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Comparing shocks and frictions in US and euro area business cycles : a Bayesian DSGE approach
Smets, Frank; Wouters, Rafael - In: Journal of applied econometrics 20 (2005) 2, pp. 161-183
Persistent link: https://www.econbiz.de/10002729071
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(Un)expected monetary policy shocks and term premia
Kliem, Martin; Meyer-Gohde, Alexander - In: Journal of applied econometrics 37 (2022) 3, pp. 477-499
Persistent link: https://www.econbiz.de/10013186692
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Inattention and the impact of monetary policy
An, Zidong; Abo-Zaid, Salem; Sheng, Xuguang - In: Journal of applied econometrics 38 (2023) 4, pp. 623-643
Persistent link: https://www.econbiz.de/10014288031
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Unit roots in the presence of abrupt governmental interventions with an application to Brazilian data
Cati, Regina Celia; Garcia, Marcio G. P.; Perron, Pierre - In: Journal of applied econometrics 14 (1999) 1, pp. 27-56
Persistent link: https://www.econbiz.de/10001356107
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Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - In: Journal of applied econometrics 32 (2017) 6, pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
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Responses to monetary policy shocks in the East and the West of Europe : a comparison
Jarociński, Marek - In: Journal of applied econometrics 25 (2010) 5, pp. 833-868
Persistent link: https://www.econbiz.de/10008667442
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Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty
Giannoni, Marc Paolo - In: Journal of applied econometrics 22 (2007) 1, pp. 179-213
Persistent link: https://www.econbiz.de/10003448520
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Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting; Ma, Jun; Zhang, Chengsi - In: Journal of applied econometrics 38 (2023) 7, pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
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Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian; Van der Veken, Wouter - In: Journal of applied econometrics 38 (2023) 7, pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
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International spillovers of forward guidance shocks
Jones, Callum; Kulish, Mariano; Rees, Daniel M. - In: Journal of applied econometrics 37 (2022) 1, pp. 131-160
Persistent link: https://www.econbiz.de/10013165202