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2. Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin.
   In: Discussion Papers of DIW Berlin.
   RePEc:diw:diwwpp:dp2108.

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3. Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin.
   In: University of East Anglia School of Economics Working Paper Series.
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4. Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis. (2024). McNeil, James ; Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut.
   In: University of East Anglia School of Economics Working Paper Series.
   RePEc:uea:ueaeco:2024-05.

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5. Testing the effects of fiscal policy shocks on output growth in recession and expansion: empirical evidence from developing countries. (2024). Ali, Syed Sadaqat ; Rafique, Rabia ; Nisar, Asad.
   In: Economic Change and Restructuring.
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6. Averaging impulse responses using prediction pools. (2024). Matthes, Christian ; Ho, Paul ; Lubik, Thomas A.
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7. Local projections vs. VARs: Lessons from thousands of DGPs. (2024). Plagborg-Moller, Mikkel ; Wolf, Christian K ; Plagborg-Mller, Mikkel ; Li, Dake.
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8. Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin.
   In: Discussion Papers of DIW Berlin.
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9. Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis. (2024). McNeil, James ; Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut.
   In: Discussion Papers of DIW Berlin.
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10. Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong.
    In: Papers.
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11. An Alternative Bootstrap for Proxy Vector Autoregressions. (2023). Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut.
    In: Computational Economics.
    RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10323-w.

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12. Projection Estimators for Structural Impulse Responses. (2023). Brggemann, Ralf ; Breitung, Jrg.
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1. Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens. (2025). Castelnuovo, Efrem ; Mori, Lorenzo.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:40:y:2025:i:1:p:89-107.

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2. Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin.
   In: University of East Anglia School of Economics Working Paper Series.
   RePEc:uea:ueaeco:2025-01.

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3. The macroeconomic impact of asymmetric uncertainty shocks. (2025). Jentsch, Carsten ; Rieger, Jonas ; Schmidt, Torsten ; Blagov, Boris ; Mller, Henrik.
   In: The Journal of Economic Asymmetries.
   RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000106.

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4. Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin.
   In: Discussion Papers of DIW Berlin.
   RePEc:diw:diwwpp:dp2108.

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5. Shocking concerns: public perception about climate change and the macroeconomy. (2025). Sorge, Marco ; Bontempi, Maria ; de Angelis, Luca ; Neri, Paolo ; Angelini, Giovanni.
   In: Papers.
   RePEc:arx:papers:2505.04669.

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6. US fiscal policy shocks: Proxy‐SVAR overidentification via GMM. (2024). Smith, Gregor ; McNeil, James ; Gregory, Allan W.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:39:y:2024:i:4:p:607-619.

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7. Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis. (2024). McNeil, James ; Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut.
   In: University of East Anglia School of Economics Working Paper Series.
   RePEc:uea:ueaeco:2024-05.

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8. An Empirical Inquiry into the Distributional Consequences of Energy Price Shocks. (2024). Fierro, Luca ; Martinoli, Mario.
   In: LEM Papers Series.
   RePEc:ssa:lemwps:2024/30.

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9. Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring. (2024). Czudaj, Robert ; Beckmann, Joscha.
   In: MPRA Paper.
   RePEc:pra:mprapa:119971.

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10. Inflationary oil shocks, fiscal policy, and debt dynamics: New evidence from oil-importing OECD economies. (2024). Banerjee, Joshua J.
    In: Energy Economics.
    RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007478.

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11. Exploring the relationship between Chinas economic policy uncertainty and business cycles: Exogenous impulse or endogenous responses?. (2024). Zixiang, Zhu ; Jia, Liyu ; Ming, Che.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:58:y:2024:i:c:s156601412300095x.

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12. Testing for strong exogeneity in Proxy-VARs. (2024). Keweloh, Sascha A ; Bruns, Martin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002215.

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13. An identification and testing strategy for proxy-SVARs with weak proxies. (2024). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003202.

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14. Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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15. Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis. (2024). McNeil, James ; Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp2095.

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16. Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1.

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17. Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan.
    In: Papers.
    RePEc:arx:papers:2302.13066.

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18. Global financial uncertainty. (2023). Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:38:y:2023:i:3:p:432-449.

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19. UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION. (2023). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: International Economic Review.
    RePEc:wly:iecrev:v:64:y:2023:i:2:p:577-606.

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20. Testing for Strong Exogeneity in Proxy-VARS. (2023). Bruns, Martin ; Keweloh, Sascha A.
    In: University of East Anglia School of Economics Working Paper Series.
    RePEc:uea:ueaeco:2023-07.

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21. Monetary policy and information shocks in a block-recursive SVAR. (2023). Hetzenecker, Stephan ; Keweloh, Sascha A ; Seepe, Andre.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000931.

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22. The impact of financial shocks on the forecast distribution of output and inflation. (2023). Gambetti, Luca ; Forni, Mario ; Maffei-Faccioli, Nicolo ; Sala, Luca.
    In: Working Paper.
    RePEc:bno:worpap:2023_3.

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23. Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?*. (2023). Fanelli, Luca ; Castelnuovo, Efrem ; Caggiano, Giovanni ; Angelini, Giovanni.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:85:y:2023:i:1:p:95-122.

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24. Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin.
    In: Papers.
    RePEc:arx:papers:2309.04821.

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25. An identification and testing strategy for proxy-SVARs with weak proxies. (2023). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni.
    In: Papers.
    RePEc:arx:papers:2210.04523.

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26. Identifying Structural Shocks to Volatility through a Proxy-MGARCH Model. (2022). Fengler, Matthias ; Polivka, Jeanine.
    In: VfS Annual Conference 2022 (Basel): Big Data in Economics.
    RePEc:zbw:vfsc22:264010.

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27. US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM. (2022). Smith, Gregor ; McNeil, James ; Gregory, Allan.
    In: Working Paper.
    RePEc:qed:wpaper:1461.

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28. Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens. (2022). Castelnuovo, Efrem ; Mori, Lorenzo.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0291.

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29. Uncertainty Before and During COVID-19: A Survey. (2022). Castelnuovo, Efrem.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0279.

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30. Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks. (2022). Marsi, Antonio ; Fanelli, Luca.
    In: European Economic Review.
    RePEc:eee:eecrev:v:150:y:2022:i:c:s0014292122001696.

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31. Robust Bayesian inference in proxy SVARs. (2022). Read, Matthew ; Kitagawa, Toru ; Giacomini, Raffaella.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:228:y:2022:i:1:p:107-126.

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32. Comparison of local projection estimators for proxy vector autoregressions. (2022). Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002128.

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33. Uncertainty, Skewness, and the Business Cycle through the MIDAS Lens. (2022). Castelnuovo, Efrem ; Mori, Lorenzo.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10062.

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34. Identification of SVAR models by combining sign restrictions with external instruments. (2022). Braun, Robin ; Bruggemann, Ralf.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0961.

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35. U.S. Economic Uncertainty Shocks and China€™s Economic Activities: A Time-Varying Perspective. (2021). Liu, Lin.
    In: SAGE Open.
    RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211032672.

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36. Financial uncertainty and real activity: The good, the bad, and the ugly. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni ; Delrio, Silvia ; Kima, Richard.
    In: European Economic Review.
    RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001033.

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37. Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco ; Angelini, Giovanni.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002001.

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38. Downside and Upside Uncertainty Shocks. (2021). Gambetti, Luca ; Forni, Mario ; Sala, Luca.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15881.

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39. Macroeconomic Uncertainty and Vector Autoregressions. (2021). Gambetti, Luca ; Forni, Mario ; Sala, Luca.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15692.

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40. Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks. (2021). Marsi, Antonio ; Fanelli, Luca.
    In: Working Papers.
    RePEc:bol:bodewp:wp1164.

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41. An Anchor in Stormy Seas: Does Reforming Economic Institutions Reduce Uncertainty? Evidence from New Zealand. (2020). Ryan, Michael.
    In: Working Papers in Economics.
    RePEc:wai:econwp:20/11.

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42. Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?. (2020). Fanelli, Luca ; Castelnuovo, Efrem ; Caggiano, Giovanni ; Angelini, Giovanni.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0257.

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43. Locally- but not globally-identified SVARs. (2020). Bacchiocchi, Emanuele ; Kitagawa, Toru.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:40/20.

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44. Monetary policy transmission in the United Kingdom: A high frequency identification approach. (2020). Vicondoa, Alejandro ; Thwaites, Gregory ; Cesa-Bianchi, Ambrogio.
    In: European Economic Review.
    RePEc:eee:eecrev:v:123:y:2020:i:c:s0014292120300076.

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45. Robust Bayesian Inference in Proxy SVARs. (2020). Read, Matthew ; Giacomini, Raffaella ; Kitagawa, Toru.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14626.

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46. Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?. (2020). Fanelli, Luca ; Castelnuovo, Efrem ; Caggiano, Giovanni ; Angelini, Giovanni.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8438.

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47. Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?. (2020). Fanelli, Luca ; Castelnuovo, Efrem ; Caggiano, Giovanni ; Angelini, Giovanni.
    In: Working Papers.
    RePEc:bol:bodewp:wp1151.

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48. Are fiscal multipliers estimated with proxy-SVARs robust?. (2020). Castelnuovo, Efrem ; Caggiano, Giovanni ; Angelini, Giovanni.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2020_013.

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49. Domestic and Global Uncertainty: A Survey and Some New Results. (2019). Castelnuovo, Efrem.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2019n13.

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