An analysis of exogenous shocks using structural vector autoregressions identified with sign restrictions

Keywords

Humanities, Philosophy, Political science

References

• Shocks fiscales y tasas de ahorro nacional. Alguna evidencia para la economía argentinaLuis N. Lanteri — 2011
• BEMOD: A DSGE MODEL FOR THE SPANISH ECONOMY AND THE REST OF THE EURO AREA (*)Javier Andrés, Pablo Burriel, Ángel Estrada — 2006
• Procyclical Fiscal Policy in Developing Countries: Truth or Fiction?Ethan Ilzetzki, Carlos Végh — 2008
• ARGEMmy: an intermediate DSGE model calibrated/estimated for ArgentinaGuillermo Escudé — 2009
• Do World Shocks Drive Domestic Business Cycles? Some Evidence from Structural EstimationThomas A. Lubik, Wing Leong Teo — 2005
• Spanish monetary policy: A structural VAR analysisEtsuro Shioji — 1997
• What Has Financed Government DebtEric M. Leeper, Hess Chung — 2007
• Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy: CommentsMartin Eichenbaum — 1992
• An estimated dynamic stochastic general equilibrium model of the euro area. NBB Working Paper Nr. 35Frank Smets, Raf Wouters — 2002
• Interpreting the macroeconomic time series facts: The effects of monetary policy☆Christopher A. Sims — 1992
• Solving Linear Rational Expectations ModelsChristopher A. Sims — 2002
• Commercial policy in the underdeveloped countries (from the point of view of Latin America)Raúl Prebisch — 1958
• Monetary Policy Shocks: What Have We Learned and to What End?" in The Handbook of MacroeconomicsLawrence J. Christiano, Martin Eichenbaum, Charles L. Evans — 1998
• Explaining Business Cycles in Small Open Economies: How Much Do World Prices Matter?M. Ayhan Köse — 2002
• THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VARMardi Dungey, Renée Fry-McKibbin — 2009
• A rational expectations model for simulation and policy evaluation of the Spanish economyJosé E. Boscá, Antonia Dı́az, Rafael Doménech — 2010
• Monetary and Fiscal Policy Transmission in the Euro-area: evidence from a structural VAR analysisBas van Aarle, Harry Garretsen, Niko Gobbin — 2003
• Do Central Banks Respond to Exchange Rate Movements? A Structural InvestigationThomas A. Lubik, Frank Schorfheide — 2007
• Commentary on MEDEA: A DSGE model for the Spanish economyFilippo Ferroni — 2010
• The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital MobilityMaurice Obstfeld, Jay Shambaugh, Alan M. Taylor — 2004

Cited by

• Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatilityPaulo Chávez, Gabriel Rodrı́guez — 2022
• Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR-SV ModelsGabriel Rodrı́guez, Paúl Castillo, Junior A. Ojeda Cunya — 2023

Related papers

No related papers recorded.