create a website

Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 70

References cited by this document

Cocites: 53

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Bacchiocchi, E. ; Kitagawa, T. Locally- but not globally-identified SVARs. 2022 :

  2. Blanchard, O.J. ; Quah, D. The dynamic effects of aggregate demand and supply disturbances. 1989 Am. Econ. Rev.. 79 655-673

  3. Brunnermeier, M. ; Palia, D. ; Sastry, K.A. ; Sims, C.A. Feedbacks: financial markets and economic activity. 2021 Am. Econ. Rev.. 111 1845-1879

  4. Bühlmann, P. ; Peters, J. ; Ernest, J. CAM: causal additive models, high-dimensional order search and penalized regression. 2014 Ann. Stat.. 2526-2556
    Paper not yet in RePEc: Add citation now

  5. Choi, T. ; Schervish, M.J. On posterior consistency in nonparametric regression problems. 2007 J. Multivar. Anal.. 98 1969-1987

  6. Christiano, L.J. ; Eichenbaum, M. ; Evans, C.L. Monetary policy shocks: what have we learned and to what end?. 1999 En : Handbook of Macroeconomics. Elsevier:

  7. Comon, P. Independent component analysis, a new concept?. 1994 Signal Process.. 36 287-314
    Paper not yet in RePEc: Add citation now

  8. Deistler, M. ; Seifert, H.-G. Identifiability and consistent estimability in econometric models. 1978 Econometrica. 969-980

  9. Demiralp, S. ; Hoover, K.D. Searching for the causal structure of a vector autoregression. 2003 Oxf. Bull. Econ. Stat.. 65 745-767

  10. Eriksson, J. ; Koivunen, V. Identifiability, separability, and uniqueness of linear ICA models. 2004 IEEE Signal Process. Lett.. 11 601-604
    Paper not yet in RePEc: Add citation now
  11. Fan, J. ; Gijbels, I. Local Polynomial Modelling and Its Applications. 2018 Routledge:
    Paper not yet in RePEc: Add citation now

  12. Faust, J. The Robustness of Identified VAR Conclusions About Money. 1998 Elsevier:

  13. Fiorentini, G. ; Sentana, E. Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions. 2023 J. Econom.. 235 643-665

  14. Forni, M. ; Gambetti, L. ; Maffei-Faccioli, N. ; Sala, L. Nonlinear transmission of financial shocks: some new evidence. 2024 J. Money Credit Bank.. 56 5-33

  15. Gabrielsen, A. Consistency and identifiability. 1978 J. Econom.. 8 261-263

  16. Gouriéroux, C. ; Monfort, A. ; Renne, J.-P. Statistical inference for independent component analysis: application to structural VAR models. 2017 J. Econom.. 196 111-126

  17. Gretton, A. ; Fukumizu, K. ; Teo, C. ; Song, L. ; Schölkopf, B. ; Smola, A. A kernel statistical test of independence. 2007 Adv. Neural Inf. Process. Syst.. 20 -
    Paper not yet in RePEc: Add citation now

  18. Guay, A. Identification of structural vector autoregressions through higher unconditional moments. 2021 J. Econom.. 225 27-46

  19. Guerini, M. ; Moneta, A. A method for agent-based models validation. 2017 J. Econ. Dyn. Control. 82 125-141

  20. Gunsilius, F. ; Schennach, S. Independent nonlinear component analysis. 2023 J. Am. Stat. Assoc.. 118 1305-1318

  21. Györfi, L. ; Kohler, M. ; Krzyzak, A. ; Walk, H. A Distribution-Free Theory of Nonparametric Regression, vol. 1. 2002 Springer:
    Paper not yet in RePEc: Add citation now

  22. Härdle, W. ; Lütkepohl, H. ; Chen, R. A review of nonparametric time series analysis. 1997 Int. Stat. Rev.. 65 49-72

  23. Hastie, T.J. ; Tibshirani, R.J. Generalized Additive Models. 2017 Routledge:
    Paper not yet in RePEc: Add citation now

  24. Herwartz, H. Hodges–Lehmann detection of structural shocks—an analysis of macroeconomic dynamics in the Euro area. 2018 Oxf. Bull. Econ. Stat.. -

  25. Herwartz, H. ; Lange, A. ; Maxand, S. Data-driven identification in SVARs—when and how can statistical characteristics be used to unravel causal relationships?. 2022 Econ. Inq.. 60 668-693
    Paper not yet in RePEc: Add citation now
  26. Höppner, F. ; Melzer, C. ; Neumann, T. Changing effects of monetary policy in the US—evidence from a time-varying coefficient VAR. 2008 Appl. Econ.. 40 2353-2360
    Paper not yet in RePEc: Add citation now
  27. Hoyer, P. ; Janzing, D. ; Mooij, J.M. ; Peters, J. ; Schölkopf, B. Nonlinear causal discovery with additive noise models. 2008 Adv. Neural Inf. Process. Syst.. 21 689-696
    Paper not yet in RePEc: Add citation now

  28. Hussain, S.M. ; Malik, S. Asymmetric effects of exogenous tax changes. 2016 J. Econ. Dyn. Control. 69 268-300

  29. Hyvärinen, A. Independent component analysis: recent advances. 2013 Philos. Trans. R. Soc. A, Math. Phys. Eng. Sci.. 371 -
    Paper not yet in RePEc: Add citation now
  30. Hyvärinen, A. ; Karhunen, J. ; Oja, E. Independent Component Analysis. 2001 John Wiley & Sons:
    Paper not yet in RePEc: Add citation now
  31. Hyvärinen, A. ; Pajunen, P. Nonlinear independent component analysis: existence and uniqueness results. 1999 Neural Netw.. 12 429-439
    Paper not yet in RePEc: Add citation now

  32. Kilian, L. Oil price shocks: causes and consequences. 2014 Annu. Rev. Resour. Econ.. 6 133-154

  33. Kilian, L. ; Lütkepohl, H. Structural Vector Autoregressive Analysis. 2017 Cambridge University Press:

  34. Koop, G. ; Pesaran, M.H. ; Potter, S.M. Impulse response analysis in nonlinear multivariate models. 1996 J. Econom.. 74 119-147

  35. Koopmans, T.C. ; Reiersøl, O. The identification of structural characteristics. 1950 Ann. Math. Stat.. 21 165-181
    Paper not yet in RePEc: Add citation now

  36. Lanne, M. ; Luoto, J. GMM estimation of non-Gaussian structural vector autoregression. 2021 J. Bus. Econ. Stat.. 39 69-81

  37. Lanne, M. ; Lütkepohl, H. Identifying monetary policy shocks via changes in volatility. 2008 J. Money Credit Bank.. 40 1131-1149

  38. Lanne, M. ; Lütkepohl, H. Structural vector autoregressions with nonnormal residuals. 2010 J. Bus. Econ. Stat.. 28 159-168

  39. Lanne, M. ; Meitz, M. ; Saikkonen, P. Identification and estimation of non-Gaussian structural vector autoregressions. 2017 J. Econom.. 196 288-304

  40. Lewis, D.J. Identifying shocks via time-varying volatility. 2021 Rev. Econ. Stud.. -

  41. Lo, M.C. ; Piger, J. Is the response of output to monetary policy asymmetric? Evidence from a regime-switching coefficients model. 2005 J. Money Credit Bank.. 865-886

  42. Matzkin, R.L. Nonparametric identification. 2007 Handb. Econom.. 6 5307-5368

  43. Meinshausen, N. ; Bühlmann, P. Stability selection. 2010 J. R. Stat. Soc., Ser. B, Stat. Methodol.. 72 417-473

  44. Moneta, A. Graphical causal models and VARs: an empirical assessment of the real business cycles hypothesis. 2008 Empir. Econ.. 35 275-300

  45. Moneta, A. ; Entner, D. ; Hoyer, P.O. ; Coad, A. Causal inference by independent component analysis: theory and applications. 2013 Oxf. Bull. Econ. Stat.. 75 705-730

  46. Monti, R.P. ; Zhang, K. ; Hyvärinen, A. Causal discovery with general non-linear relationships using non-linear ICA. 2020 En : Uncertainty in Artificial Intelligence. PMLR:
    Paper not yet in RePEc: Add citation now

  47. Montiel Olea, J.L. ; Plagborg-Møller, M. ; Qian, E. SVAR identification from higher moments: has the simultaneous causality problem been solved?. 2022 AEA Pap. Proc.. 112 481-485

  48. Montiel Olea, J.L. ; Stock, J.H. ; Watson, M.W. Inference in structural vector autoregressions identified with an external instrument. 2021 J. Econom.. 225 74-87

  49. Mooij, J.M. ; Janzing, D. ; Heskes, T. ; Schölkopf, B. On causal discovery with cyclic additive noise models. 2011 Adv. Neural Inf. Process. Syst.. 24 -
    Paper not yet in RePEc: Add citation now
  50. Pearl, J. Causality: Models, Reasoning, and Inference. 2009 Cambridge University Press:
    Paper not yet in RePEc: Add citation now
  51. Peters, J. ; Janzing, D. ; Schölkopf, B. Elements of Causal Inference: Foundations and Learning Algorithms. 2017 The MIT Press:
    Paper not yet in RePEc: Add citation now
  52. Peters, J. ; Mooij, J. ; Janzing, D. ; Schölkopf, B. Causal discovery with continuous additive noise models. 2014 J. Mach. Learn. Res.. 15 2009-2053
    Paper not yet in RePEc: Add citation now

  53. Ramey, V.A. Macroeconomic shocks and their propagation. 2016 Handb. Macroecon.. 2 71-162

  54. Reiersøl, O. Identifiability of a linear relation between variables which are subject to error. 1950 Econometrica. 375-389
    Paper not yet in RePEc: Add citation now

  55. Rigobon, R. Identification through heteroskedasticity. 2003 Rev. Econ. Stat.. 85 777-792

  56. Roehrig, C.S. Conditions for identification in nonparametric and parametric models. 1988 Econometrica. 433-447

  57. Romer, C.D. ; Romer, D.H. Does monetary policy matter? A new test in the spirit of Friedman and Schwartz. 1989 NBER Macroecon. Annu.. 4 121-170

  58. Rothenberg, T.J. Identification in parametric models. 1971 Econometrica. 577-591

  59. Rubio-Ramirez, J.F. ; Waggoner, D.F. ; Zha, T. Structural vector autoregressions: theory of identification and algorithms for inference. 2010 Rev. Econ. Stud.. 77 665-696

  60. Sentana, E. ; Fiorentini, G. Identification, estimation and testing of conditionally heteroskedastic factor models. 2001 J. Econom.. 102 143-164

  61. Shimizu, S. ; Hoyer, P.O. ; Hyvärinen, A. ; Kerminen, A. A linear non-Gaussian acyclic model for causal discovery. 2006 J. Mach. Learn. Res.. 7 2003-2030
    Paper not yet in RePEc: Add citation now
  62. Shimizu, S. ; Inazumi, T. ; Sogawa, Y. ; Hyvärinen, A. ; Kawahara, Y. ; Washio, T. ; Hoyer, P.O. ; Bollen, K. DirectLiNGAM: a direct method for learning a linear non-Gaussian structural equation model. 2011 J. Mach. Learn. Res.. 12 1225-1248
    Paper not yet in RePEc: Add citation now

  63. Sims, C.A. Macroeconomics and reality. 1980 Econometrica. 1-48

  64. Sims, C.A. SVAR Identification Through Heteroskedasticity with Misspecified Regimes. 2020 Princeton University:
    Paper not yet in RePEc: Add citation now
  65. Spirtes, P. ; Glymour, C.N. ; Scheines, R. ; Heckerman, D. Causation, Prediction, and Search. 2000 MIT Press:
    Paper not yet in RePEc: Add citation now

  66. Stock, J.H. ; Watson, M.W. Vector autoregressions. 2001 J. Econ. Perspect.. 15 101-115

  67. Swanson, N.R. ; Granger, C.W. Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions. 1997 J. Am. Stat. Assoc.. 92 357-367
    Paper not yet in RePEc: Add citation now
  68. Williams, C.K. ; Rasmussen, C.E. Gaussian Processes for Machine Learning, vol. 2. 2006 MIT Press: Cambridge, MA
    Paper not yet in RePEc: Add citation now
  69. Wold, H.O. A generalization of causal chain models. 1960 Econometrica. 443-463
    Paper not yet in RePEc: Add citation now
  70. Zhang, K. ; Hyvärinen, A. On the identifiability of the post-nonlinear causal model. 2009 En : Proceedings of the 25th Annual Conference on Uncertainty in Artificial Intelligence. :
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. 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.

    Full description at Econpapers || Download paper

  2. Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447.

    Full description at Econpapers || Download paper

  3. Monetary Policy and Bank Lending Rates in Low-Income Countries: Heterogeneous Panel Estimates. (2014). Spilimbergo, Antonio ; Pedroni, Peter ; Montiel, Peter ; Mishra, Prachi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10230.

    Full description at Econpapers || Download paper

  4. New Keynesian or RBC Transmission? The Effects of Fiscal Policy in Labor Markets. (2005). Pappa, Evi.
    In: Working Papers.
    RePEc:igi:igierp:293.

    Full description at Econpapers || Download paper

  5. Learning-by-Doing or Habit Formation?. (2005). Kano, Takashi ; Bouakez, Hafedh.
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-15.

    Full description at Econpapers || Download paper

  6. On the Employment Effect of Technology: Evidence from US Manufacturing for 1958-1996. (2003). Hong, Jay ; Chang, Yongsung.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0307004.

    Full description at Econpapers || Download paper

  7. Is Deflation depressing? Evidence from the Classical Gold Standard. (2003). Redish, Angela ; Bordo, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9520.

    Full description at Econpapers || Download paper

  8. Data revisions and the identification of monetary policy shocks. (2003). Evans, Charles ; Croushore, Dean.
    In: Working Papers.
    RePEc:fip:fedpwp:03-1.

    Full description at Econpapers || Download paper

  9. An information-theoretic extension to structural VAR modelling. (2002). Siegfried, Nikolaus A.
    In: Econometrics.
    RePEc:wpa:wuwpem:0203005.

    Full description at Econpapers || Download paper

  10. Has the Business Cycle Changed and Why?. (2002). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9127.

    Full description at Econpapers || Download paper

  11. Is macroeconomic research robust to alternative data sets?. (2002). Croushore, Dean ; Stark, Tom.
    In: Working Papers.
    RePEc:fip:fedpwp:02-3.

    Full description at Econpapers || Download paper

  12. Technology shocks matter. (2002). Fisher, Jonas.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-02-14.

    Full description at Econpapers || Download paper

  13. Monetary policy in an estimated stochastic dynamic general equilibrium model of the Euro area. (2002). Wouters, Raf ; Smets, Frank.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2002:i:mar:x:2.

    Full description at Econpapers || Download paper

  14. The Dynamics of U.S. GDP and Investment Sub-Components. (2001). UW-Madison, ; Ricardo Sabates Land Tenure Center, .
    In: Wisconsin-Madison CULER working papers.
    RePEc:wop:wisule:01-05.

    Full description at Econpapers || Download paper

  15. Evaluating Monetary Policy Options. (2001). McMillin, W. ; Fackler, James S..
    In: Departmental Working Papers.
    RePEc:lsu:lsuwpp:2001-09.

    Full description at Econpapers || Download paper

  16. The Dynamic Response of the Budget Balance to Tax, Spending and Output Shocks: Does Model Specification Matter?. (2001). Hjelm, Goran.
    In: Working Papers.
    RePEc:hhs:lunewp:2001_002.

    Full description at Econpapers || Download paper

  17. Measures of Technology and the Business Cycle: Evidence from Sweden and the U.S.. (2001). Carlsson, Mikael ; Alexius, Annika.
    In: Working Paper Series.
    RePEc:hhs:fiefwp:0174.

    Full description at Econpapers || Download paper

  18. The Empirical Relevance of a basic sticky-price intertemporal model. (2001). Giuliodori, Massimo ; Guiliodori, Massimo.
    In: Working Papers.
    RePEc:gla:glaewp:2001_17.

    Full description at Econpapers || Download paper

  19. Sticky prices and volatile output. (2001). Scott, Andrew ; Ellison, Martin.
    In: Bank of England working papers.
    RePEc:boe:boeewp:127.

    Full description at Econpapers || Download paper

  20. On the sources of business cycles in the G-7. (2000). Canova, Fabio ; de Nicolo, Gianni.
    In: Economics Working Papers.
    RePEc:upf:upfgen:459.

    Full description at Econpapers || Download paper

  21. Inflation targeting under potential output uncertainty. (2000). Gaiduch, Victor ; Hunt, Benjamin.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2000/08.

    Full description at Econpapers || Download paper

  22. Interpreting the One Big Wave in U.S. Long-Term Productivity Growth. (2000). Gordon, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7752.

    Full description at Econpapers || Download paper

  23. Identifying the macroeconomic effect of loan supply shocks. (2000). Tootell, Geoffrey ; Rosengren, Eric ; Peek, Joe.
    In: Working Papers.
    RePEc:fip:fedbwp:00-2.

    Full description at Econpapers || Download paper

  24. Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy. (2000). Vlaar, Peter ; Hubrich, Kirstin.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1802.

    Full description at Econpapers || Download paper

  25. Nominal Dynamics in Expected Market-Clearing Models. (2000). Calmès, Christian.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:126.

    Full description at Econpapers || Download paper

  26. A limited participation model of the monetary transmission mechanism in the United Kingdom. (2000). Millard, Stephen ; Dhar, Shamik.
    In: Bank of England working papers.
    RePEc:boe:boeewp:117.

    Full description at Econpapers || Download paper

  27. External Economies at the Firm Level: Evidence from Swedish Manufacturing. (1999). Lindstrom, Tomas.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0089.

    Full description at Econpapers || Download paper

  28. Does Conservatism Matter? A Time Series Approach to Central Banking. (1999). Woitek, Ulrich ; Berger, Helge.
    In: Working Papers.
    RePEc:gla:glaewp:9814.

    Full description at Econpapers || Download paper

  29. A real-time data set for marcoeconomists: does the data vintage matter?. (1999). Croushore, Dean ; Stark, Tom.
    In: Working Papers.
    RePEc:fip:fedpwp:99-21.

    Full description at Econpapers || Download paper

  30. Structural estimates of the U.S. sacrifice ratio. (1999). Rich, Robert ; Cecchetti, Stephen.
    In: Staff Reports.
    RePEc:fip:fednsr:71.

    Full description at Econpapers || Download paper

  31. Monetary stabilisation policy in a monetary union: some simple analytics. (1999). Nolan, Charles ; Brigden, Andrew.
    In: Bank of England working papers.
    RePEc:boe:boeewp:102.

    Full description at Econpapers || Download paper

  32. Room for manoeuvre of economic policy in EU countries are there costs of joining EMU?. (1998). Schuberth, Helene.
    In: Working Papers.
    RePEc:onb:oenbwp:35.

    Full description at Econpapers || Download paper

  33. Sources of Currency Crises: An Empirical Analysis. (1998). Weber, Axel A..
    In: Working Papers.
    RePEc:onb:oenbwp:25.

    Full description at Econpapers || Download paper

  34. The Interaction Between Business Cycles and Productivity Growth: Evidence from US Industrial Data. (1998). Woitek, Ulrich ; Muscatelli, Vito ; Malley, Jim.
    In: Working Papers.
    RePEc:gla:glaewp:9805.

    Full description at Econpapers || Download paper

  35. Vector rational error correction. (1998). Kozicki, Sharon.
    In: Research Working Paper.
    RePEc:fip:fedkrw:98-03.

    Full description at Econpapers || Download paper

  36. Are technology improvements contractionary?. (1998). Kimball, Miles ; Fernald, John ; Basu, Susanto.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:625.

    Full description at Econpapers || Download paper

  37. Monetary shocks and real exchange rates. (1998). Rogers, John.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:612.

    Full description at Econpapers || Download paper

  38. Technology and business cycles; how well do standard models explain the facts?. (1998). Basu, Susanto.
    In: Conference Series ; [Proceedings].
    RePEc:fip:fedbcp:y:1998:i:jun:p:207-269:n:42.

    Full description at Econpapers || Download paper

  39. Exchange rates and prices: sources of sterling real exchange rate fluctuations 1973-94. (1998). Garratt, Anthony ; Astley, Mark S.
    In: Bank of England working papers.
    RePEc:boe:boeewp:85.

    Full description at Econpapers || Download paper

  40. On the identification of structural vector autoregressions. (1997). Sarte, Pierre Daniel.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:1997:i:sum:p:45-68.

    Full description at Econpapers || Download paper

  41. General-to-specific procedures for fitting a data-admissible, theory- inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: a translation and critique. (1997). Whiteman, Charles ; Faust, Jon.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:576.

    Full description at Econpapers || Download paper

  42. On the European Monetary System: The Spillover Effects of German Shocks and Disinflation. (1996). Sharma, Subhash ; Horvath, Julius.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9605001.

    Full description at Econpapers || Download paper

  43. Bootstrap Methods in Econometrics: Theory and Numerical Performance. (1996). Horowitz, Joel.
    In: Econometrics.
    RePEc:wpa:wuwpem:9602009.

    Full description at Econpapers || Download paper

  44. On the Driving Forces Behind Cyclical Movement, in Employment and Job Reallocation. (1996). Haltiwanger, John ; Davis, Steven.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5775.

    Full description at Econpapers || Download paper

  45. Hong Kongs Currency Board and Changing Monetary Regimes. (1996). Lui, Francis ; Kwan, Yum K..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5723.

    Full description at Econpapers || Download paper

  46. Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations. (1996). Galí, Jordi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5721.

    Full description at Econpapers || Download paper

  47. Are prices countercyclical? Evidence from East Asian countries. (1996). Kim, Yang-Woo .
    In: Review.
    RePEc:fip:fedlrv:y:1996:i:sep:p:69-82.

    Full description at Econpapers || Download paper

  48. Asymmetric Effects of Monetary Policy: Evidence from the Yield Curve. (1996). Phaneuf, Louis ; Paquet, Alain ; Macklem, Tiff.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:42.

    Full description at Econpapers || Download paper

  49. Searching for the Liquidity Effect in Canada. (1995). Fung, Ben ; Gupta, Rohit.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9502004.

    Full description at Econpapers || Download paper

  50. Real Disturbances, Relative Prices, and Purchasing Power Parity. (1995). Dibooglu, Selahattin.
    In: International Finance.
    RePEc:wpa:wuwpif:9502002.

    Full description at Econpapers || Download paper

  51. Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions. (1995). Guay, Alain ; de Serres, Alain.
    In: Econometrics.
    RePEc:wpa:wuwpem:9510001.

    Full description at Econpapers || Download paper

  52. Union monétaire et convergence : quavons nous appris ?. (1994). Pisani-Ferry, Jean.
    In: Working Papers.
    RePEc:cii:cepidt:1994-14.

    Full description at Econpapers || Download paper

  53. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-30 05:46:52 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.