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~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~isPartOf:"Journal of monetary economics"
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ECONIS (ZBW)
111
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1
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012627501
Saved in:
2
What does anticipated monetary policy do?
D'Amico, Stefania
;
King, Thomas B.
- In:
Journal of monetary economics
138
(
2023
),
pp. 123-139
Persistent link: https://www.econbiz.de/10014487376
Saved in:
3
Identifying sectoral shocks and their role in business cycles
De Graeve, Ferre
;
Schneider, Jan David
- In:
Journal of monetary economics
140
(
2023
),
pp. 124-141
Persistent link: https://www.econbiz.de/10014487420
Saved in:
4
Fiscal foresight and the effects of government spending : it's all in the monetary-fiscal mix
Ascari, Guido
;
Beck-Friis, Peder
;
Florio, Anna
;
Gobbi, …
- In:
Journal of monetary economics
134
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014279089
Saved in:
5
Identification with external instruments in structural VARs
Miranda-Agrippino, Silvia
;
Ricco, Giovanni
- In:
Journal of monetary economics
135
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014292056
Saved in:
6
What goes around comes around : how large are spillbacks from US monetary policy?
Breitenlechner, Max
;
Georgiadis, Georgios
;
Schumann, Ben
- In:
Journal of monetary economics
131
(
2022
),
pp. 45-60
Persistent link: https://www.econbiz.de/10013539292
Saved in:
7
Is there news in inventories?
Görtz, Christoph
;
Gunn, Christopher M.
;
Lubik, Thomas A.
- In:
Journal of monetary economics
126
(
2022
),
pp. 87-104
Persistent link: https://www.econbiz.de/10013364921
Saved in:
8
Economic theories and macroeconomic reality
Loria, Francesca
;
Matthes, Christian
;
Wang, Mu-Chun
- In:
Journal of monetary economics
126
(
2022
),
pp. 105-117
Persistent link: https://www.econbiz.de/10013364923
Saved in:
9
A new approach to integrating expectations into VAR models
Doh, Taeyoung
;
Smith, Andrew Lee
- In:
Journal of monetary economics
132
(
2022
),
pp. 24-43
Persistent link: https://www.econbiz.de/10013489595
Saved in:
10
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011865936
Saved in:
11
Does demand noise matter? : identification and implications
Benhima, Kenza
;
Poilly, Céline
- In:
Journal of monetary economics
117
(
2021
),
pp. 278-295
Persistent link: https://www.econbiz.de/10012602962
Saved in:
12
Structural scenario analysis with SVARs
Antolín-Díaz, Juan
;
Petrella, Ivan
;
Rubio-Ramírez, …
- In:
Journal of monetary economics
117
(
2021
),
pp. 798-815
Persistent link: https://www.econbiz.de/10012603260
Saved in:
13
Leaning against house prices : a structural VAR investigation
Benati, Luca
- In:
Journal of monetary economics
118
(
2021
),
pp. 399-412
Persistent link: https://www.econbiz.de/10012603789
Saved in:
14
Identifying the sources of model misspecification
Inoue, Atsushi
;
Kuo, Chun-Hung
;
Rossi, Barbara
- In:
Journal of monetary economics
110
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012494109
Saved in:
15
Price stickiness along the income distribution and the effects of monetary policy
Cravino, Javier
;
Lan, Ting
;
Levchenko, Andrei A.
- In:
Journal of monetary economics
110
(
2020
),
pp. 19-32
Persistent link: https://www.econbiz.de/10012494115
Saved in:
16
Mending the broken link : heterogeneous bank lending rates and monetary policy pass-through
Altavilla, Carlo
;
Canova, Fabio
;
Ciccarelli, Matteo
- In:
Journal of monetary economics
110
(
2020
),
pp. 81-98
Persistent link: https://www.econbiz.de/10012494129
Saved in:
17
Global spillover effects of US uncertainty
Bhattarai, Saroj
;
Chatterjee, Arpita
;
Park, Woong-yong
- In:
Journal of monetary economics
114
(
2020
),
pp. 71-89
Persistent link: https://www.econbiz.de/10012494861
Saved in:
18
Monetary policy shocks from the consumer perspective
Claus, Edda
;
Viet Hoang Nguyen
- In:
Journal of monetary economics
114
(
2020
),
pp. 159-173
Persistent link: https://www.econbiz.de/10012494950
Saved in:
19
Dynamic effects of monetary policy shocks on macroeconomic volatility
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of monetary economics
114
(
2020
),
pp. 262-282
Persistent link: https://www.econbiz.de/10012494958
Saved in:
20
Money velocity and the natural rate of interest
Benati, Luca
- In:
Journal of monetary economics
116
(
2020
),
pp. 117-134
Persistent link: https://www.econbiz.de/10012495164
Saved in:
21
The expectational effects of news in business cycles : evidence from forecast data
Miyamoto, Wataru
;
Nguyen, Thuy Lan
- In:
Journal of monetary economics
116
(
2020
),
pp. 184-200
Persistent link: https://www.econbiz.de/10012495170
Saved in:
22
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524568
Saved in:
23
The systematic component of monetary policy in SVARs : an agnostic identification procedure
Arias, Jonas E.
;
Caldara, Dario
;
Rubio-Ramírez, Juan …
- In:
Journal of monetary economics
101
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012264743
Saved in:
24
Financial regimes and uncertainty shocks
Alessandri, Piergiorgio
;
Mumtaz, Haroon
- In:
Journal of monetary economics
101
(
2019
),
pp. 31-46
Persistent link: https://www.econbiz.de/10012264750
Saved in:
25
Oil price elasticities and oil price fluctuations
Caldara, Dario
;
Cavallo, Michele
;
Iacoviello, Matteo
- In:
Journal of monetary economics
103
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012265049
Saved in:
26
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418934
Saved in:
27
Real exchange rate persistence : the case of the Swiss franc-US dollar rate
Jusélius, Katarina
;
Assenmacher-Wesche, Katrin
-
2014
Persistent link: https://www.econbiz.de/10010434067
Saved in:
28
The real exchange rate, foreign aid and macroeconomic transmission mechanisms in Tanzania and Ghana
Jusélius, Katarina
;
Reshid, Abdulaziz Abrar
;
Tarp, Finn
-
2014
Persistent link: https://www.econbiz.de/10010250515
Saved in:
29
Testing for near I (2) trends when the signal to noise ratio is small
Jusélius, Katarina
-
2014
Persistent link: https://www.econbiz.de/10010250518
Saved in:
30
Optimal hedging with the cointegrated vector autoregressive model
Gatarek, Lukasz
;
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010413752
Saved in:
31
Functional approximation of impulse responses
Barnichon, Regis
;
Matthes, Christian
- In:
Journal of monetary economics
99
(
2018
),
pp. 41-55
Persistent link: https://www.econbiz.de/10012109024
Saved in:
32
Changes in monetary regimes and the identification of monetary policy shocks : narrative evidence from Canada
Champagne, Julien
;
Sekkel, Rodrigo
- In:
Journal of monetary economics
99
(
2018
),
pp. 72-87
Persistent link: https://www.econbiz.de/10012109026
Saved in:
33
Inference in structural vector autoregressions when the identifying assumptions are not fully believed : re-evaluating the role of monetary policy in economic fluctuations
Baumeister, Christiane
;
Hamilton, James D.
- In:
Journal of monetary economics
100
(
2018
),
pp. 48-65
Persistent link: https://www.econbiz.de/10012109069
Saved in:
34
Experiments, passive observation and scenario analysis : Trygve Haavelmo and the cointegrated vector autoregression
Hoover, Kevin D.
;
Jusélius, Katarina
-
2012
Persistent link: https://www.econbiz.de/10009657486
Saved in:
35
Haavelmo's probability approach and the cointegrated VAR
Jusélius, Katarina
-
2012
Persistent link: https://www.econbiz.de/10009521529
Saved in:
36
Bootstrap determination of the co-integration rank in heteroskedastic VAR models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009614389
Saved in:
37
Government purchases reloaded : informational insufficiency and heterogeneity in fiscal VARs
Ellahie, Atif
;
Ricco, Giovanni
- In:
Journal of monetary economics
90
(
2017
),
pp. 13-27
Persistent link: https://www.econbiz.de/10011799219
Saved in:
38
Level and volatility factors in macroeconomic data
Gorodnichenko, Yuriy
;
Ng, Serena
- In:
Journal of monetary economics
91
(
2017
),
pp. 52-68
Persistent link: https://www.econbiz.de/10011799549
Saved in:
39
Financial stability : a result of excess liquidity or credit cycles?
Heebøll-Christensen, Christian
-
2011
Persistent link: https://www.econbiz.de/10009267508
Saved in:
40
Prices, wages and fertility in pre-industrial England
Klemp, Marc P. B.
-
2011
Persistent link: https://www.econbiz.de/10009267511
Saved in:
41
Signals from the government : policy disagreement and the transmission of fiscal shocks
Ricco, Giovanni
;
Callegari, Giovanni
;
Cimadomo, Jacopo
- In:
Journal of monetary economics
82
(
2016
),
pp. 107-118
Persistent link: https://www.econbiz.de/10011709479
Saved in:
42
Imperfect knowledge, asset price swings and structural slumps : a cointegrated VAR analysis of their interdependence
Jusélius, Katarina
-
2010
Persistent link: https://www.econbiz.de/10008688531
Saved in:
43
An invariance property of the common trands under linear transformations of the data
Johansen, Søren
;
Jusélius, Katarina
-
2010
Persistent link: https://www.econbiz.de/10008688532
Saved in:
44
On the role of theory and evidence in macroeconomics
Jusélius, Katarina
-
2010
Persistent link: https://www.econbiz.de/10003956977
Saved in:
45
Bootstrap sequential determination of the co-integration rank in VAR-models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003932344
Saved in:
46
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2010
Persistent link: https://www.econbiz.de/10008663021
Saved in:
47
Likelihood inference for a fractionally cointegrated vector autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10003968607
Saved in:
48
The long-run Phillips curve : a structural VAR investigation
Benati, Luca
- In:
Journal of monetary economics
76
(
2015
),
pp. 15-28
Persistent link: https://www.econbiz.de/10011569676
Saved in:
49
Time to reject the privileging of economic theory over empirical evidence? : a reply to Lawson (2009)
Jusélius, Katarina
-
2009
Persistent link: https://www.econbiz.de/10003872229
Saved in:
50
On a numerical and graphical technique for evaluating : some models involving rational expectations
Johansen, Søren
;
Swensen, Anders Rygh
-
2009
Persistent link: https://www.econbiz.de/10003836319
Saved in:
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