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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Search: subject:"Time series analysis"
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Schock
Time series analysis
202
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202
Theorie
92
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73
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73
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41
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41
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Lovcha, Yuliya
2
Perez-Laborda, Alejandro
2
Bacchiocchi, Emanuele
1
Beaudry, Paul
1
Bekiros, Stelios D.
1
Beraja, Martin
1
Campbell, John Y.
1
Castelnuovo, Efrem
1
Donayre, Luiggi
1
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1
Fout, Hamilton B.
1
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1
Fève, Patrick
1
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1
Hirose, Yasuo
1
Hurst, Erik
1
Keating, John William
1
Kurozumi, Takushi
1
Mankiw, Nicholas Gregory
1
Ospina, Juan
1
Paccagnini, Alessia
1
Portier, Franck
1
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1
Stock, James H.
1
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1
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Macroeconomic dynamics
Working paper / National Bureau of Economic Research, Inc.
Journal of economic dynamics & control
19
Economics letters
13
Journal of econometrics
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
Economic modelling
9
Energy economics
9
Journal of macroeconomics
9
Discussion paper / Tinbergen Institute
8
Applied economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of monetary economics
7
Journal of money, credit and banking : JMCB
7
Discussion paper / Centre for Economic Policy Research
6
Discussion papers / CEPR
6
Journal of applied econometrics
6
NBER Working Paper
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NBER working paper series
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Journal of international money and finance
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4
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4
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DIW Berlin Discussion Paper
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Volkswirtschaftliche Schriften
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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CREATES research paper
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Cliometrica : journal of historical economics and econometric history
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ECONIS (ZBW)
13
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1
Identifying technology shocks at the business cycle via spectral variance decompositions
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Macroeconomic dynamics
25
(
2021
)
8
,
pp. 1966-1992
Persistent link: https://www.econbiz.de/10012704932
Saved in:
2
Identifying news shocks with forecast data
Hirose, Yasuo
;
Kurozumi, Takushi
- In:
Macroeconomic dynamics
25
(
2021
)
6
,
pp. 1442-1471
Persistent link: https://www.econbiz.de/10012618220
Saved in:
3
Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the United States
Bacchiocchi, Emanuele
;
Castelnuovo, Efrem
;
Fanelli, Luca
- In:
Macroeconomic dynamics
22
(
2018
)
6
,
pp. 1613-1651
Persistent link: https://www.econbiz.de/10011916999
Saved in:
4
The aggregate implications of regional business cycles
Beraja, Martin
;
Hurst, Erik
;
Ospina, Juan
-
2016
Persistent link: https://www.econbiz.de/10011436348
Saved in:
5
Differences in quarterly utilization-adjusted TFP by vintage, with an application to news shocks
Sims, Eric R.
-
2016
Persistent link: https://www.econbiz.de/10011473549
Saved in:
6
The time-varying effects of permanent and transistory shocks to real output
Keating, John William
;
Valcarcel, Victor J.
- In:
Macroeconomic dynamics
19
(
2015
)
3
,
pp. 477-507
Persistent link: https://www.econbiz.de/10011308634
Saved in:
7
When is nonfundamentalness in VARS a real problem? : an application to news shocks
Beaudry, Paul
;
Fève, Patrick
;
Guay, Alain
;
Portier, Franck
-
2015
Persistent link: https://www.econbiz.de/10011336593
Saved in:
8
Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS
Bekiros, Stelios D.
;
Paccagnini, Alessia
- In:
Macroeconomic dynamics
19
(
2015
)
7
,
pp. 1565-1592
Persistent link: https://www.econbiz.de/10011515386
Saved in:
9
The hours worked-productivity puzzle : identification in a fractional integration setting
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Macroeconomic dynamics
19
(
2015
)
7
,
pp. 1593-1621
Persistent link: https://www.econbiz.de/10011515390
Saved in:
10
Estimated thresholds in the response of output to monetary policy : are large policy changes less effective?
Donayre, Luiggi
- In:
Macroeconomic dynamics
18
(
2014
)
1
,
pp. 41-64
Persistent link: https://www.econbiz.de/10010356156
Saved in:
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