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Understanding the Sims-Cogley-Nason Approach in A Finite Sample. (2013). Liu, Lin ; Hussain, Syed.
In: MPRA Paper.
RePEc:pra:mprapa:53118.

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References

References cited by this document

  1. Carlstrom, Charles T. and Fuerst, Timothy S. and Paustian, Matthias, Monetary policy shocks, Choleski identification, and DNK models, Journal of Monetary Economics 2009

  2. Chari, Varadarajan and Kehoe, Patrick and McGrattan, Ellen R., A critique of structural VARs using real business cycle theory, Federal Reserve Bank of Minneapolis Working Paper 2005
    Paper not yet in RePEc: Add citation now

  3. Chari, Varadarajan and Kehoe, Patrick and McGrattan, Ellen R., Are structural VARs with long-run restrictions useful in developing business cycle theory?, Journal of Monetary Economics 2008

  4. Christiano, Lawrence J, Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients, Computational Economics 2002

  5. Cogley, Timothy and James M. Nason, Output Dynamics in Real-Business-Cycle Models, American Economic Review 1995

  6. Frank Smets and Rafael Wouters, Shocks and Frictions in US Business Cycles: A Aayesian DSGE Approach,American Economic Review 2007

  7. Kehoe, Patrick J., Assessing Structural VARs: Comment, NBER Macroeconomics Annual 2006, Volume 21
    Paper not yet in RePEc: Add citation now

  8. Lawrence J. Christiano and Martin Eichenbaum and Charles L. Evans, Monetary policy shocks: What have we learned and to what end?, Handbook of Macroeconomics 1999

  9. Lawrence J. Christiano and Martin Eichenbaum and Charles L. Evans, Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy, Journal of Political Economy 2005

  10. Lawrence J. Christiano and Martin Eichenbaum and Robert Vigfusson, Assessing Structural VARs, NBER Macroeconomics Annual 2006, Volume 21

  11. Rudebusch, Glenn D, Do Measures of Monetary Policy in a VAR Make Sense?, International Economic Review 1998

  12. Sims, Christopher A., Models and Their Uses, American Journal of Agricultural Economics 1989

Cocites

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