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Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S

Bacchiocchi, Emanuele - 2016

We employ a non-recursive identification scheme to identify the effects of a monetary policy shock in a Structural Vector Autoregressive (SVARs) model for the U.S. post-WWII quarterly data. The identification of the shock is achieved via heteroskedasticity, and different on-impact macroeconomic...

Persistent link: https://www.econbiz.de/10012981365

Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the United States

Bacchiocchi, Emanuele; Castelnuovo, Efrem; Fanelli, Luca - In: Macroeconomic dynamics 22 (2018) 6, pp. 1613-1651

Persistent link: https://www.econbiz.de/10011916999

Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S.

Bacchiocchi, Emanuele; Castelnuovo, Efrem; Fanelli, Luca - 2016

Persistent link: https://www.econbiz.de/10011698807

A new approach for estimating and testing the linear quadratic adjustment cost model under rational expextations and I(1) variables

Fanelli, Luca - In: Journal of economic dynamics & control 26 (2002) 1, pp. 117-139

Persistent link: https://www.econbiz.de/10001617129

Dynamic adjustment cost models with forward-looking behaviour

Fanelli, Luca - In: The econometrics journal 9 (2006) 1, pp. 23-47

Persistent link: https://www.econbiz.de/10003320192

Testing the new Keynesian Phillips curve through vector autoregressive models : results from the euro area

Fanelli, Luca - In: Oxford bulletin of economics and statistics 70 (2008) 1, pp. 53-66

Persistent link: https://www.econbiz.de/10003624796

Squeezing the interest rate smoothing weight with a hybrid expectations model

Castelnuovo, Efrem - 2003

Persistent link: https://www.econbiz.de/10001743039

Squeezing the interest rate smoothing weight with hybrid expectations model

Castelnuovo, Efrem - 2002

Persistent link: https://www.econbiz.de/10001711254

What does a monetary policy shock do? : an international analysis with multiple filters

Castelnuovo, Efrem - In: Oxford bulletin of economics and statistics 75 (2013) 5, pp. 759-784

Persistent link: https://www.econbiz.de/10010225401

The fed's preference for policy rate smoothing : overestimation due to misspecification?

Castelnuovo, Efrem (contributor) - In: Topics in macroeconomics 6 (2006) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10003377779

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