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Structural Scenario Analysis with SVARs

Citations

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Cited by:

  1. Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2020. "Capital flows in the euro area and TARGET2 balances," Journal of Banking & Finance, Elsevier, vol. 113(C).
  2. Tallman, Ellis W. & Zaman, Saeed, 2020. "Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy," International Journal of Forecasting, Elsevier, vol. 36(2), pages 373-398.
  3. Chavleishvili, Sulkhan & Kremer, Manfred & Lund-Thomsen, Frederik, 2023. "Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach," Working Paper Series 2833, European Central Bank.
  4. Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2024. "Global risk and the dollar," Journal of Monetary Economics, Elsevier, vol. 144(C).
  5. Michael W. McCracken & Joseph T. McGillicuddy & Michael T. Owyang, 2022. "Binary Conditional Forecasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1246-1258, June.
  6. Riccardo Degasperi & Fabrizio Venditti, 2024. "US monetary policy spillovers to the euro area," Questioni di Economia e Finanza (Occasional Papers) 891, Bank of Italy, Economic Research and International Relations Area.
  7. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian Vector Autoregressions," The Warwick Economics Research Paper Series (TWERPS) 1159, University of Warwick, Department of Economics.
  8. Morell, Joe & Rice, Jonathan & Shaw, Frances, 2022. "A Framework for Macroprudential Stress Testing," Research Technical Papers 7/RT/22, Central Bank of Ireland.
  9. Lukas Boer & Malte Rieth, 2024. "The Macroeconomic Consequences of Import Tariffs and Trade Policy Uncertainty," Discussion Papers of DIW Berlin 2072, DIW Berlin, German Institute for Economic Research.
  10. Ganics, Gergely & Odendahl, Florens, 2021. "Bayesian VAR forecasts, survey information, and structural change in the euro area," International Journal of Forecasting, Elsevier, vol. 37(2), pages 971-999.
  11. Breitenlechner, Max & Georgiadis, Georgios & Schumann, Ben, 2022. "What goes around comes around: How large are spillbacks from US monetary policy?," Journal of Monetary Economics, Elsevier, vol. 131(C), pages 45-60.
  12. repec:spo:wpmain:info:hdl:2441/27od5pb99881folvtfs8s3k16l is not listed on IDEAS
  13. Valenti, Daniele & Bastianin, Andrea & Manera, Matteo, 2023. "A weekly structural VAR model of the US crude oil market," Energy Economics, Elsevier, vol. 121(C).
  14. Stefański, Maciej, 2022. "Macroeconomic effects and transmission channels of quantitative easing," Economic Modelling, Elsevier, vol. 114(C).
  15. Tuzcuoglu, Kerem, 2024. "Nonlinear transmission of international financial stress," Economic Modelling, Elsevier, vol. 139(C).
  16. Elias Hasler, 2025. "Assessing the Global Impact of EU Carbon Pricing: Economic and Climate Spillovers," Working Papers 2025-01, Faculty of Economics and Statistics, Universität Innsbruck.
  17. Lian An & Mark A. Wynne & Ren Zhang, 2020. "Shock-Dependent Exchange Rate Pass-Through: Evidence Based on a Narrative Sign Approach," Globalization Institute Working Papers 379, Federal Reserve Bank of Dallas.
  18. Anastasiia Antonova & Mykhailo Matvieiev & Céline Poilly, 2024. "Supply Shocks in the Fog: The Role of Endogenous Uncertainty," AMSE Working Papers 2427, Aix-Marseille School of Economics, France.
  19. Jochen Güntner & Magnus Reif & Maik Wolters, 2024. "Sudden stop: Supply and demand shocks in the German natural gas market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(7), pages 1282-1300, November.
  20. Sokol, Andrej, 2021. "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series 2624, European Central Bank.
  21. Antonio M. Conti & Andrea Nobili & Federico M. Signoretti, 2018. "Bank capital constraints, lending supply and economic activity," Temi di discussione (Economic working papers) 1199, Bank of Italy, Economic Research and International Relations Area.
  22. Marco Bernardini & Antonio M. Conti, 2023. "Announcement and implementation effects of central bank asset purchases," Temi di discussione (Economic working papers) 1435, Bank of Italy, Economic Research and International Relations Area.
  23. Alisdair McKay & Christian K. Wolf, 2023. "What Can Time‐Series Regressions Tell Us About Policy Counterfactuals?," Econometrica, Econometric Society, vol. 91(5), pages 1695-1725, September.
  24. Geiger, Martin & Güntner, Jochen, 2024. "The chronology of Brexit and UK monetary policy," Journal of Monetary Economics, Elsevier, vol. 142(C).
  25. Riccardo Degasperi & Seokki Simon Hong & Giovanni Ricco, 2024. "The global transmission of U.S. monetary policy," Temi di discussione (Economic working papers) 1466, Bank of Italy, Economic Research and International Relations Area.
  26. Andres–Escayola, Erik & Berganza, Juan Carlos & Campos, Rodolfo G. & Molina, Luis, 2023. "A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(1).
  27. Lukas Boer & Mr. Andrea Pescatori & Martin Stuermer, 2021. "Energy Transition Metals," IMF Working Papers 2021/243, International Monetary Fund.
  28. Ider, Gökhan & Kriwoluzky, Alexander & Kurcz, Frederik & Schumann, Ben, 2023. "The Energy-Price Channel of (European) Monetary Policy," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277710, Verein für Socialpolitik / German Economic Association.
  29. Byoung Hark Yoo, 2023. "Conditional Forecasting With a Bayesian Vector Autoregression: Working Paper 2023-08," Working Papers 59629, Congressional Budget Office.
  30. Ursel Baumann & David Lodge & Mirela S. Miescu, 2024. "Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 76-90, January.
  31. Martin Stuermer, 2022. "Non-renewable resource extraction over the long term: empirical evidence from global copper production," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 35(3), pages 617-625, December.
  32. Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023. "Shadow-rate VARs," Discussion Papers 14/2023, Deutsche Bundesbank.
  33. Mario Forni & Luca Gambetti & Nicolò Maffei-Faccioli & Luca Sala, 2023. "The impact of financial shocks on the forecast distribution of output and inflation," Working Paper 2023/3, Norges Bank.
  34. Maciej Stefański, 2021. "Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions," KAE Working Papers 2021-068, Warsaw School of Economics, Collegium of Economic Analysis.
  35. Max Breitenlechner & Martin Geiger & Mathias Klein, 2024. "The Fiscal Channel of Monetary Policy," Working Papers 2024-07, Faculty of Economics and Statistics, Universität Innsbruck.
  36. Diegel, Max & Nautz, Dieter, 2021. "Long-term inflation expectations and the transmission of monetary policy shocks: Evidence from a SVAR analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 130(C).
  37. Ivan Huljak & Reiner Martin & Diego Moccero & Cosimo Pancaro, 2022. "Do non-performing loans matter for bank lending and the business cycle in euro area countries?," Journal of Applied Economics, Taylor & Francis Journals, vol. 25(1), pages 1050-1080, December.
  38. Forni, Mario & Gambetti, Luca & Maffei-Faccioli, Nicolò & Sala, Luca, 2024. "The effects of monetary policy on macroeconomic risk," European Economic Review, Elsevier, vol. 167(C).
  39. Dominik Bertsche, 2019. "The effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approach," Working Paper Series of the Department of Economics, University of Konstanz 2019-06, Department of Economics, University of Konstanz.
  40. repec:hal:spmain:info:hdl:2441/27od5pb99881folvtfs8s3k16l is not listed on IDEAS
  41. Max Breitenlechner & Martin Geiger & Daniel Gründler & Johann Scharler, 2024. "Sequencing the COVID‐19 Recession in the USA: What Were the Macroeconomic Drivers?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(1), pages 119-136, February.
  42. Geis, André & Moder, Isabella & Schuler, Tobias, 2020. "Who’s afraid of euro area monetary tightening? CESEE shouldn’t," Working Paper Series 2416, European Central Bank.
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