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~subject:"USA"
~subject:"Volatilität"
~isPartOf:"The review of economics and statistics"
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Search: subject_exact:"Vector autoregressive model"
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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
Saved in:
7
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:
8
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
Saved in:
9
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
Saved in:
10
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:
11
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:
12
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:
13
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:
14
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:
15
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:
16
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:
17
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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