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Search: subject_exact:"Vector autoregressive model"
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The review of economics and statistics
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1
Has the Fed responded to house and stock prices? : a time-varying analysis
Aastveit, Knut Are
;
Furlanetto, Francesco
;
Loria, Francesca
- In:
The review of economics and statistics
105
(
2023
)
5
,
pp. 1314-1324
Persistent link: https://www.econbiz.de/10014384194
Saved in:
2
Inflation expectations and the pass-through of oil prices
Aastveit, Knut Are
;
Bjørnland, Hilde Christiane
; …
- In:
The review of economics and statistics
105
(
2023
)
3
,
pp. 733-743
Persistent link: https://www.econbiz.de/10014297139
Saved in:
3
Endogenous time variation in vector autoregressions
Leiva-León, Danilo
;
Uzeda, Luis
- In:
The review of economics and statistics
105
(
2023
)
1
,
pp. 125-142
Persistent link: https://www.econbiz.de/10014293248
Saved in:
4
The time-varying effect of monetary policy on asset prices
Paul, Pascal
- In:
The review of economics and statistics
102
(
2020
)
4
,
pp. 690-704
Persistent link: https://www.econbiz.de/10012543315
Saved in:
5
Impulse response estimation by smooth local projections
Barnichon, Regis
;
Brownlees, Christian
- In:
The review of economics and statistics
101
(
2019
)
3
,
pp. 522-530
Persistent link: https://www.econbiz.de/10012039436
Saved in:
6
Measuring uncertainty and its impact on the economy
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
The review of economics and statistics
100
(
2018
)
5
,
pp. 799-815
Persistent link: https://www.econbiz.de/10011959921
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7
Dynamic effects of financial stress on the US real estate market performance
Sum, Vichet
- In:
Journal of economics & business
75
(
2014
),
pp. 80-92
Persistent link: https://www.econbiz.de/10010421585
Saved in:
8
A flexible finite-horizon alternative to long-run restrictions with an application to technology shocks
Francis, Neville
;
Owyang, Michael T.
;
Roush, Jennifer E.
; …
- In:
The review of economics and statistics
96
(
2014
)
4
,
pp. 638-647
Persistent link: https://www.econbiz.de/10010488084
Saved in:
9
Changes in the oil price-inflation pass-through
Valcarcel, Victory J.
;
Wohar, Mark E.
- In:
Journal of economics & business
68
(
2013
),
pp. 24-42
Persistent link: https://www.econbiz.de/10009773805
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10
Expectations and economic fluctuations : an analysis using survey data
Leduc, Sylvain
;
Sill, D. Keith
- In:
The review of economics and statistics
95
(
2013
)
4
,
pp. 1352-1367
Persistent link: https://www.econbiz.de/10010231787
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11
Skill-biased technological change and the business cycle
Balleer, Almut
;
Rens, Thijs van
- In:
The review of economics and statistics
95
(
2013
)
4
,
pp. 1222-1237
Persistent link: https://www.econbiz.de/10010231867
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12
Factor demand linkages, technology shocks, and the business cycle
Holly, Sean
;
Petrella, Ivan
- In:
The review of economics and statistics
94
(
2012
)
4
,
pp. 948-963
Persistent link: https://www.econbiz.de/10009668454
Saved in:
13
The dynamic adjustments of stock prices to inflation disturbances
Valcarcel, Victor J.
- In:
Journal of economics & business
64
(
2012
)
2
,
pp. 117-144
Persistent link: https://www.econbiz.de/10009551813
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14
Identifying the sources of instabilities in macroeconomic fluctuations
Inoue, Atsushi
;
Rossi, Barbara
- In:
The review of economics and statistics
93
(
2011
)
4
,
pp. 1186-1204
Persistent link: https://www.econbiz.de/10009379806
Saved in:
15
The reaction of stock returns to unexpected increases in the federal funds rate target
Tsai, Chun-li
- In:
Journal of economics & business
63
(
2011
)
2
,
pp. 121-138
Persistent link: https://www.econbiz.de/10009298245
Saved in:
16
Monetary policy and US long-term interest rates : how close are the linkages?
Berument, Hakan
;
Froyen, Richard T.
- In:
Journal of economics & business
61
(
2009
)
1
,
pp. 34-50
Persistent link: https://www.econbiz.de/10003815840
Saved in:
17
Real-time representations of the output gap
Garratt, Anthony
;
Lee, Kevin C.
;
Mise, Emi
;
Shields, …
- In:
The review of economics and statistics
90
(
2008
)
4
,
pp. 792-804
Persistent link: https://www.econbiz.de/10003772096
Saved in:
18
The effect of long memory in volatility on stock market fluctuations
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 684-700
Persistent link: https://www.econbiz.de/10003567153
Saved in:
19
Forecasting with monetary aggregates : recent evidence for the United States
Elger, Thomas
;
Jones, Barry E.
;
Nilsson, Birger
- In:
Journal of economics & business
58
(
2006
)
5/6
,
pp. 428-446
Persistent link: https://www.econbiz.de/10003374305
Saved in:
20
Measuring the economic impact of monetary union : the case of Okinawa
Takagi, Shinji
;
Shintani, Mototsugu
;
Okamoto, Tetsuro
- In:
The review of economics and statistics
86
(
2004
)
4
,
pp. 858-867
Persistent link: https://www.econbiz.de/10002535536
Saved in:
21
Real wages and aggregate demand shocks : contradictory evidence from VARs
Lastrapes, William Dean
- In:
Journal of economics & business
54
(
2002
)
4
,
pp. 389-413
Persistent link: https://www.econbiz.de/10001687904
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22
Macro shocks and real stock prices
Rapach, David E.
- In:
Journal of economics & business
53
(
2001
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001581755
Saved in:
23
Credit and economic activity : credit regimes and nonlinear propagation of shocks
Balke, Nathan S.
- In:
The review of economics and statistics
82
(
2000
)
2
,
pp. 344-349
Persistent link: https://www.econbiz.de/10001487862
Saved in:
24
Retrieving the vanishing liquidity effect : a threshold vector autoregressive model
Shen, Chung-hua
;
Chiang, Thomas Chi-nan
- In:
Journal of economics & business
51
(
1999
)
3
,
pp. 259-277
Persistent link: https://www.econbiz.de/10001418202
Saved in:
25
Conditional forecasts in dynamic multivariate models
Waggoner, Daniel F.
;
Zha, Tao
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 639-651
Persistent link: https://www.econbiz.de/10001437383
Saved in:
26
Small-sample confidence intervals for impulse response functions
Kilian, Lutz
- In:
The review of economics and statistics
80
(
1998
)
2
,
pp. 218-230
Persistent link: https://www.econbiz.de/10001240840
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