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Real interest rates and macroeconomic activity
Taylor, Mark P. - In: Oxford review of economic policy 15 (1999) 2, pp. 95-113
Persistent link: https://www.econbiz.de/10001516069
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Estimating structural macroeconomic shocks through long-run recursive restrictions on vector autoregressive models : the problem of identification
Taylor, Mark P. - In: International journal of finance & economics : IJFE 9 (2004) 3, pp. 229-244
Persistent link: https://www.econbiz.de/10002146001
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Modelling fundamentals for forecasting capital flows to emerging markets
Mody, Ashoka; Taylor, Mark P.; Kim, Jung Yeon - In: International journal of finance & economics : IJFE 6 (2001) 3, pp. 201-216
Persistent link: https://www.econbiz.de/10001607405
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Measuring the temporary component of stock prices : robust multivariate analysis
Gallagher, Liam; Taylor, Mark P. - In: Economics letters 67 (2000) 2, pp. 193-200
Persistent link: https://www.econbiz.de/10001471343
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Large datasets, factor-augmented and factor-only vector autoregressive models, and the economic consequences of Mrs. Thatcher
Kim, Hyeyoen; Taylor, Mark P. - In: Economica 79 (2012) 314, pp. 378-410
Persistent link: https://www.econbiz.de/10009536441
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Modelling portfolion capital flows in a global framework : multilateral implications of capital controls
Boero, Gianna; Mandalinci, Zeyyad; Taylor, Mark P. - 2016
Persistent link: https://www.econbiz.de/10011609145
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Finite-sample properties of percentile and percentile-t bootstrap confidence intervals for impulse responses
Kilian, Lutz - In: The review of economics and statistics 81 (1999) 4, pp. 652-660
Persistent link: https://www.econbiz.de/10001437386
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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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Impulse response analysis in vector autoregressions with unknown lag order
Kilian, Lutz - In: Journal of forecasting 20 (2001) 3, pp. 161-179
Persistent link: https://www.econbiz.de/10001570835
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How to construct monthly VAR proxies based on daily futures market surprises
Kilian, Lutz - 2023
Persistent link: https://www.econbiz.de/10014382788