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~isPartOf:"Journal of monetary economics"
~subject:"Shock"
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Search: subject_exact:"Vector autoregressive process"
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Shock
VAR model
68
VAR-Modell
68
Schock
39
Geldpolitik
33
Monetary policy
33
Theorie
28
Theory
28
USA
20
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20
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Kim, So-yŏng
3
Ricco, Giovanni
3
Benati, Luca
2
Forni, Mario
2
Gambetti, Luca
2
Mumtaz, Haroon
2
Phaneuf, Louis
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Rubio-Ramírez, Juan Francisco
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Journal of monetary economics
Energy economics
71
Economic modelling
70
Applied economics
67
Working paper
65
Working paper series / European Central Bank
59
Economics letters
54
Journal of international money and finance
54
CESifo working papers
53
Discussion papers / CEPR
48
CAMA working paper series
47
Journal of economic dynamics & control
45
Journal of macroeconomics
43
Discussion paper / Centre for Economic Policy Research
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Discussion papers / Deutsches Institut für Wirtschaftsforschung
34
Macroeconomic dynamics
32
European economic review : EER
30
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Applied economics letters
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International review of economics & finance : IREF
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25
IMF working papers
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Journal of money, credit and banking : JMCB
24
Working paper series
23
Journal of international economics
21
The North American journal of economics and finance : a journal of financial economics studies
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Journal of applied econometrics
19
Open economies review
18
Temi di discussione / Banca d'Italia
18
Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
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Working paper series / Czech National Bank
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Bank of England Working Paper
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31
Data revisions and the identification of monetary policy shocks
Croushore, Dean Darrell
;
Evans, Charles
- In:
Journal of monetary economics
53
(
2006
)
6
,
pp. 1135-1160
Persistent link: https://www.econbiz.de/10003369374
Saved in:
32
Dynamic risksharing in the United States and Europe
Asdrubali, Pierfederico
;
Kim, So-yŏng
- In:
Journal of monetary economics
51
(
2004
)
4
,
pp. 809-836
Persistent link: https://www.econbiz.de/10002058865
Saved in:
33
Identifying VARS based on high frequency futures data
Faust, Jon
;
Swanson, Eric T.
;
Wright, Jonathan H.
- In:
Journal of monetary economics
51
(
2004
)
6
,
pp. 1107-1131
Persistent link: https://www.econbiz.de/10002222223
Saved in:
34
Monetary policy shocks : testing identification conditions under time-varying conditional volatility
Normandin, Michel
;
Phaneuf, Louis
- In:
Journal of monetary economics
51
(
2004
)
6
,
pp. 1217-1243
Persistent link: https://www.econbiz.de/10002222292
Saved in:
35
An alternative explanation of the price puzzle
Giordani, Paolo
- In:
Journal of monetary economics
51
(
2004
)
6
,
pp. 1271-1296
Persistent link: https://www.econbiz.de/10002222351
Saved in:
36
Real and nominal effects of central bank monetary policy
Kahn, Michael
;
Kandel, Shmuel
;
Sarig, Oded H.
- In:
Journal of monetary economics
49
(
2002
)
8
,
pp. 1493-1519
Persistent link: https://www.econbiz.de/10001719645
Saved in:
37
Common cycles and the importance of transitory shocks to macroeconomic aggregates
Issler, João Victor
;
Vahid, Farshid
- In:
Journal of monetary economics
47
(
2001
)
3
,
pp. 449-475
Persistent link: https://www.econbiz.de/10001588917
Saved in:
38
International transmission of US monetary policy shocks : evidence from VAR's
Kim, So-yŏng
- In:
Journal of monetary economics
48
(
2001
)
2
,
pp. 339-372
Persistent link: https://www.econbiz.de/10001610872
Saved in:
39
Exchange rate anomalies in the industrial countries : a solution with a structural VAR approach
Kim, So-yŏng
;
Roubini, Nouriel
- In:
Journal of monetary economics
45
(
2000
)
3
,
pp. 561-586
Persistent link: https://www.econbiz.de/10001482945
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