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Models and Their Uses
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- Benzarour, Choukri, 2014. "صياغة السياسات الاقتصادية الكلية في الجزائر: هل من حاجة إلى الاسترشاد بالنماذج الاقتصادية القياسية؟ [The formulation of macroeconomic policies in Algeria: Is it necessary to be guided by Macroecono," MPRA Paper 87071, University Library of Munich, Germany, revised 29 May 2018.
- Ahmed, Habib, 1998. "Responses in output to monetary shocks and the interest rate: a rational expectations model with working capital," Economics Letters, Elsevier, vol. 61(3), pages 351-358, December.
- Bahram Adrangi & Arjun Chatrath & Joseph Macri & Kambiz Raffiee, 2018. "U.S. Diesel Fuel Price Responses To The Global Crude Oil Supply And Demand," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(04), pages 1-25, December.
- Christian Balcells, 2022. "Determinants of firm boundaries and organizational performance: an empirical investigation of the Chilean truck market," Journal of Evolutionary Economics, Springer, vol. 32(2), pages 423-461, April.
- De Graeve, Ferre & Westermark, Andreas, 2013. "Un-truncating VARs," Working Paper Series 271, Sveriges Riksbank (Central Bank of Sweden).
- Christopher L. Gilbert & Duo Qin, 2007. "Representation in Econometrics: A Historical Perspective," Working Papers 583, Queen Mary University of London, School of Economics and Finance.
- Robert G. King, 1995. "Quantitative theory and econometrics," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 53-105.
- Duo Qin, 2006.
"VAR Modelling Approach and Cowles Commission Heritage,"
Working Papers
557, Queen Mary University of London, School of Economics and Finance.
- Duo Qin, 2006. "VAR Modelling Approach and Cowles Commission Heritage," Working Papers 557, Queen Mary University of London, School of Economics and Finance.
- Farmer, Roger E A, 1991.
"Sticky Prices,"
Economic Journal, Royal Economic Society, vol. 101(409), pages 1369-1379, November.
- Roger E.A. Farmer, 1990. "Sticky Prices," UCLA Economics Working Papers 588, UCLA Department of Economics.
- Qin, Duo & Cagas, Marie Anne & Quising, Pilipinas & He, Xin-Hua, 2006.
"How much does investment drive economic growth in China?,"
Journal of Policy Modeling, Elsevier, vol. 28(7), pages 751-774, October.
- Duo Qin & Marie Anne Cagas & Pilipinas Quising & Xin-Hua He, 2005. "How Much Does Investment Drive Economic Growth in China?," Working Papers 545, Queen Mary University of London, School of Economics and Finance.
- Patrick J. Kehoe, 2006.
"How to advance theory with structural VARs: use the Sims-Cogley-Nason approach,"
Staff Report
379, Federal Reserve Bank of Minneapolis.
- Patrick J. Kehoe, 2006. "How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach," NBER Working Papers 12575, National Bureau of Economic Research, Inc.
- Dupor, Bill & Mehkari, M. Saif, 2014.
"The analytics of technology news shocks,"
Journal of Economic Theory, Elsevier, vol. 153(C), pages 392-427.
- Bill Dupor & M. Saif Mehkari, 2013. "The analytics of technology news shocks," Working Papers 2013-036, Federal Reserve Bank of St. Louis.
- Beaudry, Paul & Portier, Franck, 2007.
"When can changes in expectations cause business cycle fluctuations in neo-classical settings?,"
Journal of Economic Theory, Elsevier, vol. 135(1), pages 458-477, July.
- Portier, Franck & Beaudry, Paul, 2004. "When Can Changes in Expectations Cause Business Cycle Fluctuations in Neo-Classical Settings?," CEPR Discussion Papers 4628, C.E.P.R. Discussion Papers.
- Beaudry, Paul & Portier, Franck, 2004. "When Can Changes in Expectations Cause Business Cycle Fluctuations in Neo-Classical Settings?," IDEI Working Papers 304, Institut d'Économie Industrielle (IDEI), Toulouse.
- Paul Beaudry & Franck Portier, 2004. "When Can Changes in Expectations Cause Business Cycle Fluctuations in Neo-Classical Settings?," NBER Working Papers 10776, National Bureau of Economic Research, Inc.
- Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara, 2012.
"Information criteria for impulse response function matching estimation of DSGE models,"
Journal of Econometrics, Elsevier, vol. 170(2), pages 499-518.
- Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007. "Information criteria for impulse response function matching estimation of DSGE models," FRB Atlanta Working Paper 2007-10, Federal Reserve Bank of Atlanta.
- Alastair Hall & Atsushi & James M Nason & Barbara Rossi, 2009. "Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models," Working Papers 09-09, Duke University, Department of Economics.
- Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series 127, Economics, The University of Manchester.
- Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 07-04, Duke University, Department of Economics.
- Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 10-28, Duke University, Department of Economics.
- Hussain, Syed M. & Liu, Lin, 2016. "A note on the Cogley–Nason–Sims approach," Economics Letters, Elsevier, vol. 146(C), pages 77-81.
- Jordi Gali, 1999.
"Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations?,"
American Economic Review, American Economic Association, vol. 89(1), pages 249-271, March.
- Gali, J., 1996. "Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations?," Working Papers 96-28, C.V. Starr Center for Applied Economics, New York University.
- Galí, Jordi, 1996. "Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations?," CEPR Discussion Papers 1499, C.E.P.R. Discussion Papers.
- Jordi Gali, 1996. "Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations," NBER Working Papers 5721, National Bureau of Economic Research, Inc.
- Fisher, Jonas D. M., 1997.
"Relative prices, complementarities and comovement among components of aggregate expenditures,"
Journal of Monetary Economics, Elsevier, vol. 39(3), pages 449-474, August.
- Jonas D.M. Fisher, 1994. "Relative Prices, Complementarities and Co-movement Among Components of Aggregate Expenditures," University of Western Ontario, Departmental Research Report Series 9405, University of Western Ontario, Department of Economics.
- BIRMAN Andrei, 2011. "Some Empirical Aspects regarding the Relationship between Inflation and Economic Growth in Romania – the Speed Limit Effect," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 02, June.
- Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1998.
"Dynamic Equilibrium Economies: A Framework for Comparing Models and Data,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(3), pages 433-451.
- Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1995. "Dynamic Equilibrium Economies: A Framework for Comparing Models and Data," NBER Technical Working Papers 0174, National Bureau of Economic Research, Inc.
- Jeremy Berkowitz & Francis X. Diebold & Lee E. Ohanian, 1998. "Dynamic equilibrium economies: a framework for comparing models and data," Staff Report 243, Federal Reserve Bank of Minneapolis.
- Jeremy Berkowitz & Francis X. Diebold & Lee E. Ohanian, 1997. "Dynamic equilibrium economies: a framework for comparing models and data," Finance and Economics Discussion Series 1997-23, Board of Governors of the Federal Reserve System (U.S.).
- Jeremy Berkowitz & Francis X. Diebold & Lee E. Ohanian, 1997. "Dynamic equilibrium economies: a framework for comparing models and data," Working Papers 97-7, Federal Reserve Bank of Philadelphia.
- Christopher A. Sims, 1996. "Macroeconomics and Methodology," Journal of Economic Perspectives, American Economic Association, vol. 10(1), pages 105-120, Winter.
- Roger E A Farmer, 2020.
"The importance of beliefs in shaping macroeconomic outcomes,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 36(3), pages 675-711.
- Roger Farmer, 2019. "The Importance of Beliefs in Shaping Macroeconomic Outcomes," NBER Working Papers 26557, National Bureau of Economic Research, Inc.
- Farmer, Roger, 2019. "The importance of beliefs in shaping macroeconomic outcomes," CEPR Discussion Papers 14185, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti & Luca Sala, 2016.
"VAR Information and the Empirical Validation of DSGE Models,"
Center for Economic Research (RECent)
119, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Luca Sala & Luca Gambetti & Mario Forni, 2016. "VAR Information and the Empirical Validation of DSGE Models," 2016 Meeting Papers 260, Society for Economic Dynamics.
- Forni, Mario & Gambetti, Luca & Sala, Luca, 2016. "VAR Information and the Empirical Validation of DSGE Models," CEPR Discussion Papers 11178, C.E.P.R. Discussion Papers.
- Malley, Jim & Woitek, Ulrich, 2010.
"Technology shocks and aggregate fluctuations in an estimated hybrid RBC model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1214-1232, July.
- Malley, Jim University of Glasgow & Woitek, Ulrich, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," SIRE Discussion Papers 2009-18, Scottish Institute for Research in Economics (SIRE).
- Jim Malley & Ulrich Woitek, 2009. "Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model," CESifo Working Paper Series 2626, CESifo.
- Jim Malley & Ulrich Woitek, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," IEW - Working Papers 408, Institute for Empirical Research in Economics - University of Zurich.
- Jim Malley & Ulrich Woitek, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Working Papers 2009_15, Business School - Economics, University of Glasgow.
- Michael Dotsey & Robert G. King, 2006.
"Pricing, Production, and Persistence,"
Journal of the European Economic Association, MIT Press, vol. 4(5), pages 893-928, September.
- Michael Dotsey & Robert G. King, 2001. "Pricing, Production and Persistence," NBER Working Papers 8407, National Bureau of Economic Research, Inc.
- Michael Dotsey & Robert G. King, 2005. "Pricing, production, and persistence," Working Papers 05-4, Federal Reserve Bank of Philadelphia.
- Joohun Han & John N. Ng’ombe, 2023. "The relation between wheat, soybean, and hemp acreage: a Bayesian time series analysis," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 11(1), pages 1-12, December.
- Lovcha, Yuliya & Perez-Laborda, Alejandro, 2015.
"The Hours Worked–Productivity Puzzle: Identification In A Fractional Integration Setting,"
Macroeconomic Dynamics, Cambridge University Press, vol. 19(7), pages 1593-1621, October.
- Lovcha, Yuliya & Pérez Laborda, Àlex, 2013. "Hours worked - Productivity puzzle: identification in fractional integration settings," Working Papers 2072/211796, Universitat Rovira i Virgili, Department of Economics.
- Chen, Shu-hua & Shaw, Ming-fu & Lai, Ching-chong & Chang, Juin-jen, 2008. "Interest-rate rules and transitional dynamics in an endogenously growing open economy," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 54-75, February.
- Jinill Kim, 1998. "Monetary policy in a stochastic equilibrium model with real and nominal rigidities," Finance and Economics Discussion Series 1998-02, Board of Governors of the Federal Reserve System (U.S.).
- Liu, Lin & Hussain, Syed, 2013. "Understanding the Sims-Cogley-Nason Approach in A Finite Sample," MPRA Paper 53118, University Library of Munich, Germany.
- Martial Dupaigne & Patrick Feve & Julien Matheron, 2007. "Technology Shocks, Non-stationary Hours and DSVAR," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(2), pages 238-255, April.
- Pedro Garcia Duarte & Gilberto Tadeu Lima, 2012. "Microfoundations Reconsidered," Books, Edward Elgar Publishing, number 14869.
- Ming-fu Shaw & Shu-hua Chen & Ching-chong Lai & Juin-jen Chang, 2004. "Interest Rate Rules, Target Policies, and Endogenous Economic Growth in an Open Economy," IEAS Working Paper : academic research 04-A004, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Pedro Garcia Duarte, 2012.
"Not Going Away? Microfoundations in the Making of a New Consensus in Macroeconomics,"
Chapters, in: Microfoundations Reconsidered, chapter 6,
Edward Elgar Publishing.
- Pedro Garcia Duarte, 2011. "Not Going Away? Microfoundations in the Making of a New Consensus in Macroeconomics," Working Papers, Department of Economics 2011_02, University of São Paulo (FEA-USP).
- William T. Gavin & Finn E. Kydland, 1999.
"Endogenous Money Supply and the Business Cycle,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 2(2), pages 347-369, April.
- William T. Gavin & Finn E. Kydland, 1996. "Endogenous money supply and the business cycle," Working Papers (Old Series) 9605, Federal Reserve Bank of Cleveland.
- William T. Gavin & Finn E. Kydland, 1997. "Endogenous money supply and the business cycle," Working Papers 1995-010, Federal Reserve Bank of St. Louis.
- Chari, V.V. & Kehoe, Patrick J. & McGrattan, Ellen R., 2008.
"Are structural VARs with long-run restrictions useful in developing business cycle theory?,"
Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1337-1352, November.
- V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2007. "Are structural VARs with long-run restrictions useful in developing business cycle theory?," Staff Report 364, Federal Reserve Bank of Minneapolis.
- V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2008. "Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory?," NBER Working Papers 14430, National Bureau of Economic Research, Inc.
- Kuan‐jen Chen & Ching‐chong Lai & Ting‐wei Lai, 2021. "Macroeconomic instability and targeting rules for monetary policy in an endogenously growing small open economy," Review of International Economics, Wiley Blackwell, vol. 29(4), pages 904-926, September.
- Khwazi Magubane & Ntokozo Patrick Nzimande, 2024. "A Structural Vector Autoregression Exploration of South Africa’s Monetary and Macroprudential Policy Interactions," Economies, MDPI, vol. 12(10), pages 1-32, October.
- Fabrice Collard & Patrick Fève, 2012.
"Sur les causes et les effets en macro économie : les Contributions de Sargent et Sims, Prix Nobel d'Economie 2011,"
Revue d'économie politique, Dalloz, vol. 122(3), pages 335-364.
- Collard, Fabrice & Fève, Patrick, 2012. "Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011," IDEI Working Papers 726, Institut d'Économie Industrielle (IDEI), Toulouse.
- Collard, Fabrice & Fève, Patrick, 2012. "Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011," TSE Working Papers 12-317, Toulouse School of Economics (TSE).
- Babula, Ronald A. & Bessler, David A., 1990.
"The Corn-Egg Price Transmission Mechanism,"
Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 22(2), pages 79-86, December.
- Babula, Ronald A. & Bessler, David A., 1990. "The Corn-Egg Price Transmission Mechanism," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 22(2), pages 1-8, December.
- Mary G. Finn, 1995. "The increasing-returns-to-scale/sticky- price approach to monetary analysis," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 79-93.
- Farmer, Roger, 2019.
"The Indeterminacy School in Macroeconomics,"
CEPR Discussion Papers
13745, C.E.P.R. Discussion Papers.
- Roger E.A. Farmer, 2019. "The Indeterminacy School in Macroeconomics," NBER Working Papers 25879, National Bureau of Economic Research, Inc.
- Erzo Luttmer, 2017.
"Slow Convergence in Economies with Organization Capital,"
2017 Meeting Papers
1117, Society for Economic Dynamics.
- Erzo G. J. Luttmer, 2019. "Slow Convergence in Economies with Organization Capital," Staff Report 585, Federal Reserve Bank of Minneapolis.
- Erzo G. J. Luttmer, 2018. "Slow Convergence in Economies with Organization Capital," Working Papers 748, Federal Reserve Bank of Minneapolis.
- Saif Mehkari & Bill Dupor, 2010. "Solving the Procyclical News Shock Problem," 2010 Meeting Papers 400, Society for Economic Dynamics.
- Yochanan Shachmurove & Reuel Shinnar (Deceased), 2012. "Do Chemical Reactors Hold the Solution for Global Economic Crises?," PIER Working Paper Archive 12-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Alfonso Novales Cinca, 1993. "Price Volatility Under Alternative Monetary Instruments," Documentos de Trabajo del ICAE 9306, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Kascha, Christian & Mertens, Karel, 2009.
"Business cycle analysis and VARMA models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 267-282, February.
- Christian Kascha & Karel Mertens, 2006. "Business Cycle Analysis and VARMA models," Economics Working Papers ECO2006/37, European University Institute.
- Christian Kascha & Karel Mertens, 2008. "Business cycle analysis and VARMA models," Working Paper 2008/05, Norges Bank.
- Hervé Le Bihan & Julien Matheron, 2012.
"Price Stickiness and Sectoral Inflation Persistence: Additional Evidence,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1427-1442, October.
- Herv√ Le Bihan & Julien Matheron, 2012. "Price Stickiness and Sectoral Inflation Persistence: Additional Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1427-1442, October.
- Le Bihan, H. & Matheron, J., 2011. "Price Stickiness and Sectoral Inflation Persistence: Additional Evidence," Working papers 353, Banque de France.
- Robert G. King & Mark W. Watson, 1997.
"Testing long-run neutrality,"
Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 69-101.
- Robert G. King & Mark W. Watson, 1992. "Testing long run neutrality," Working Paper Series, Macroeconomic Issues 92-18, Federal Reserve Bank of Chicago.
- Robert King & Mark W. Watson, 1992. "Testing Long Run Neutrality," NBER Working Papers 4156, National Bureau of Economic Research, Inc.
- Christopher L. Gilbert & Duo Qin, 2007.
"Representation in Econometrics: A Historical Perspective,"
Working Papers
583, Queen Mary University of London, School of Economics and Finance.
- Christopher L. Gilbert & Duo Qin, 2007. "Representation in Econometrics: A Historical Perspective," Working Papers 583, Queen Mary University of London, School of Economics and Finance.
- Samson E. Edo, 2012. "Performance of Liabilities Accruing from Liberalization of the Banking Sector in Nigeria," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 4(2), pages 135-146, December.
- Bahram Adrangi & Arjun Chatrath & Joseph Macri & Kambiz Raffiee, 2019. "Dynamic Responses of Major Equity Markets to the US Fear Index," JRFM, MDPI, vol. 12(4), pages 1-23, September.
- Zhang, Junxi, 1996. "A simple pecuniary model of money and growth with transactions cost," Journal of Macroeconomics, Elsevier, vol. 18(1), pages 127-137.
- Junxi Zhang, 1998. "Liquidity, Transaction Costs, and Real Activity," Southern Economic Journal, John Wiley & Sons, vol. 65(2), pages 308-321, October.
- Paul Levine & Joseph Pearlman & Stephen Wright & Bo Yang, 2019.
"Information, VARs and DSGE Models,"
School of Economics Discussion Papers
1619, School of Economics, University of Surrey.
- Levine, P. & Pearlman, J. & Wright, S. & Yang, B., 2019. "Information, VARs and DSGE Models," Working Papers dp16/19, Department of Economics, City University London.
- Pedro Garcia Duarte & Kevin D. Hoover, 2012. "Observing Shocks," History of Political Economy, Duke University Press, vol. 44(5), pages 226-249, Supplemen.
- Kim, Jinill, 2003. "Functional equivalence between intertemporal and multisectoral investment adjustment costs," Journal of Economic Dynamics and Control, Elsevier, vol. 27(4), pages 533-549, February.
- Lee, Kiseok & Ratti, Ronald A., 1996. "On asymmetric costs of disequilibrium and forecasting money demand," Journal of Macroeconomics, Elsevier, vol. 18(2), pages 271-288.
- Bahram Adrangi & Arjun Chatrath, 2022. "Dynamic Responses of Major Pacific Rim Emerging Equity Markets to the US Crude Oil Fear Index (OVX)," Bulletin of Applied Economics, Risk Market Journals, vol. 9(1), pages 51-84.
- Roger E A Farmer, 2019. "The Indeterminacy Agenda in Macroeconomics," National Institute of Economic and Social Research (NIESR) Discussion Papers 507, National Institute of Economic and Social Research.
- Suen, Ming-Hon & Yip, Chong K., 2005.
"Superneutrality, indeterminacy and endogenous growth,"
Journal of Macroeconomics, Elsevier, vol. 27(4), pages 579-595, December.
- Ming Hon Suen & Chong K. Yip, 2001. "Superneutrality, Indeterminacy, and Endogenous Growth," Departmental Working Papers _136, Chinese University of Hong Kong, Department of Economics.
- Committee, Nobel Prize, 2011. "Thomas J. Sargent and Christopher A. Sims: Empirical Macroeconomics," Nobel Prize in Economics documents 2011-2, Nobel Prize Committee.
- Paul Levine & Joseph Pearlman & Stephen Wright & Bo Yang, 2023. "Imperfect Information and Hidden Dynamics," School of Economics Discussion Papers 1223, School of Economics, University of Surrey.
- Odolinski, Kristofer & Wheat, Phillip, 2016. "Dynamics in rail infrastructure provision: maintenance and renewal costs in Sweden," Working papers in Transport Economics 2016:23, CTS - Centre for Transport Studies Stockholm (KTH and VTI), revised 11 Dec 2017.
- Sigouin, Christian & Raynauld, Jacques, 1997. "Quel rôle peut-on imputer aux banques à charte canadiennes dans la transmission des chocs monétaires des années quatre-vingt?," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 367-393, mars-juin.
- Li, Shengfeng & Hoque, Hafiz & Thijssen, Jacco, 2021. "Firm financial behaviour dynamics and interactions: A structural vector autoregression approach," Journal of Corporate Finance, Elsevier, vol. 69(C).