Normalization, probability distribution, and impulse responses
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"Systematic Monetary Policy and the Effects of Oil Price Shocks,"
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- Marco Del Negro & Francesc Obiols-Homs, 2001.
"Has monetary policy been so bad that it is better to get rid of it? The case of Mexico,"
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- Del Negro, Marco & Obiols-Homs, Francesc, 2001. "Has Monetary Policy Been so Bad that It Is Better to Get Rid of It? The Case of Mexico," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 33(2), pages 404-433, May.
- Marco Del Negro & Francesc Obiols-Homs, 2000. "Has monetary policy been so bad that it is better to get rid of it? the case of Mexico," FRB Atlanta Working Paper 2000-26, Federal Reserve Bank of Atlanta.
- Gert Peersman, 2005.
"What caused the early millennium slowdown? Evidence based on vector autoregressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 185-207.
- Gert Peersman, 2005. "What caused the early millennium slowdown? Evidence based on vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 185-207.
- Peersman, Gert, 2003. "What Caused the Early Millennium Slowdown? Evidence Based on Vector Autoregressions," CEPR Discussion Papers 4087, C.E.P.R. Discussion Papers.
- G. Peersman, 2004. "What caused the early millennium slowdown? Evidence based on vector autoregressions," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/235, Ghent University, Faculty of Economics and Business Administration.
- Gert Peersman, 2005. "What caused the early millennium slowdown? Evidence based on vector autoregressions," Bank of England working papers 272, Bank of England.
- Waggoner, Daniel F. & Zha, Tao, 2003. "A Gibbs sampler for structural vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 28(2), pages 349-366, November.
- Kim, Soyoung, 2001. "International transmission of U.S. monetary policy shocks: Evidence from VAR's," Journal of Monetary Economics, Elsevier, vol. 48(2), pages 339-372, October.
- António Afonso & Ricardo M. Sousa, 2008.
"Fiscal Policy, Housing and Stock Prices,"
Working Papers Department of Economics
2008/58, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- António AFONSO & Ricardo SOUSA, 2010. "Fiscal Policy, Housing and Stock Prices," EcoMod2010 259600005, EcoMod.
- Ricardo M. Sousa & António Afonso, 2008. "Fiscal Policy, Housing and Stock Prices," NIPE Working Papers 21/2008, NIPE - Universidade do Minho.
- Afonso, António & Sousa, Ricardo M., 2009. "Fiscal policy, housing and stock prices," Working Paper Series 990, European Central Bank.
- Andrea Nobili & Stefano Neri, 2006. "The transmission of monetary policy shocks from the US to the euro area," Temi di discussione (Economic working papers) 606, Bank of Italy, Economic Research and International Relations Area.
- Daniel F. Waggoner & Tao Zha, 2000. "A Gibbs simulator for restricted VAR models," FRB Atlanta Working Paper 2000-3, Federal Reserve Bank of Atlanta.
- Andrzej Kociêcki, 2003. "On Priors for Impulse Responses in Bayesian Structural VAR Models," Econometrics 0307006, University Library of Munich, Germany.
- Zha, Tao, 1999. "Block recursion and structural vector autoregressions," Journal of Econometrics, Elsevier, vol. 90(2), pages 291-316, June.
- Daniel F. Waggoner & Tao Zha, 1999.
"Conditional Forecasts In Dynamic Multivariate Models,"
The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 639-651, November.
- Daniel F. Waggoner & Tao Zha, 1998. "Conditional forecasts in dynamic multivariate models," FRB Atlanta Working Paper 98-22, Federal Reserve Bank of Atlanta.
- Waggoner, Daniel F. & Zha, Tao, 2003.
"Likelihood preserving normalization in multiple equation models,"
Journal of Econometrics, Elsevier, vol. 114(2), pages 329-347, June.
- Daniel F. Waggoner & Tao Zha, 2000. "Likelihood-preserving normalization in multiple equation models," FRB Atlanta Working Paper 2000-8, Federal Reserve Bank of Atlanta.
- Besnik Fetai, 2013.
"Exchange Rate Pass-Through in Transition Economies: The Case of Republic of Macedonia,"
Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 20(3), pages 309-324, November.
- Besnik Fetai, 2011. "Exchange Rate Pass-Through in Transition Economies: The Case of the Republic of Macedonia," William Davidson Institute Working Papers Series wp1014, William Davidson Institute at the University of Michigan.
- massimo franchi, 2002. "A Non-Causal Identification Scheme for Vector Autoregressions," Computing in Economics and Finance 2002 290, Society for Computational Economics.
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Keywords
Econometric models; Monetary policy;Statistics
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