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Technology shocks and robust sign restrictions in a euro area SVAR. (2004). Peersman, Gert ; Straub, Roland.
In: Working Paper Series.
RePEc:ecb:ecbwps:2004373.

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Cited: 32

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  1. Fiscal asymmetries and debt crises: Evidence from Lebanon using a sign restricted structural VAR model. (2023). Neaime, Simon ; Badra, Nasser ; Gaysset, Isabelle.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000464.

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  2. Slicing up inflation: analysis and forecasting of Lithuanian inflation components. (2018). Stakenas, Julius.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:56.

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  3. Transmission Lags of Monetary Policy: A Meta-Analysis. (2012). Rusnák, Marek ; Havranek, Tomas.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2012-1038.

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  4. DSGE Model Restrictions for Structural VAR Identification. (2012). Theodoridis, Konstantinos ; Liu, Philip.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2012:q:4:a:3.

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  5. Housing Cycles and Macroeconomic Fluctuations: A Global Perspective. (2012). Cesa-Bianchi, Ambrogio.
    In: Research Department Publications.
    RePEc:idb:wpaper:4810.

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  6. Which Impulse Response Function?. (2011). Ronayne, David.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:971.

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  7. Inference for VARs Identified with Sign Restrictions. (2011). Schorfheide, Frank ; Moon, Hyungsik ; Granziera, Eleonora ; Lee, Mihye.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17140.

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  8. Inference for VARs identified with sign restrictions. (2011). Schorfheide, Frank ; Moon, Hyungsik ; Granziera, Eleonora ; Lee, Mihye.
    In: Working Papers.
    RePEc:fip:fedpwp:11-20.

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  9. Monetary policy, capital inflows, and the housing boom. (2011). Wieladek, Tomasz ; Sa, Filipa.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:80.

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  10. Do Credit Shocks Matter? A Global Perspective. (2010). Kose, Ayhan ; Huidrom, Raju ; Otrok, Christopher ; Helbling, Thomas.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/261.

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  11. Productivity and Employment in a Developing Country: Some Evidence from Korea. (2010). PARK, DONGHYUN ; Kim, Sangho ; Lim, Hyunjoon.
    In: World Development.
    RePEc:eee:wdevel:v:38:y:2010:i:4:p:514-522.

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  12. Asset Prices, News Shocks and the Current Account. (2010). Straub, Roland ; Fratzscher, Marcel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8080.

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  13. The Effects of International Shocks on Australias Business Cycle. (2010). Liu, Philip.
    In: The Economic Record.
    RePEc:bla:ecorec:v:86:y:2010:i:275:p:486-503.

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  14. The transmission of monetary policy and technology shocks in the euro area. (2009). Sousa, João ; Gomes, Sandra ; Alves, Nuno ; de Brito, Jose Brandao .
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2009:i:8:p:917-927.

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  15. Re-examining Symmetry of Shocks for East Asia: Results Using a VAR with Sign Restrictions. (2009). Vu, Tuan Khai ; Khai, Vu Tuan .
    In: Global COE Hi-Stat Discussion Paper Series.
    RePEc:hst:ghsdps:gd08-042.

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  16. Monetary Policy Shocks and Portfolio Choice. (2009). Straub, Roland ; Saborowski, Christian ; Fratzscher, Marcel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091122.

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  17. Asset prices and current account fluctuations in G7 economies. (2009). Straub, Roland ; Fratzscher, Marcel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091014.

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  18. How do fiscal and technology shocks affect real exchange rates? New evidence for the United States. (2008). Scholl, Almuth ; Müller, Gernot ; Enders, Zeno ; Muller, Gernot J..
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200822.

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  19. The Role of International Shocks in Australia’s Business Cycle. (2008). Liu, Philip.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2008-08.

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  20. Asset prices, exchange rates and the current account. (2008). Sarno, Lucio ; Juvenal, Luciana ; Fratzscher, Marcel.
    In: Working Papers.
    RePEc:fip:fedlwp:2008-031.

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  21. The effect of monetary policy on output in EMU3: A sign restriction approach. (2008). Rafiq, M. ; Mallick, Sushanta.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:30:y:2008:i:4:p:1756-1791.

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  22. The effects of EU shocks on the newly acceded countries. (2007). Barnett, Alina.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:12:y:2007:i:4:p:389-404.

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  23. STABILIZING THE AUSTRALIAN BUSINESS CYCLE: GOOD LUCK OR GOOD POLICY?. (2007). Liu, Philip.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2007-24.

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  24. What does a technology shock do? A VAR analysis with model-based sign restrictions. (2007). Neri, Stefano ; Dedola, Luca.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:54:y:2007:i:2:p:512-549.

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  25. Asset prices, exchange rates and the current account. (2007). Sarno, Lucio ; Juvenal, Luciana ; Fratzscher, Marcel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007790.

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  26. Shocks and frictions in US business cycles: a Bayesian DSGE approach. (2007). Wouters, Raf ; Smets, Frank.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007722.

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  27. Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach. (2007). Wouters, Raf ; Smets, Frank.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6112.

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  28. Putting the New Keynesian Model to a Test. (2006). Straub, Roland ; Peersman, Gert.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:06/375.

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  29. Business Cycle Moderation - Good Policies or Good Luck: Evidence and Explanations for the Euro Area. (2006). Rafiq, M..
    In: Discussion Paper Series.
    RePEc:lbo:lbowps:2006_21.

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  30. What does a technology shock do? A VAR analysis with model-based sign restrictions. (2006). Neri, Stefano ; Dedola, Luca.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006705.

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  31. The Structural Dynamics of US Output and Inflation: What Explains the Changes?. (2006). Pappa, Evi ; Gambetti, Luca ; Canova, Fabio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5879.

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  32. What does a technology shock do? A VAR analysis with model-based sign restrictions. (2006). Neri, Stefano ; Dedola, Luca.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_607_06.

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References

References cited by this document

  1. [1] Basu, S., J. G. Fernald and M. Kimball, 1999, Are Technology Improvements Con- tractionary?, mimeo.

  2. [10] Fleischman, C., 1999, The Causes of Business Cycles and the Cyclicality of Real Wages, Board of Governors of the Federal Reserve System.

  3. [11] Francis, N., Owyang, M. and A. Theodorou, 2003, The use of long-run restrictions for the identiïcation of technology shocks, Federal Reserve Bank of St Louis Review,

  4. [2] Canova, F. and G. de Niccolo, 2002, Monetary Disturbances Matter for Business Cycle Fluctuations in G-7, Journal of Monetary Economics, Vol.49, No. 6, pp. 1131- 1159.

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  7. [5] Christiano, L. J., Eichenbaum, M. and R. Vigfusson, 2003, What happens after a technology Shock?, mimeo, Northwestern University.

  8. [6] Dedola, L. and S. Neri, 2004, Can the RBC hypothesis be rescued? A model based VAR-Analysis, mimeo.
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  9. [7] Fagan, G., J. Henry and R. Mestre, 2001, An Area Wide Model (AWM) for the Euro Area. ECB Working Paper 42.

  10. [8] Faust, J., 1998, The Robustness of Identiïed VAR Conclusions about Money, Carnegie Rochester Series on Public Policy, Vol. 49, pp.207-244.

  11. [9] Faust, J. and E.M. Leeper, 1997, When do long-run identifying restrictions give reliable results?, Journal of Business and Economic Statistics, Vol. 15, No. 3, pp. 345-353.

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