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012628234
Saved in:
10
On fiscal and monetary policy-induced macroeconomic volatility dynamics
Liu, Xiaochun
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668875
Saved in:
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