1. The Macroeconomic Fragility of Critical Mineral Markets. (2025). Vespignani, Joaquin ; Smyth, Russell ; Kang, Wilson.
   In: Working Papers.
   RePEc:tas:wpaper:28756481.

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2. Introducing shrinkage in heavy-tailed state space models to predict equity excess returns. (2025). Pfarrhofer, Michael ; Kastner, Gregor ; Huber, Florian.
   In: Empirical Economics.
   RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-023-02437-3.

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3. The Macroeconomic Fragility of Critical Mineral Markets. (2025). Vespignani, Joaquin ; Smyth, Russell ; Kang, Wilson.
   In: Monash Economics Working Papers.
   RePEc:mos:moswps:2025-09.

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4. The credit card and small business lending channels of monetary policy. (2025). Littlejohn, Maximillian.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188925000119.

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5. Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?. (2024). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin ; Gruber, Luis.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:43:y:2024:i:6:p:2126-2145.

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6. Time-variation in response of inflation to monetary policy shocks in India: evidence from TVP-VAR models. (2024). Kumawat, Lokendra.
   In: Indian Economic Review.
   RePEc:spr:inecre:v:59:y:2024:i:1:d:10.1007_s41775-024-00218-y.

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7. Safety assessment of agricultural products and the pesticide regulation trend in China. (2024). Shao, Yitian ; Wang, Yiping ; Jin, Xuanxuan ; Zhou, Shengjia ; Ni, Jianwei.
   In: Agricultural and Food Economics.
   RePEc:spr:agfoec:v:12:y:2024:i:1:d:10.1186_s40100-024-00322-w.

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8. Unveiling the mystery of the responsiveness of inbound tourism to economic policy uncertainty: New evidence from Australia. (2024). Shi, Wenming ; Yin, Jingbo ; Lee, Paul Tae-Woo ; Chang, Chia-Hsun ; Gong, Yuting.
   In: Tourism Economics.
   RePEc:sae:toueco:v:30:y:2024:i:8:p:2159-2180.

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9. External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models. (2024). Rodríguez, Gabriel ; Salvatierra, Lorena Yamuca ; Rodriguez, Gabriel ; Guevara, Brenda.
   In: Documentos de Trabajo / Working Papers.
   RePEc:pcp:pucwps:wp00529.

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10. Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe. (2024). Helmi, Mohamad Husam ; Caporale, Guglielmo Maria ; Akdeniz, Cokun ; Lhan, Ali ; Atik, Abdurrahman Nazif.
    In: Empirica.
    RePEc:kap:empiri:v:51:y:2024:i:2:d:10.1007_s10663-024-09608-0.

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11. Impact of monetary policy shocks in the Peruvian economy over time. (2024). Rodríguez, Gabriel ; Rodrguez, Gabriel ; Rojo, Flavio Prez.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:71:y:2024:i:c:p:270-288.

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12. Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models. (2024). Rodríguez, Gabriel ; Ataurima, Miguel ; Calero, Roberto ; Castillo, Paul ; Arellano, Miguel Ataurima ; Rodriguez, Gabriel ; Cisneros, Rodrigo Salcedo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:142:y:2024:i:c:s026156062400010x.

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13. Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole.
    In: European Economic Review.
    RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466.

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14. Spillover Effects between Oil, Gold, Stock, and Exchange Rate Returns in Thailand: An Extended Joint Connected TVP-VAR Approach. (2024). Harnphattananusorn, Supanee.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2024-05-7.

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15. General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields. (2023). Pfarrhofer, Michael ; Huber, Florian ; Fischer, Manfred ; Hauzenberger, Niko.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:38:y:2023:i:1:p:69-87.

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16. Bayesian Modelling of TVP-VARs Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko.
    In: Working Papers.
    RePEc:str:wpaper:2308.

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17. Market capitalization shock effects on open innovation models in e-commerce: golden cut q-rung orthopair fuzzy multicriteria decision-making analysis. (2023). Mikhaylov, Alexey ; Yuksel, Serhat ; Moiseev, Nikita ; Diner, Hasan.
    In: Financial Innovation.
    RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00461-x.

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18. The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu.
    In: MPRA Paper.
    RePEc:pra:mprapa:116355.

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19. The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni.
    In: MPRA Paper.
    RePEc:pra:mprapa:116347.

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20. The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu.
    In: MPRA Paper.
    RePEc:pra:mprapa:116310.

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21. Jane Haldimand Marcet: Impact of Monetary Policy Shocks in the Peruvian Economy Over Time. (2023). Rodríguez, Gabriel ; Rodriguez, Gabriel ; Rojo, Flavio Perez.
    In: Documentos de Trabajo / Working Papers.
    RePEc:pcp:pucwps:wp00523.

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22. Are Phillips curves in CESEE still alive and well behaved?. (2023). Huber, Florian ; Schreiner, Josef.
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2023:i:q3/23:b:1.

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23. Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko.
    In: Working Papers.
    RePEc:fip:fedcwq:95470.

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24. The impact of central bank digital currency news on the stock and cryptocurrency markets: Evidence from the TVP-VAR model. (2023). Helmi, Mohamad Husam ; Akdeniz, Cokun ; Atik, Abdurrahman Nazif.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000946.

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25. The time-varying impact of geopolitical risk on natural resource prices: The post-COVID era evidence. (2023). Cui, Tianxiang ; Ding, Shusheng ; Du, Min ; Wang, Kaihao.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008723.

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26. The impact of Chinas economic uncertainty on commodity and financial markets. (2023). Wang, Shu ; Chang, Long ; Yin, Hong.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004907.

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27. Climate uncertainty effects on bitcoin ecological footprint through cryptocurrency environmental attention. (2023). Boufateh, Talel ; Zribi, Wissal ; Guesmi, Khaled.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pd:s154461232300956x.

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28. Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Zheng, Tingguo ; Ye, Shiqi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689.

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29. A Bayesian DSGE Approach to Modelling Cryptocurrency. (2023). Lorusso, Marco ; Haque, Qazi ; Doko Tchatoka, Firmin ; Cross, Jamie ; Asimakopoulos, Stylianos ; Terrell, Madison.
    In: Working Papers.
    RePEc:bny:wpaper:0121.

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30. Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par.
    In: Scandinavian Journal of Economics.
    RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314.

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31. The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858.

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32. BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75.

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33. Bayesian Modeling of TVP-VARs Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko.
    In: Papers.
    RePEc:arx:papers:2209.11970.

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34. The Empirical Relevance of the Shadow Rate and the Zero Lower Bound. (2022). Ellington, Michael.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:54:y:2022:i:6:p:1605-1635.

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35. Forgetting approaches to improve forecasting. (2022). Rodrigues, Paulo ; Hill, Robert A.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:7:p:1356-1371.

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36. Macroeconomic forecasting in a multi‐country context. (2022). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, YU.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:37:y:2022:i:6:p:1230-1255.

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37. General Bayesian time-varying parameter VARs for modeling government bond yields. (2022). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred.
    In: Working Papers in Regional Science.
    RePEc:wiw:wus046:8006.

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38. The Time-Varying Impact of External Shocks on the Consumer Price Components: Evidence from an Emerging Market. (2022). Önder, A. Özlem ; Karacuka, Mehmet ; Karauka, Mehmet ; Atik, Abdurrahman Nazif.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:20:y:2022:i:4:d:10.1007_s40953-022-00317-8.

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39. Artificial Neural Network for Modeling the Economic Performance: A New Perspective. (2022). Mohamed, Ahmed.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:20:y:2022:i:3:d:10.1007_s40953-022-00297-9.

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40. On the role of Islamic banks in the monetary policy transmission in Saudi Arabia. (2022). Ben Amar, Amine.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:12:y:2022:i:1:d:10.1007_s40822-022-00200-0.

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41. Transmission Mechanism of Monetary Policy in BRICS Countries: A Comparative Response with the USA. (2022). Rehman, Jamshaid ; Ahmad, Khalil ; Arif, Jawaria ; Ur, Jamshaid.
    In: Journal of Policy Research (JPR).
    RePEc:rfh:jprjor:v:8:y:2022:i:4:p:23-34.

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42. Evolution of the Exchange Rate Pass-Throught into Prices in Peru: An Empirical Application Using TVP-VAR-SV Models. (2022). Rodríguez, Gabriel ; Roberto, Salcedo Cisnero ; Rodriguez, Gabriel.
    In: Documentos de Trabajo / Working Papers.
    RePEc:pcp:pucwps:wp00510.

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43. What Drives Long-Term Interest Rates? Evidence from the Entire Swiss Franc History 1852-2020. (2022). Tille, Cédric ; Stuart, Rebecca ; Kaufmann, Daniel ; Hauzenberger, Niko.
    In: IRENE Working Papers.
    RePEc:irn:wpaper:22-03.

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44. Macroeconomic Forecasting in a Multi-country Context. (2022). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, Yu.
    In: Working Papers.
    RePEc:fip:fedcwq:93660.

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45. Do oil prices and economic policy uncertainty matter for precious metal returns? New insights from a TVP-VAR framework. (2022). Dong, Xuesong ; Zhong, Meirui ; Chen, Jinyu ; Huang, Jianbai.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:78:y:2022:i:c:p:433-445.

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46. Oil shocks and global economy. (2022). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca.
    In: Energy Economics.
    RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005023.

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47. Estimation of large dimensional time varying VARs using copulas. (2022). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan.
    In: European Economic Review.
    RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002439.

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48. Measuring trend inflation in India. (2022). Behera, Harendra ; Patra, Michael Debabrata.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000331.

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49. Inflationary effects of oil price and exchange rate shocks in South Africa: Evidence from time‐varying pass‐through coefficients. (2022). Balli, Esra ; Akdeniz, Cokun ; Atik, Abdurrahman Nazif.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:90:y:2022:i:3:p:301-328.

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50. Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold. (2021). Demirer, Riza ; Bekun, Festus ; Balcilar, Mehmet.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2021:i:8:p:915-:d:539853.

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51. Structural Panel Bayesian VAR with Multivariate Time-Varying Volatility to Jointly Deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues. (2021). Pacifico, Antonio.
    In: Econometrics.
    RePEc:gam:jecnmx:v:9:y:2021:i:2:p:20-:d:548164.

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52. The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis. (2021). Ding, Qian ; Huang, Jianbai ; Zhang, Hongwei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000945.

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53. Asymmetric volatility spillover between oil-importing and oil-exporting countries economic policy uncertainty and Chinas energy sector. (2021). Wang, Ziwei ; Ma, Feng ; He, Feng ; Yang, Bohan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:75:y:2021:i:c:s105752192100082x.

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54. Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

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55. The horseshoe prior for time-varying parameter VARs and Monetary Policy. (2021). Pruser, Jan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001238.

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56. Mixed‐frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro.
    In: Journal of the Royal Statistical Society Series C.
    RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163.

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57. AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME‐SERIES ECONOMETRICS. (2021). Nonejad, Nima.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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58. Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole.
    In: Working papers.
    RePEc:bfr:banfra:829.

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59. General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Fischer, Manfred ; Hauzenberger, Niko.
    In: Papers.
    RePEc:arx:papers:2102.13393.

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60. Sparse Bayesian vector autoregressions in huge dimensions. (2020). Kastner, Gregor ; Huber, Florian.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:7:p:1142-1165.

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61. Composite likelihood methods for large Bayesian VARs with stochastic volatility. (2020). Koop, Gary ; Eisenstat, Eric ; Chan, Joshua ; Hou, Chenghan.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:35:y:2020:i:6:p:692-711.

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62. A note on the stability of the Swedish Phillips curve. (2020). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par.
    In: Empirical Economics.
    RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01746-w.

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63. Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data. (2020). Wohar, Mark ; Plakandaras, Vasilios ; Katrakilidis, Constantinos ; GUPTA, RANGAN.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1581-x.

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64. Time-varying mechanisms between foreign direct investment and tourism development under the new normal in China. (2020). Wang, Yongjing ; Ma, Xiuying ; Liu, Han ; Song, Haiyan.
    In: Tourism Economics.
    RePEc:sae:toueco:v:26:y:2020:i:2:p:324-343.

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65. Structural Panel Bayesian VAR with Multivariate Time-varying Volatility to jointly deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues. (2020). Pacifico, Antonio.
    In: MPRA Paper.
    RePEc:pra:mprapa:104292.

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66. Evolution of Monetary Policy in Peru: An Empirical Application using a Mixture Innovation TVP-VAR-SV Model. (2020). Rodríguez, Gabriel ; Goicochea, Jhonatan Portilla.
    In: Documentos de Trabajo / Working Papers.
    RePEc:pcp:pucwps:wp00485.

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67. Evolving Monetary Policy in the Aftermath of the Great Recession. (2020). Ortmans, Aymeric.
    In: Documents de recherche.
    RePEc:eve:wpaper:20-01.

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68. Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2020-90.

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69. Economic policy uncertainty and credit growth: Evidence from a global sample. (2020). Su, Thanh ; LE, Thai-Ha ; Nguyen, Canh.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919302326.

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70. Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks. (2020). Kanazawa, Nobuyuki.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301361.

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71. Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models. (2020). Piribauer, Philipp ; Huber, Florian ; GUPTA, RANGAN.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:68:y:2020:i:c:s1057521918307555.

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72. Analyzing dynamic impacts of different oil shocks on oil price. (2020). Lin, Boqiang ; Gong, XU ; Chen, Liqiang.
    In: Energy.
    RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304138.

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73. Reducing the state space dimension in a large TVP-VAR. (2020). Strachan, Rodney ; Eisenstat, Eric.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:218:y:2020:i:1:p:105-118.

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74. Monetary policy and systemic risk-taking in the euro area banking sector. (2020). Kabundi, Alain ; de Simone, Francisco Nadal.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:91:y:2020:i:c:p:736-758.

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75. Macroeconomic effects of monetary policy in Korea: A time-varying coefficient VAR approach. (2020). Hur, Joonyoung ; Han, Jong-Suk.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:89:y:2020:i:c:p:142-152.

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76. Inflation volatility in small and large advanced open economies. (2020). Balatti, Mirco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202448.

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77. Flexible Mixture Priors for Large Time-varying Parameter Models. (2020). Hauzenberger, Niko.
    In: Papers.
    RePEc:arx:papers:2006.10088.

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78. Restoring euro area monetary transmission: Which role for government bond rates?. (2019). Wollmershäuser, Timo ; Siemsen, Thomas ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver ; Hristov, Nikolay.
    In: Empirical Economics.
    RePEc:spr:empeco:v:57:y:2019:i:3:d:10.1007_s00181-018-1467-y.

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79. The impact of labor cost growth on inflation in selected CESEE countries. (2019). Huber, Florian ; Schreiner, Josef ; de Luigi, Clara.
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2019:i:q4/19:b:1.

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80. What Drives the Strength of Monetary Policy Transmission?. (2019). Matějů, Jakub ; Matj, Jakub.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2019:q:3:a:3.

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81. Impact of Fiscal Policy on Consumption and Labor Supply under a Time-Varying Structural VAR Model. (2019). Shaheen, Rozina.
    In: Economies.
    RePEc:gam:jecomi:v:7:y:2019:i:2:p:57-:d:240644.

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82. The cross-country impact of ECB policies: Asymmetries in – Asymmetries out?. (2019). Serati, Massimiliano ; Venegoni, Andrea.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:90:y:2019:i:c:p:118-141.

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83. Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach. (2019). Pedio, Manuela ; Hansen, Erwin ; Guidolin, Massimo.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:45:y:2019:i:c:p:83-114.

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84. Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia. (2019). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:30:y:2019:i:c:p:378-384.

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85. Dynamic Bayesian predictive synthesis in time series forecasting. (2019). West, Mike ; McAlinn, Kenichiro.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:210:y:2019:i:1:p:155-169.

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86. Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Nakajima, Jouchi ; Aastveit, Knut Are ; West, Mike ; McAlinn, Kenichiro.
    In: Working Papers.
    RePEc:bny:wpaper:0073.

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87. Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model. (2019). Huber, Florian ; Feldkircher, Martin ; Crespo Cuaresma, Jesus ; Doppelhofer, Gernot.
    In: Journal of the Royal Statistical Society Series A.
    RePEc:bla:jorssa:v:182:y:2019:i:3:p:831-861.

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88. Introducing shrinkage in heavy-tailed state space models to predict equity excess returns. (2019). Pfarrhofer, Michael ; Kastner, Gregor ; Huber, Florian.
    In: Papers.
    RePEc:arx:papers:1805.12217.

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89. Sparse Bayesian vector autoregressions in huge dimensions. (2019). Kastner, Gregor ; Huber, Florian.
    In: Papers.
    RePEc:arx:papers:1704.03239.

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90. Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility. (2018). Koop, Gary ; Eisenstat, Eric ; Chan, Joshua ; Hou, Chenghan.
    In: Working Paper Series.
    RePEc:uts:ecowps:44.

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91. Reducing Dimensions in a Large TVP-VAR. (2018). Strachan, Rodney ; Eisenstat, Eric.
    In: Working Paper Series.
    RePEc:uts:ecowps:43.

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92. The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach. (2018). Poon, Aubrey.
    In: Empirical Economics.
    RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1280-z.

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93. Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model. (2018). Huber, Florian ; Feldkircher, Martin ; Doppelhofer, Gernot ; Crespo Cuaresma, Jesus.
    In: Working Papers in Economics.
    RePEc:ris:sbgwpe:2018_006.

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94. Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. (2018). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin.
    In: Working Papers in Economics.
    RePEc:ris:sbgwpe:2018_005.

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95. Reducing Dimensions in a Large TVP-VAR. (2018). Strachan, Rodney ; Eisenstat, Eric.
    In: Working Paper series.
    RePEc:rim:rimwps:18-37.

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96. Analyzing Dynamic Connectedness in Korean Housing Markets. (2018). Suh, Hyunduk ; Jung, SO.
    In: Inha University IBER Working Paper Series.
    RePEc:inh:wpaper:2018-4.

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97. A Note on the Stability of the Swedish Philips Curve. (2018). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par.
    In: Working Papers.
    RePEc:hhs:oruesi:2018_006.

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98. Is the US Phillips Curve Stable? Evidence from Bayesian VARs. (2018). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par.
    In: Working Papers.
    RePEc:hhs:oruesi:2018_005.

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99. Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model. (2018). Huber, Florian ; Feldkircher, Martin ; Crespo Cuaresma, Jesus ; Doppelhofer, Gernot.
    In: Discussion Paper Series in Economics.
    RePEc:hhs:nhheco:2018_031.

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100. Time-Frequency Response Analysis of Monetary Policy Transmission. (2018). Vacha, Lukas ; Hanus, Luboš.
     In: Working Papers IES.
     RePEc:fau:wpaper:wp2018_30.

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101. Time-varying effects of cyclical fluctuations in Chinas energy industry on the macro economy and carbon emissions. (2018). Lin, Boqiang ; He, Yongda.
     In: Energy.
     RePEc:eee:energy:v:155:y:2018:i:c:p:1102-1112.

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102. Predictability of crude oil prices: An investor perspective. (2018). Wang, Yudong ; Yang, LI ; Liu, LI.
     In: Energy Economics.
     RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205.

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103. The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies. (2018). Ratti, Ronald ; Ewing, Bradley ; Kang, Wensheng.
     In: Energy Economics.
     RePEc:eee:eneeco:v:72:y:2018:i:c:p:505-516.

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104. Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model. (2018). Wang, Yudong ; Pan, Zhiyuan ; Yang, LI.
     In: Energy Economics.
     RePEc:eee:eneeco:v:72:y:2018:i:c:p:177-187.

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105. Debt regimes and the effectiveness of monetary policy. (2018). Huber, Florian ; de Luigi, Clara.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:93:y:2018:i:c:p:218-238.

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106. Monetary policy transmission in systemically important economies and China’s impact. (2018). Siklos, Pierre ; Xie, Xiangyou ; Lombardi, Domenico.
     In: Journal of Asian Economics.
     RePEc:eee:asieco:v:59:y:2018:i:c:p:61-79.

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107. Effectiveness of unconventional monetary policies in a low interest rate environment. (2018). Nakajima, Jouchi ; Filardo, Andrew.
     In: BIS Working Papers.
     RePEc:bis:biswps:691.

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108. Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro.
     In: Papers.
     RePEc:arx:papers:1803.06738.

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109. Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. (2018). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin.
     In: Papers.
     RePEc:arx:papers:1607.04532.

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110. The shortage of safe assets in the US investment portfolio: Some international evidence. (2017). Punzi, Maria Teresa ; Huber, Florian.
     In: Department of Economics Working Paper Series.
     RePEc:wiw:wus005:5460.

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111. The shortage of safe assets in the US investment portfolio: Some international evidence. (2017). Punzi, Maria Teresa ; Huber, Florian.
     In: Department of Economics Working Papers.
     RePEc:wiw:wiwwuw:wuwp243.

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112. Effects of oil shocks on EMU exports: technological level differences. (2017). Bohdan, Vahalik.
     In: Review of Economic Perspectives.
     RePEc:vrs:reoecp:v:17:y:2017:i:4:p:399-423:n:4.

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113. Dışa Açıklık ile İşsizlik Arasındaki İlişki: Seçilmiş AB Ülkeleri ve Türkiye Üzerine Zamana Göre Değişen Parametreli Bir Analiz Algıları. (2017). TÜZÜN, Osman ; Eknc, Ramazan ; Tuzun, Osman ; Kahyaolu, Hakan ; Ceylan, Fatih.
     In: Sosyoekonomi Journal.
     RePEc:sos:sosjrn:170103.

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114. Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data. (2017). Wohar, Mark ; Plakandaras, Vasilios ; Katrakilidis, Constantinos ; GUPTA, RANGAN.
     In: Working Papers.
     RePEc:pre:wpaper:201765.

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115. The Symmetry of ECB Monetary Policy Impact Under Scrutiny: An Assessment. (2017). Serati, Massimiliano ; Venegoni, Andrea.
     In: LIUC Papers in Economics.
     RePEc:liu:liucec:306.

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116. The shortage of safe assets in the US investment portfolio: Some international evidence. (2017). Punzi, Maria Teresa ; Huber, Florian.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:74:y:2017:i:c:p:318-336.

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117. Infinite hidden markov switching VARs with application to macroeconomic forecast. (2017). Hou, Chenghan.
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:33:y:2017:i:4:p:1025-1043.

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118. Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?. (2017). Wei, YU ; Hu, Yang ; Lai, Xiaodong ; Liu, Jing.
     In: Energy Economics.
     RePEc:eee:eneeco:v:68:y:2017:i:c:p:141-150.

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119. The relationship between global oil price shocks and Chinas output: A time-varying analysis. (2017). Cross, Jamie ; Nguyen, Bao H.
     In: Energy Economics.
     RePEc:eee:eneeco:v:62:y:2017:i:c:p:79-91.

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120. Forecasting house prices using dynamic model averaging approach: Evidence from China. (2017). Wei, YU ; Cao, Yang.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:61:y:2017:i:c:p:147-155.

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121. Are Determinants of Portfolio Flows Always the Same? - South African Results from a Time Varying Parameter Var Model. (2017). Viegi, Nicola ; Kavli, Haakon.
     In: South African Journal of Economics.
     RePEc:bla:sajeco:v:85:y:2017:i:1:p:3-27.

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122. Bank loan components, uncertainty and monetary transmission mechanism. (2017). Pirozhkova, Ekaterina.
     In: BCAM Working Papers.
     RePEc:bbk:bbkcam:1702.

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123. International housing markets, unconventional monetary policy and the zero lower bound. (2016). Punzi, Maria Teresa ; Huber, Florian.
     In: FinMaP-Working Papers.
     RePEc:zbw:fmpwps:58.

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124. Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model. (2016). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin.
     In: Department of Economics Working Paper Series.
     RePEc:wiw:wus005:5178.

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125. International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound. (2016). Punzi, Maria Teresa ; Huber, Florian.
     In: Department of Economics Working Paper Series.
     RePEc:wiw:wus005:4824.

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126. Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model. (2016). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin.
     In: Department of Economics Working Papers.
     RePEc:wiw:wiwwuw:wuwp235.

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127. International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound. (2016). Punzi, Maria Teresa ; Huber, Florian.
     In: Department of Economics Working Papers.
     RePEc:wiw:wiwwuw:wuwp216.

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128. Insurance penetration and economic growth in Africa: Dynamic effects analysis using Bayesian TVP-VAR approach. (2016). Olayungbo, David ; Akinlo, Anthony ; McMillan, David.
     In: Cogent Economics & Finance.
     RePEc:taf:oaefxx:v:4:y:2016:i:1:p:1150390.

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129. A note on the identification and transmission of energy demand and supply shocks. (2016). Gilmartin, Michelle ; Michelle, Gilmartin .
     In: MPRA Paper.
     RePEc:pra:mprapa:76186.

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130. The Evolution of U.S. Monetary Policy: 2000 - 2007. (2016). Ireland, Peter ; Belongia, Michael.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:22693.

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131. The evolution of U.S. monetary policy: 2000–2007. (2016). Ireland, Peter ; Belongia, Michael.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:73:y:2016:i:c:p:78-93.

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132. Time-Varying VAR with Stochastic Volatility and Monetary Policy Dynamics in Nigeria. (2016). Abdullahi, Bala Dahiru .
     In: Economics Bulletin.
     RePEc:ebl:ecbull:eb-15-00603.

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133. A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy. (2015). Huber, Florian ; Fischer, Manfred.
     In: Department of Economics Working Paper Series.
     RePEc:wiw:wus005:4626.

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134. A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy. (2015). Huber, Florian ; Fischer, Manfred.
     In: Department of Economics Working Papers.
     RePEc:wiw:wiwwuw:wuwp201.

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135. Are determinants of portfolio flows always the same? - South African results from a time varying parameter VAR model. (2015). Viegi, Nicola ; Kavli, Haakon.
     In: MPRA Paper.
     RePEc:pra:mprapa:66897.

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136. On Flexible Linear Factor Stochastic Volatility Models. (2015). Malefaki, Valia .
     In: MPRA Paper.
     RePEc:pra:mprapa:62216.

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137. Time Varying Fiscal Multipliers in Germany. (2015). Berg, Tim.
     In: Review of Economics.
     RePEc:lus:reveco:v:66:y:2015:i:1:p:13-46.

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138. Changes in the global oil market. (2015). Osborn, Denise ; Bataa, Erdenebat ; Izzeldin, Marwan.
     In: Working Papers.
     RePEc:lan:wpaper:75761696.

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139. Specification tests for time-varying parameter models with stochastic volatility. (2015). Chan, Joshua.
     In: CAMA Working Papers.
     RePEc:een:camaaa:2015-42.

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140. Time-varying effect of oil market shocks on the stock market. (2015). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng.
     In: CAMA Working Papers.
     RePEc:een:camaaa:2015-35.

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141. Bayesian model comparison for time-varying parameter VARs with stochastic volatility. (2015). Eisenstat, Eric ; Chan, Joshua.
     In: CAMA Working Papers.
     RePEc:een:camaaa:2015-32.

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142. Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Kang, Wensheng ; Yoon, Kyung Hwan .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163.

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143. Copula modelling of dependence in multivariate time series. (2015). Smith, Michael.
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:31:y:2015:i:3:p:815-833.

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144. Its all about volatility of volatility: Evidence from a two-factor stochastic volatility model. (2015). Santucci de Magistris, Paolo ; Grassi, Stefano.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:30:y:2015:i:c:p:62-78.

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145. Learning about fiscal policy and the effects of policy uncertainty. (2015). Matthes, Christian ; Hollmayr, Josef.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:59:y:2015:i:c:p:142-162.

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146. HAS INFLATION TARGETING CHANGED THE CONDUCT OF MONETARY POLICY?. (2015). Hubert, Paul ; Creel, Jerome.
     In: Macroeconomic Dynamics.
     RePEc:cup:macdyn:v:19:y:2015:i:01:p:1-21_00.

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147. Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model. (2015). Nakajima, Jouchi ; Kaihatsu, Sohei.
     In: Bank of Japan Working Paper Series.
     RePEc:boj:bojwps:wp15e03.

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148. Forecasting with the Standardized Self-Perturbed Kalman Filter. (2014). Santucci de Magistris, Paolo ; Grassi, Stefano ; Nonejad, Nima.
     In: Studies in Economics.
     RePEc:ukc:ukcedp:1405.

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149. Evaluating changes in the monetary transmission mechanism in the Czech Republic. (2014). Rusnák, Marek ; Horvath, Roman ; Franta, Michal ; Rusnak, Marek.
     In: Empirical Economics.
     RePEc:spr:empeco:v:46:y:2014:i:3:p:827-842.

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150. A Structural Vector Autoregression Model for Monetary Policy Analysis in India. (2014). .
     In: Margin: The Journal of Applied Economic Research.
     RePEc:sae:mareco:v:8:y:2014:i:4:p:401-429.

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151. The Zero Lower Bound: Implications for Modelling the Interest Rate. (2014). Strachan, Rodney ; Joshua C. C. Chan, .
     In: Working Paper series.
     RePEc:rim:rimwps:42_14.

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152. Time Varying Fiscal Multipliers in Germany. (2014). Berg, Tim ; Oliverberg, Tim.
     In: MPRA Paper.
     RePEc:pra:mprapa:57223.

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153. Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns. (2014). Simo-Kengne, Beatrice Desiree ; Miller, Stephen ; GUPTA, RANGAN.
     In: Working Papers.
     RePEc:nlv:wpaper:1405.

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154. Evolution of Monetary Policy in the US: The Role of Asset Prices. (2014). Miller, Stephen M. ; Simo-Kengne, Beatrice D..
     In: Working Papers.
     RePEc:ipg:wpaper:2014-459.

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155. On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility. (2014). Teulon, Frédéric ; JEBABLI, Ikram ; AROURI, Mohamed.
     In: Working Papers.
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156. Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Strachan, Rodney ; Eisenstat, Eric ; Joshua C. C. Chan, .
     In: CAMA Working Papers.
     RePEc:een:camaaa:2014-23.

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157. On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility. (2014). Teulon, Frédéric ; JEBABLI, Ikram ; AROURI, Mohamed.
     In: Energy Economics.
     RePEc:eee:eneeco:v:45:y:2014:i:c:p:66-98.

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158. Time variation in the standard forward premium regression: Some new models and tests. (2014). Cho, Dooyeon ; Baillie, Richard T..
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:29:y:2014:i:c:p:52-63.

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159. Structural evolution of the postwar U.S. economy. (2014). Morley, James ; Liu, Yuelin.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:42:y:2014:i:c:p:50-68.

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160. HOW DOES MONETARY POLICY CHANGE? EVIDENCE ON INFLATION-TARGETING COUNTRIES. (2014). Vašíček, Bořek ; Horvath, Roman ; Baxa, Jaromir ; Vaiek, Boek.
     In: Macroeconomic Dynamics.
     RePEc:cup:macdyn:v:18:y:2014:i:03:p:593-630_00.

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161. Forecasting with the Standardized Self-Perturbed Kalman Filter. (2014). Santucci de Magistris, Paolo ; Grassi, Stefano ; Nonejad, Nima.
     In: CREATES Research Papers.
     RePEc:aah:create:2014-12.

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162. Its all about volatility of volatility: evidence from a two-factor stochastic volatility model. (2013). Santucci de Magistris, Paolo ; Grassi, Stefano.
     In: Studies in Economics.
     RePEc:ukc:ukcedp:1404.

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163. Evolution of Monetary Policy in the US: The Role of Asset Prices. (2013). Simo-Kengne, Beatrice Desiree ; Miller, Stephen ; GUPTA, RANGAN.
     In: Working papers.
     RePEc:uct:uconnp:2013-20.

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164. Bayesian Analysis of Latent Threshold Dynamic Models. (2013). Nakajima, Jouchi ; West, Mike.
     In: Journal of Business & Economic Statistics.
     RePEc:taf:jnlbes:v:31:y:2013:i:2:p:151-164.

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165. Structural Evolution of the Postwar U.S. Economy. (2013). Morley, James ; Liu, Yuelin.
     In: Discussion Papers.
     RePEc:swe:wpaper:2013-15a.

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166. Structural Evolution of the Postwar U.S. Economy. (2013). Morley, James ; Liu, Yuelin.
     In: Discussion Papers.
     RePEc:swe:wpaper:2013-15.

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167. Model Switching and Model Averaging in Time-Varying Parameter Regression Models. (2013). Koop, Gary ; Gonzalez Belmonte, Miguel Angel.
     In: Working Papers.
     RePEc:str:wpaper:1302.

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168. Identification of monetary policy in SVAR models: a data-oriented perspective. (2013). Melina, Giovanni ; Fragetta, Matteo.
     In: Empirical Economics.
     RePEc:spr:empeco:v:45:y:2013:i:2:p:831-844.

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169. Evolution of Monetary Policy in the US: The Role of Asset Prices. (2013). Simo-Kengne, Beatrice Desiree ; Miller, Stephen ; GUPTA, RANGAN.
     In: Working Papers.
     RePEc:pre:wpaper:201343.

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170. Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR Approach. (2013). Viegi, Nicola ; Bittencourt, Manoel ; Mwabutwa, Chance.
     In: Working Papers.
     RePEc:pre:wpaper:201327.

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171. Provocările politicii monetare. (2013). Stefanescu, Razvan ; DUMITRIU, Ramona.
     In: MPRA Paper.
     RePEc:pra:mprapa:50261.

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172. Explaining the Strength and the Efficiency of Monetary Policy Transmission: A Panel of Impulse Responses from a Time-Varying Parameter Model. (2013). Matějů, Jakub ; Mateju, Jakub.
     In: Working Papers IES.
     RePEc:fau:wpaper:wp2013_18.

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173. Exchange rate volatility and the time-varying effects of aggregate shocks. (2013). Valcarcel, Victor (Vic).
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:32:y:2013:i:c:p:822-843.

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174. Modeling the relationship between European carbon permits and certified emission reductions. (2013). Koop, Gary.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:24:y:2013:i:c:p:166-181.

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175. Large time-varying parameter VARs. (2013). Koop, Gary ; Korobilis, Dimitris.
     In: Journal of Econometrics.
     RePEc:eee:econom:v:177:y:2013:i:2:p:185-198.

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176. Forecasting Output. (2013). Potter, Simon ; Chauvet, Marcelle.
     In: Handbook of Economic Forecasting.
     RePEc:eee:ecofch:2-141.

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177. The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries. (2013). Kazi, Irfan Akbar ; Wagan, Hakimzadi ; Akbar, Farhan.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:30:y:2013:i:c:p:90-116.

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178. Model Switching and Model Averaging in Time- Varying Parameter Regression Models. (2013). Koop, Gary ; Gary, Koop ; Miguel, Belmonte .
     In: SIRE Discussion Papers.
     RePEc:edn:sirdps:440.

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179. Which size and evolution of the government expenditure multiplier in France (1980-2010)?. (2013). Lemoine, Matthieu ; Pionnier, P.-A., ; Cleaud, G..
     In: Working papers.
     RePEc:bfr:banfra:469.

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180. It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model. (2013). Santucci de Magistris, Paolo ; Grassi, Stefano.
     In: CREATES Research Papers.
     RePEc:aah:create:2013-03.

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181. FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING. (2012). Koop, Gary ; Korobilis, Dimitris.
     In: International Economic Review.
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182. Large Time-Varying Parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris.
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     RePEc:rim:rimwps:11_12.

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183. Large time-varying parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris.
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     RePEc:pra:mprapa:38591.

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184. The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries. (2012). Kazi, Irfan Akbar ; Wagan, Hakimzadi ; Akbar, Farhan.
     In: Working Papers.
     RePEc:hal:wpaper:hal-04141067.

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185. Large time-varying parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris.
     In: Working Papers.
     RePEc:gla:glaewp:2012_04.

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186. Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada. (2012). Koop, Gary ; Gefang, Deborah ; Campolieti, Michele.
     In: SIRE Discussion Papers.
     RePEc:edn:sirdps:404.

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187. Large Time-Varying Parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris.
     In: SIRE Discussion Papers.
     RePEc:edn:sirdps:317.

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188. The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries. (2012). Kazi, Irfan Akbar ; Wagan, Hakimzadi ; Akbar, Farhan.
     In: EconomiX Working Papers.
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189. Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound. (2012). Benati, Luca ; Baumeister, Christiane.
     In: Staff Working Papers.
     RePEc:bca:bocawp:12-21.

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190. Identification of Monetary Policy in SVAR Models: A Data-Oriented Perspective. (2011). Melina, Giovanni ; Fragetta, Matteo.
     In: School of Economics Discussion Papers.
     RePEc:sur:surrec:0811.

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191. Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada. (2011). Koop, Gary ; Gefang, Deborah ; Campolieti, Michele.
     In: Working Papers.
     RePEc:str:wpaper:1138.

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192. Hierarchical Shrinkage in Time-Varying Parameter Models. (2011). Koop, Gary ; Korobilis, Dimitris ; Miguel A. G. Belmonte, .
     In: Working Paper series.
     RePEc:rim:rimwps:35_11.

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193. Hierarchical shrinkage in time-varying parameter models. (2011). Koop, Gary ; Korobilis, Dimitris ; Miguel, Belmonte .
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     RePEc:pra:mprapa:31827.

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194. Time varying VARs with inequality restrictions. (2011). Potter, Simon ; Koop, Gary.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:35:y:2011:i:7:p:1126-1138.

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195. Forecasting Inflation Using Dynamic Model Averaging. (2011). Koop, Gary ; Korobilis, Dimitris.
     In: SIRE Discussion Papers.
     RePEc:edn:sirdps:281.

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196. VAR forecasting using Bayesian variable selection. (2011). Korobilis, Dimitris.
     In: LIDAM Discussion Papers CORE.
     RePEc:cor:louvco:2011022.

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197. Bayesian analysis of coefficient instability in dynamic regressions. (2011). Taboga, Marco ; Ciapanna, Emanuela.
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     RePEc:bdi:wptemi:td_836_11.

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198. How Does Monetary Policy Change? Evidence on Inflation Targeting Countries. (2010). Vašíček, Bořek ; Horvath, Roman ; Baxa, Jaromir.
     In: Working Papers.
     RePEc:uab:wprdea:wpdea1007.

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199. Monetary Policy, Imperfect Information and the Expectations Channel. (2010). Hubert, Paul ; Fitoussi, Jean-Paul.
     In: Sciences Po publications.
     RePEc:spo:wpmain:info:hdl:2441/f4rshpf3v1umfa09lat09b1bg.

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200. Monetary Policy, Imperfect Information and the Expectations Channel. (2010). Hubert, Paul.
     In: Sciences Po Economics Discussion Papers.
     RePEc:spo:wpecon:info:hdl:2441/f4rshpf3v1umfa09lat09b1bg.

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201. Time Varying Dimension Models. (2010). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Koop, Gary ; Joshua C. C. Chan, .
     In: Working Paper series.
     RePEc:rim:rimwps:44_10.

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202. Assessing the transmission of monetary policy using dynamic factor models. (2010). Korobilis, Dimitris.
     In: MPRA Paper.
     RePEc:pra:mprapa:27593.

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203. Monetary policy, imperfect information and the expectations channel. (2010). Hubert, Paul.
     In: SciencePo Working papers Main.
     RePEc:hal:spmain:tel-04095385.

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204. How Does Monetary Policy Change? Evidence on Inflation Targeting Countries. (2010). Vašíček, Bořek ; Horvath, Roman ; Baxa, Jaromir ; Vaiek, Boek.
     In: Working Papers IES.
     RePEc:fau:wpaper:wp2010_26.

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205. Forecasting Inflation Using Dynamic Model Averaging. (2010). Koop, Gary ; Korobilis, Dimitris.
     In: SIRE Discussion Papers.
     RePEc:edn:sirdps:242.

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206. How Does Monetary Policy Change? Evidence on Inflation Targeting Countries. (2010). Vašíček, Bořek ; Horvath, Roman ; Baxa, Jaromir.
     In: Working Papers.
     RePEc:cnb:wpaper:2010/02.

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207. Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models. (2009). Korobilis, Dimitris.
     In: Working Papers.
     RePEc:str:wpaper:0914.

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208. VAR forecasting using Bayesian variable selection. (2009). Korobilis, Dimitris.
     In: MPRA Paper.
     RePEc:pra:mprapa:21124.

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209. Bayesian Multivariate Time Series Methods for Empirical Macroeconomics. (2009). Koop, Gary ; Korobilis, Dimitris.
     In: MPRA Paper.
     RePEc:pra:mprapa:20125.

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1. Monetary Policy Shifts, Indeterminacy and Inflation Dynamics. (2005). Surico, Paolo.
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2. Real Wage and Nominal Shock: Evidence from Pacific-Rim Countries. (2005). Kim, Doh-Khul.
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3. Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S.. (2005). Monacelli, Tommaso ; Favero, Carlo.
   In: Working Papers.
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4. Measuring the Time-Inconsistency of US Monetary Policy. (2004). Surico, Paolo.
   In: Macroeconomics.
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5. Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences. (2004). Surico, Paolo.
   In: Computing in Economics and Finance 2004.
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6. Monetary Policy Rules, Asset Prices and Exchange Rates. (2004). .
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7. A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models. (2004). Occhino, Filippo ; Landon-Lane, John.
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8. Market Segmentation and the Hump-Shaped Response of Output to Monetary Policy Shocks. (2004). Occhino, Filippo.
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9. Markets Segmentation and the Real Interest Rate Response to Monetary Policy Shocks. (2004). Occhino, Filippo.
   In: Departmental Working Papers.
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10. Oil and the Macroeconomy Since the 1970s. (2004). Kilian, Lutz ; barsky, robert.
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11. On the Time Variations of US Monetary Policy: Who is right?. (2004). Gambetti, Luca ; Canova, Fabio.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
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12. A Time Varying Natural Rate of Interest for the Euro Area. (2004). Renne, Jean-Paul ; Mésonnier, Jean-Stéphane ; Mesonnier, Jean-Stephane.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
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13. Structural breaks and regional disparities in the transmission of monetary policy. (2004). Wall, Howard ; Owyang, Michael.
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14. Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle. (2004). Owyang, Michael ; Francis, Neville.
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15. The liquidity effect in the federal funds market: evidence from daily open market operations. (2004). Demiralp, Selva ; Carpenter, Seth.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-61.

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16. The term structure of real rates and expected inflation. (2004). Bekaert, Geert ; Ang, Andrew.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2004:i:mar:x:3.

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17. Were there regime switches in U.S. monetary policy?. (2004). Zha, Tao ; Sims, Christopher.
    In: FRB Atlanta Working Paper.
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18. Exchange Rate Targeting and Economic Stabilization. (2004). Filer, Larry ; Fackler, J..
    In: Econometric Society 2004 Far Eastern Meetings.
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19. Non-Walrasian Labor Market and the European Business Cycle. (2004). Zanetti, Francesco.
    In: Boston College Working Papers in Economics.
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20. Monetary Policy Impulses, Local Output and the Transmission Mechanism. (2004). Caruso, Massimo.
    In: Temi di discussione (Economic working papers).
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21. Characterization of the Dynamic Effects of Fiscal Shocks in a Small Open Economy. (2004). Rebei, Nooman.
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22. Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences. (2003). Surico, Paolo.
    In: Macroeconomics.
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23. Estimating the effects of monetary policy shocks: does lag structure matter?. (2003). McMillin, W. ; Kim, Keuk-Soo .
    In: Applied Economics.
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24. Monetary policy rules and regime shifts. (2003). Valente, Giorgio.
    In: Applied Financial Economics.
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25. A New Measure of Monetary Shocks: Derivation and Implications. (2003). Romer, Christina.
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26. Short Run and Long Run Causality in Time Series : Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
    In: Cahiers de recherche.
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27. Short run and long run causality in time series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
    In: Cahiers de recherche.
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28. Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S.. (2003). Monacelli, Tommaso ; Favero, Carlo.
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29. Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility. (2003). Normandin, Michel ; Phaneuf, Louis.
    In: Cahiers de recherche.
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30. A Panel Data Test of the Bank Lending Channel in Sweden. (2003). Westerlund, Joakim.
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31. Identifying Monetary Policy Shocks with Changes in Open Market Operations. (2003). Schabert, Andreas.
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32. Is the response of output to monetary policy asymmetric? evidence from a regime-switching coefficients model. (2003). Piger, Jeremy ; Lo, Ming.
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33. Regime switching and monetary policy measurement. (2003). Ramey, Garey ; Owyang, Michael.
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34. Short Run and Long Run Causality in Time Series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
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35. Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model. (2003). Moran, Kevin ; Ho, Wai-Ming ; Hendry, Scott.
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36. Pricing-to-market and limited participation : a joint explanation to the exchange rate disconnect puzzle. (2002). Patureau, Lise.
    In: Computing in Economics and Finance 2002.
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37. Precautionary Saving and Consumption Fluctuations. (2002). Preston, Bruce ; Parker, Jonathan.
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38. Has the Business Cycle Changed and Why?. (2002). Watson, Mark ; Stock, James.
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39. Habit Formation and the Persistence of Monetary Shocks. (2002). Ruge-Murcia, Francisco ; Cardia, Emanuela ; Bouakez, Hafedh.
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40. Monetary and Fiscal Policy Interactions over the Cycle: Some Empirical Evidence. (2002). Trecroci, Carmine ; Tirelli, Patrizio ; Muscatelli, Vito.
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41. Habit Formation and the Persistence of Monetary Shocks. (2002). Ruge-Murcia, Francisco ; Cardia, Emanuela ; Bouakez, Hafedh.
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42. Monetary Policy Shocks in an Economy with Segmented Markets. (2001). Occhino, Filippo.
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43. Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative. (2001). Kilian, Lutz ; barsky, robert.
    In: NBER Working Papers.
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44. Do high interest rates defend currencies during speculative attacks ?. (2000). Kraay, Aart.
    In: Policy Research Working Paper Series.
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45. A Monetary Explanation of the Great Stagflation of the 1970s. (2000). Kilian, Lutz ; barsky, robert.
    In: NBER Working Papers.
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46. Monetary disturbances matter for business fluctuations in the G-7. (2000). Canova, Fabio ; de Nicolo, Gianni.
    In: International Finance Discussion Papers.
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47. Monetary policy shocks and transmission in Italy: A VAR analysis. (1999). Di Giorgio, Giorgio ; De Arcangelis, Giuseppe.
    In: Economics Working Papers.
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48. Monetary policy misspecification in VAR models. (1999). Pina, Joaquim ; Canova, Fabio.
    In: Economics Working Papers.
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49. Analysis of the Monetary Transmission Mechanism: Methodological Issues. (1999). .
    In: NBER Working Papers.
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50. Monetary Policy Rules with Model and Data Uncertainty. (1998). Swanson, Norman ; Ghysels, Eric ; Callan, Myles.
    In: CIRANO Working Papers.
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