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Are structural VARs with long-run restrictions useful in developing business cycle theory?. (2007). McGrattan, Ellen ; Kehoe, Patrick ; Chari, Varadarajan.
In: Staff Report.
RePEc:fip:fedmsr:364.

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Cited: 40

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Cites: 34

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  2. On weak identification in structural VARMA models. (2017). Yao, Wenying ; Kam, Timothy ; Vahid, Farshid.
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  3. Canadian monetary policy analysis using a structural VARMA model. (2016). Raghavan, Mala ; Athanasopoulos, George ; Silvapulle, Param.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:49:y:2016:i:1:p:347-373.

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  4. Vector autoregressive moving average identification for macroeconomic modeling: A new methodology. (2016). Poskitt, Donald.
    In: Journal of Econometrics.
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  5. VAR(MA), what is it good for? more bad news for reduced-form estimation and inference. (2014). Yao, Wenying ; Vahid, Farshid ; Kam, Timothy.
    In: Working Papers.
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  6. Canadian monetary policy analysis using a structural VARMA model. (2014). Raghavan, Mala ; Athanasopoulos, George ; Silvapulle, Param.
    In: Working Papers.
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  7. Canadian Monetary Policy Analysis using a Structural VARMA Model. (2013). Raghavan, Mala ; Athanasopoulos, George ; Silvapulle, Param.
    In: Monash Econometrics and Business Statistics Working Papers.
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  8. FISCAL EXPANSIONS, UNEMPLOYMENT, AND LABOR FORCE PARTICIPATION: THEORY AND EVIDENCE. (2012). Pappa, Evi ; Brückner, Markus ; Bruckner, Markus.
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  9. VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors. (2012). Yao, Wenying ; Poskitt, Donald.
    In: Monash Econometrics and Business Statistics Working Papers.
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  10. Sources of exchange rate fluctuations: Are they real or nominal?. (2011). Juvenal, Luciana.
    In: Journal of International Money and Finance.
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  11. Technology-Hours Redux: Tax Changes and the Measurement of Technology Shocks. (2010). Mertens, Karel ; Ravn, Morten O. ; MortenO. Ravn, .
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  12. The Distinction between Dictatorial and Incentive Policy Interventions and its Implication for IV Estimation. (2010). Hansen, Jorgen ; Belzil, Christian.
    In: IZA Discussion Papers.
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  13. The distinction between dictatorial and incentive policy interventions and its implication for IV estimation. (2010). Hansen, Jorgen ; Belzil, Christian.
    In: Working Papers.
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  14. Technology shocks and aggregate fluctuations in an estimated hybrid RBC model. (2010). Woitek, Ulrich ; Malley, Jim.
    In: Journal of Economic Dynamics and Control.
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  15. Fiscal expansions affect unemployment, but they may increase it. (2010). Pappa, Evi ; Brückner, Markus ; Bruckner, Markus .
    In: CEPR Discussion Papers.
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  16. Technology shocks and aggregate fluctuations in an estimated hybrid RBC model. (2009). Woitek, Ulrich ; Malley, Jim.
    In: IEW - Working Papers.
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  17. Une estimation de la cible implicite d’inflation dans la zone euro. (2009). Sahuc, Jean-Guillaume ; Matheron, Julien ; Fève, Patrick.
    In: TSE Working Papers.
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  18. VARMA models for Malaysian Monetary Policy Analysis. (2009). Silvapulle, Param ; Raghavan, Mala ; Athanasopoulos, George.
    In: Monash Econometrics and Business Statistics Working Papers.
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  19. Business cycle analysis and VARMA models. (2009). Mertens, Karel ; Kascha, Christian.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:2:p:267-282.

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  20. The effects of fiscal expansions: an international comparison. (2009). Pappa, Evi.
    In: Working Papers.
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  21. Une estimation de la cible implicite d’inflation dans la zone euro. (2009). Sahuc, Jean-Guillaume ; Matheron, Julien ; Fève, Patrick ; Feve, P. ; Sahuc,J-G., ; Sahuc, J-G., .
    In: Working papers.
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  22. Are structural VARs with long-run restrictions useful in developing business cycle theory?. (2008). McGrattan, Ellen ; Kehoe, Patrick ; Chari, Varadarajan.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:55:y:2008:i:8:p:1337-1352.

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  23. Business cycle analysis and VARMA models. (2008). Mertens, Karel ; Kascha, Christian.
    In: Working Paper.
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  24. Debt and the effects of fiscal policy. (2007). Giavazzi, Francesco ; Favero, Carlo.
    In: Working Papers.
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  25. On the Welfare Cost of Inflation and the Recent Behavior of Money Demand. (2007). Ireland, Peter.
    In: Boston College Working Papers in Economics.
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  26. Testing for Balance Sheet Effects in Emerging Market Countries. (2006). Aysun, Uluc.
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  27. Measurement with minimal theory. (2006). McGrattan, Ellen.
    In: Working Papers.
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  28. Productivity and U.S. macroeconomic performance: interpreting the past and predicting the future with a two-sector real business cycle model. (2006). Schuh, Scott ; Ireland, Peter.
    In: Working Papers.
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  29. 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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  30. Does information help recovering structural shocks from past observations?. (2006). Reichlin, Lucrezia ; Giannone, Domenico.
    In: Working Paper Series.
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  31. A method to generate structural impulse-responses for measuring the effects of shocks in structural macro models. (2006). Farmer, Roger ; Beyer, Andreas.
    In: Working Paper Series.
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  32. Does Information Help Recovering Structural Shocks from Past Observations?. (2006). Reichlin, Lucrezia ; Giannone, Domenico.
    In: CEPR Discussion Papers.
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  33. Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model. (2006). Schuh, Scott ; Ireland, Peter.
    In: Boston College Working Papers in Economics.
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  34. Vector autoregressions and reduced form representations of DSGE models. (2006). Ravenna, Federico.
    In: Working Papers.
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  35. Does information help recovering fundamental structural shocks from past observations?. (2005). Reichlin, Lucrezia.
    In: Macroeconomics.
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  36. Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer.. (2005). Mertens, Elmar.
    In: Working Papers.
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  37. A, B, C’s (And D’s) For Understanding VARS. (2005). Sargent, Thomas ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: PIER Working Paper Archive.
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  38. A, B, Cs (and D)s for Understanding VARs. (2005). Sargent, Thomas ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: NBER Technical Working Papers.
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  39. By force of demand: explaining international comovements and the saving-investment correlation puzzle. (2005). Wen, Yi.
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  40. A,B,Cs (and Ds)s for Understanding VARS. (2005). Sargent, Thomas ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: Levine's Bibliography.
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    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004405.

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  39. A Critique of Structural VARs Using Real Business Cycle Theory. (2004). McGrattan, Ellen ; Kehoe, Patrick ; Chari, Varadarajan.
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  40. Shocking Escapes. (2003). McGough, Bruce.
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  42. Exchange Rates and Casualties During the First World War. (2002). Hall, George.
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  43. On the interpretation of cointegration in the linear-quadratic inventory model. (2002). Hamilton, James.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:26:y:2002:i:12:p:2037-2049.

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  44. Comparing dynamic equilibrium economies to data. (2001). Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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    In: Journal of Economic Dynamics and Control.
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  46. Seigniorage and conventional taxation with multiple exogenous shocks. (2000). Click, Reid W..
    In: Journal of Economic Dynamics and Control.
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  47. Vector rational error correction. (1999). Tinsley, Peter ; Kozicki, Sharon.
    In: Journal of Economic Dynamics and Control.
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  48. Vector rational error correction. (1998). Tinsley, Peter ; Kozicki, Sharon.
    In: Research Working Paper.
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  49. Rational error correction. (1998). Tinsley, Peter.
    In: Finance and Economics Discussion Series.
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  50. Consumption vs. Production of Insurance. (1997). Philipson, Tomas ; Zanjani, George .
    In: NBER Working Papers.
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