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Risk matters : the real effects of volatility shocks
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - In: The American economic review 101 (2011) 6, pp. 2530-2561
Persistent link: https://www.econbiz.de/10009378552
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ABCs (and Ds) of understanding VARs
Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - In: The American economic review 97 (2007) 3, pp. 1021-1026
Persistent link: https://www.econbiz.de/10003505621
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Fiscal volatility shocks and economic activity
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - In: The American economic review 105 (2015) 11, pp. 3352-3384
Persistent link: https://www.econbiz.de/10011413003
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Narrative sign restrictions for SVARs
Antolín-Díaz, Juan; Rubio-Ramírez, Juan Francisco - In: The American economic review 108 (2018) 10, pp. 2802-2829
Persistent link: https://www.econbiz.de/10011924598
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Risk matters : the real effects of volatility shocks : comment
Born, Benjamin; Pfeifer, Johannes - In: The American economic review 104 (2014) 12, pp. 4231-4239
Persistent link: https://www.econbiz.de/10011457071