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Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs
26/26 checkable references clean · checked 2026-08-24
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 26 checked references that resolve
resolves10.1016/j.econlet.2024.111873
Constructing high-frequency monetary policy surprises from SOFR futures
resolves10.1016/j.jmoneco.2018.07.011
The systematic component of monetary policy in SVARs: An agnostic identification procedure
resolves10.1080/07350015.2022.2104857
Identification of SVAR Models by Combining Sign Restrictions With External Instruments
resolves10.1080/07350015.2019.1677472
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms
resolves10.1016/j.euroecorev.2022.104241
A new algorithm for structural restrictions in Bayesian vector autoregressions
resolves10.1002/jae.2721
Decomposing the effects of monetary policy using an external instruments SVAR
resolves10.1257/aer.103.4.1212
The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States
resolves10.1093/qje/qjy004
High-Frequency Identification of Monetary Non-Neutrality: The Information Effect*
resolves10.1016/j.jmoneco.2020.09.003
Measuring the effects of federal reserve forward guidance and asset purchases on financial markets
resolves10.1111/jmcb.12300
Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
resolves10.1093/biomet/asw042
Fast sampling with Gaussian scale mixture priors in high-dimensional regression
resolves10.1111/rssb.12162
The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting
resolves10.1007/978-1-4612-2414-3_15
Bayesian Inference for Linear Models Subject to Linear Inequality Constraints
resolves10.1111/1467-937X.00050
Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
The 17 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedThe long and variable lags of monetary policy: Evidence from disaggregated price indices
no DOI — not checkedMonetary policy in a data-rich environment
no DOI — not checkedBlended identification in structural VARs
no DOI — not checkedref13
no DOI — not checkedref14
no DOI — not checkedref17
no DOI — not checkedDo actions speak louder than words? The response of asset prices to monetary policy actions and statements
no DOI — not checkedEstimating the Fed's unconventional policy shocks
no DOI — not checkedDeconstructing monetary policy surprises-The role of information shocks
no DOI — not checkedref21
no DOI — not checkedIdentifying high-frequency shocks in a Bayesian mixedfrequency VAR
no DOI — not checkedref31
no DOI — not checkedSet-identified structural vector autoregressions and the effects of a 100 basis point monetary policy shock
no DOI — not checkedDeconstructing monetary policy surprises-The role of information shocks
no DOI — not checkedThe transmission of monetary policy shocks
no DOI — not checkedSlice sampling
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