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2. Great moderation with Chinese characteristics: Uncovering the role of monetary policy. (2023). Sun, Weihong ; Liu, Ding.
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1. Loan Supply Shocks, Prudential Regulation, and the Business Cycle. (2024). Rudel, Paul.
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2. What are the main variables that influence the dynamics of Ecuador’s sovereign risk?. (2023). Díaz-Cassou, Javier ; Carrillo-Maldonado, Paul ; Flores, Miguel ; Diaz-Cassou, Javier.
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3. Quantitative Easing During the COVID-19 Pandemic: A Cross-Country Study. (2023). Stefaski, Maciej.
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4. Empirical estimation of REER trend for Ukraine. (2021). Vdovychenko, Artem.
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5. Regional Monetary Policies and the Great Depression. (2020). Weidenmier, Marc ; Cortes, Gustavo ; Amir Ahmadi, Pooyan ; Amir-Ahmadi, Pooyan.
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6. ZLB and Beyond: Real and Financial Effects of Low and Negative Interest Rates in the Euro Area. (2020). Zlobins, Andrejs.
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7. Uniform Priors for Impulse Responses. (2020). Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Arias, Jonas E.
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8. What do Latin American inflation targeters care about? A comparative Bayesian estimation of central bank preferences. (2020). Mihailov, Alexander ; McKnight, Stephen ; Rangel, Antonio Pompa .
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070418304737.

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9. Strategic interactions and price dynamics in the global oil market. (2020). Venditti, Fabrizio ; Di Nino, Virginia ; Alonso Alvarez, Irma.
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10. Identifying structural VARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies. (2020). Rünstler, Gerhard ; Budnik, Katarzyna ; Runstler, Gerhard.
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11. Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane.
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12. Uncertainty shocks and financial crisis indicators. (2019). Roth, Markus ; Hristov, Nikolay.
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13. Cross-Border flows and the effect of Global Financial shocks in Latin America.. (2019). Pérez Forero, Fernando ; Gondo Mori, Rocio.
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14. Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments. (2019). Fanelli, Luca ; Angelini, Giovanni.
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15. Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries. (2019). Wróblewska, Justyna ; Dąbrowski, Marek ; Dbrowski, Marek A.
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16. Terms of Trade Effects of Productivity Shocks and Economic Development. (2019). Tuan, Mustafa ; Ozelik, Emre.
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17. The effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approach. (2019). Bertsche, Dominik.
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18. How are oil supply shocks transmitted to the U.S. economy?. (2019). Güntner, Jochen ; Geiger, Martin ; Guntner, Jochen.
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19. Government Deficit Shocks and Okuns Coefficient Volatility: New Insights on the Austerity versus Growth Debate. (2019). Sala, Hector ; Pham, Binh Thai.
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20. Inequality and the Business Cycle: Evidence from U.S. survey data. (2019). Scharler, Johann ; Mayer, Eric ; Geiger, Martin.
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21. The Third Round of the Euro Area Enlargement: Are the Candidates Ready?. (2019). Deskar-Škrbić, Milan ; Deskar-Krbi, Milan ; Kotarac, Karlo ; Kunovac, Davor.
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22. The Interaction Between Fiscal and Monetary Policies: Evidence from Sweden. (2019). Ankargren, Sebastian ; Shahnazarian, Hovick.
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23. Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne.
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24. The systematic component of monetary policy in SVARs: An agnostic identification procedure. (2019). Rubio-Ramirez, Juan F ; Caldara, Dario ; Arias, Jonas E.
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25. An IV framework for combining sign and long-run parametric restrictions in SVARs. (2019). Huh, Hyeon-seung ; Fisher, Lance A.
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26. The financial market effects of the ECBs asset purchase programs. (2019). Roth, Markus ; Lewis, Vivien.
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27. On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck?. (2019). Cross, Jamie.
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28. Proxy VAR Models in a Data-Rich Environment. (2019). Bruns, Martin.
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29. Bayesian Structural VAR Models: A New Approach for Prior Beliefs on Impulse Responses. (2019). Piffer, Michele ; Bruns, Martin.
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30. Uncertainty Shocks and Financial Crisis Indicators. (2019). Roth, Markus ; Hristov, Nikolay.
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31. Assessing U.S. aggregate fluctuations across time and frequencies. (2019). Matthes, Christian ; Lubik, Thomas A.
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32. Chinas monetary policy and the loan market : How strong is the credit channel in China?. (2019). Nuutilainen, Riikka ; Breitenlechner, Max.
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33. The macroeconomic effects of forward communication. (2019). ter Ellen, Saskia ; Brubakk, Leif ; Robstad, Orjan ; Xu, Hong.
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34. IS THERE A SINGLE SHOCK THAT DRIVES THE MAJORITY OF BUSINESS CYCLE FLUCTUATIONS?. (2019). Ben Zeev, Nadav.
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35. The Global Financial Cycle and US Monetary Policy in an Interconnected World. (2019). Galesi, Alessandro ; Dees, Stephane.
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36. Wages and prices in the euro area: exploring the nexus. (2019). Nobili, Andrea ; Conti, Antonio.
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37. The global financial cycle and us monetary policy in an interconnected world. (2019). Galesi, Alessandro ; Dees, Stephane.
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38. Shifts in Monetary Policy and Exchange Rate Dynamics: Is Dornbuschs Overshooting Hypothesis Intact, After all?. (2019). Rüth, Sebastian ; Ruth, Sebastian K.
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39. Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne.
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40. Combining sign and parametric restrictions in SVARs by Givens Rotations. (2018). Huh, Hyeon-seung ; Fisher, Lance A.
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41. Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations. (2018). Hamilton, James ; Baumeister, Christiane.
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42. A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification. (2018). Bognanni, Mark.
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43. Inference in Bayesian Proxy-SVARs. (2018). Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Arias, Jonas E.
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44. Inference in Bayesian Proxy-SVARs. (2018). Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Arias, Jonas E.
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45. Macroeconomic shocks and risk premia. (2018). Pinter, Gabor.
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46. Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations. (2018). Hamilton, James ; Baumeister, Christiane.
    In: Journal of Monetary Economics.
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47. The effects of wage flexibility on activity and employment in Spain. (2018). García López, Juan ; Domenech, Rafael ; Garcia, Juan Ramon ; Ulloa, Camilo.
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48. The case for Divisia monetary statistics: A Bayesian time-varying approach. (2018). Ellington, Michael.
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49. How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area. (2018). Slacalek, Jiri ; Lenza, Michele.
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50. LIMITED ASSET MARKET PARTICIPATION AND DETERMINACY IN THE OPEN ECONOMY. (2018). Zanna, Luis-Felipe ; Buffie, Edward F.
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51. Inference in Structural Vector Autoregressions when the Identifying Assumptions are not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations. (2018). Baumeister, Christiane ; Hamilton, James D.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7048.

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52. Inference in structural vector auto regressions when the identifying assumptions are not fully believed : Re-evaluating the role of monetary policy in economic fluctuations. (2018). Hamilton, James ; Baumeister, Christiane.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2018_014.

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