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isPartOf:"Journal of applied econometrics"
~subject:"Geldpolitik"
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Search: subject_exact:"Vector autoregressive model"
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Geldpolitik
VAR model
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Banerjee, Anindya
1
Benati, Luca
1
Caggiano, Giovanni
1
Castelnuovo, Efrem
1
Dewachter, Hans
1
Fève, Patrick
1
Hara, Naoko
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Journal of applied econometrics
Economic modelling
52
Journal of international money and finance
50
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Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
2
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
3
Uncertainty and monetary policy in good and bad times : a replication of the vector autoregressive investigation by Bloom (2009)
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Nodari, Gabriela
- In:
Journal of applied econometrics
37
(
2022
)
1
,
pp. 210-217
Persistent link: https://www.econbiz.de/10013165221
Saved in:
4
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
Saved in:
5
In search of the transmission mechanism of fiscal policy in the Euro Area
Fève, Patrick
;
Sahuc, Jean-Guillaume
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 704-718
Persistent link: https://www.econbiz.de/10011694795
Saved in:
6
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
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7
Sales, inventories and real interest rates : a century of stylized facts
Benati, Luca
;
Lubik, Thomas A.
- In:
Journal of applied econometrics
29
(
2014
)
7
,
pp. 1210-1222
Persistent link: https://www.econbiz.de/10010492678
Saved in:
8
Optimal monetary policy using an unrestricted VAR
Polito, Vito
;
Wickens, Michael R.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 525-553
Persistent link: https://www.econbiz.de/10009618537
Saved in:
9
Time-varying yield curve dynamics and monetary policy
Mumtaz, Haroon
;
Surico, Paolo
- In:
Journal of applied econometrics
24
(
2009
)
6
,
pp. 895-913
Persistent link: https://www.econbiz.de/10003886926
Saved in:
10
A joint model for the term structure of interest rates and the macroeconomy
Dewachter, Hans
;
Lyrio, Marco
;
Maes, Konstantijn
- In:
Journal of applied econometrics
21
(
2006
)
4
,
pp. 439-462
Persistent link: https://www.econbiz.de/10003338629
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