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(Almost) Recursive Shock Identification with Economic Parameter Restrictions

https://doi.org/10.2139/ssrn.4672167
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inferredcites →https://doi.org/10.1007/3-540-27752-8openalex-extracted
New Introduction to Multiple Time Series Analysis
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Bootstrapping impulse responses in VAR analyses
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COMPSTAT 1998 — Proceedings in Computational Statistics
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Interpreting the macroeconomic time series facts
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‘Interpreting the macroeconomic time series facts: The effects of monetary policy’
inferredcites →https://doi.org/10.1016/j.jeconom.2017.12.004openalex-extracted
Delta-method inference for a class of set-identified SVARs
inferredcites →https://doi.org/10.1016/j.jmoneco.2003.11.001openalex-extracted
Identifying VARS based on high frequency futures data
inferredcites →https://doi.org/10.1016/j.jmoneco.2004.05.007openalex-extracted
What are the effects of monetary policy on output? Results from an agnostic identification procedure
inferredcites →https://doi.org/10.1017/9781108227223.004openalex-extracted
Shocks, Sign Restrictions, and Identification
inferredcites →https://doi.org/10.1017/ccol0521871522openalex-extracted
Advances in Economics and Econometrics
inferredcites →https://doi.org/10.1057/9781137401823openalex-extracted
Zero Lower Bound Term Structure Modeling
inferredcites →https://doi.org/10.1093/biomet/65.2.297openalex-extracted
On a Measure of Lack of Fit in Time Series Models
inferredcites →https://doi.org/10.1111/j.1542-4774.2012.01080.xopenalex-extracted
WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS
inferredcites →https://doi.org/10.1111/jmcb.12119openalex-extracted
The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis
inferredcites →https://doi.org/10.1111/jmcb.12300openalex-extracted
Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
inferredcites →https://doi.org/10.1111/jmcb.12592openalex-extracted
State‐Dependent Transmission of Monetary Policy in the Euro Area
inferredcites →https://doi.org/10.1111/jmcb.12613openalex-extracted
A Note of Caution on Shadow Rate Estimates
inferredcites →https://doi.org/10.2139/ssrn.1950039openalex-extracted
Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area
inferredcites →https://doi.org/10.2139/ssrn.2321323openalex-extracted
Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
inferredcites →https://doi.org/10.32614/cran.package.alabamaopenalex-extracted
alabama: Constrained Nonlinear Optimization
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