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   In: Economic Modelling.
   RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003310.

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2. Systematic Monetary Policy in a SVAR for Australia. (2022). Fisher, Lance A ; Huh, Hyeon-Seung.
   In: Working papers.
   RePEc:yon:wpaper:2022rwp-194.

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3. Analysing Monetary Policy Shocks by Sign and Parametric Restrictions: The Evidence from Russia. (2022). Wong, Wing-Keung ; Gokmenolu, Korhan K ; Yildiz, Bunyamin Fuat.
   In: Economies.
   RePEc:gam:jecomi:v:10:y:2022:i:10:p:239-:d:925208.

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4. The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB. (2021). Shen, Yao ; Xu, Xiangyun ; Ren, Junfan ; Jia, Fei.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302321.

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5. Constructing joint confidence bands for impulse response functions of VAR models – A review. (2020). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut.
   In: Econometrics and Statistics.
   RePEc:eee:ecosta:v:13:y:2020:i:c:p:69-83.

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6. An IV framework for combining sign and long-run parametric restrictions in SVARs. (2019). Huh, Hyeon-seung ; Fisher, Lance A.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:61:y:2019:i:c:6.

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7. An IV framework for combining sign and long-run parametric restrictions in SVARs. (2018). Huh, Hyeon-seung ; Fisher, Lance A.
   In: Working papers.
   RePEc:yon:wpaper:2018rwp-124.

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8. Does Pak-Rupee Exchange Rate Respond to Monetary Fundamentals? A Structural Analysis. (2018). Nawaz, Saima ; Khan, Muhammad.
   In: The Pakistan Development Review.
   RePEc:pid:journl:v:57:y:2018:i:2:p:175-202.

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9. Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut.
   In: Discussion Papers of DIW Berlin.
   RePEc:diw:diwwpp:dp1762.

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10. Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut.
    In: Lodz Economics Working Papers.
    RePEc:ann:wpaper:4/2018.

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1. Inequality and the Business Cycle: Evidence from U.S. survey data. (2019). Scharler, Johann ; Mayer, Eric ; Geiger, Martin.
   In: Working Papers.
   RePEc:inn:wpaper:2019-01.

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2. Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_7902.

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3. Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR. (2019). Pesaran, Mohammad ; Mohaddes, Kamiar ; Chudik, Alexander.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_7454.

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4. Bayesian identification of structural vector autoregression models. (2018). Khabibullin, Ramis ; Arefiev, Nikolay.
   In: Applied Econometrics.
   RePEc:ris:apltrx:0340.

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5. Bayesian Estimation of Fractionally Integrated Vector Autoregressions and an Application to Identified Technology Shocks. (2018). Doppelt, Ross ; O'Hara, Keith.
   In: 2018 Meeting Papers.
   RePEc:red:sed018:1212.

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6. The Transmission of Exogenous Commodity and Oil Prices shocks to Latin America - A Panel VAR approach. (2018). Pérez Forero, Fernando ; Gondo Mori, Rocio.
   In: Working Papers.
   RePEc:rbp:wpaper:2018-012.

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7. Oil and the economy: evolution not revolution. (2018). Yucel, Mine.
   In: Business Economics.
   RePEc:pal:buseco:v:53:y:2018:i:4:d:10.1057_s11369-018-0098-9.

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8. 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: NBER Working Papers.
   RePEc:nbr:nberwo:24597.

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9. How do consumers interpret the macroeconomic effects of oil price fluctuations? Evidence from U.S. survey data. (2018). Scharler, Johann ; Geiger, Martin.
   In: Working Papers.
   RePEc:inn:wpaper:2018-13.

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10. How do people interpret macroeconomic shocks? Evidence from U.S. survey data. (2018). Scharler, Johann ; Geiger, Martin.
    In: Working Papers.
    RePEc:inn:wpaper:2018-12.

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11. Unconventional U.S. Monetary Policy: New Tools, Same Channels?. (2018). Huber, Florian ; Feldkircher, Martin.
    In: JRFM.
    RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:71-:d:178738.

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12. Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?. (2018). Manera, Matteo ; Valenti, Daniele ; Sbuelz, Alessandro.
    In: Working Papers.
    RePEc:fem:femwpa:2018.03.

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13. Functional Approximation of Impulse Responses. (2018). Matthes, Christian ; Barnichon, Régis.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:99:y:2018:i:c:p:41-55.

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14. 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.
    RePEc:eee:moneco:v:100:y:2018:i:c:p:48-65.

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15. Partisan conflict, policy uncertainty and aggregate corporate cash holdings. (2018). Hankins, William ; Cheng, Chak Hung Jack ; Chiu, Ching-Wai (Jeremy) ; Jack, Chak Hung ; Stone, Anna-Leigh.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:58:y:2018:i:c:p:78-90.

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16. Regional pull vs global push factors: China and US influence on Asian financial markets. (2018). He, Dong ; Dong, Jinyue ; Wang, Honglin ; Shu, Chang.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:87:y:2018:i:c:p:112-132.

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17. Delta-method inference for a class of set-identified SVARs. (2018). Meier, Matthias ; Gafarov, Bulat ; Montiel, Jose Luis.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:203:y:2018:i:2:p:316-327.

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18. Pigouvian Cycles. (2018). Melosi, Leonardo ; Faccini, Renato.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13370.

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19. 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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20. Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR. (2018). Pesaran, Mohammad ; Mohaddes, Kamiar ; Chudik, Alexander.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1874.

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21. How do shocks to bank capital affect lending and growth?. (2018). Miettinen, Paavo ; Tolo, Eero.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2018_025.

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22. 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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23. Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model. (2018). Robinson, Tim ; pagan, adrian ; Liu, Xianglong.
    In: The Economic Record.
    RePEc:bla:ecorec:v:94:y:2018:i:307:p:349-371.

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24. Decomposing the U.S. Great Depression: How important were Loan Supply Shocks?. (2017). Scharler, Johann ; Breitenlechner, Max.
    In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
    RePEc:zbw:vfsc17:168208.

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25. Growth expectations, undue optimism, and short-run fluctuations. (2017). Müller, Gernot ; Kleemann, Michael ; Enders, Zeno ; Muller, Gernot J.
    In: Discussion Papers.
    RePEc:zbw:bubdps:112017.

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26. Fully Bayesian Analysis of SVAR Models under Zero and Sign Restrictions. (2017). Kocięcki, Andrzej ; Kocicki, Andrzej.
    In: MPRA Paper.
    RePEc:pra:mprapa:81094.

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27. Identification of SVAR Models by Combining Sign Restrictions With External Instruments. (2017). Braun, Robin ; Brüggemann, Ralf ; Bruggemann, Ralf.
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1707.

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28. Unconventional Monetary Policy Effects on Bank Lending in the Euro Area. (2017). Behrendt, Stefan.
    In: Jena Economics Research Papers.
    RePEc:jrp:jrpwrp:2017-002.

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29. Are supply shocks important for real exchange rates? A fresh view from the frequency-domain. (2017). Gehrke, Britta ; Yao, Fang.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:79:y:2017:i:c:p:99-114.

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30. If the Fed sneezes, who catches a cold?. (2017). Stracca, Livio ; Rivolta, Giulia ; Dedola, Luca.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:108:y:2017:i:s1:p:s23-s41.

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31. The macroeconomic impact of the ECBs expanded asset purchase programme (APP). (2017). Musso, Alberto ; Gambetti, Luca.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172075.

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32. If the Fed sneezes, who catches a cold?. (2017). Stracca, Livio ; Rivolta, Giulia ; Dedola, Luca.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172050.

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33. Low inflation and monetary policy in the euro area. (2017). Nobili, Andrea ; Neri, Stefano ; Conti, Antonio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172005.

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34. Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors. (2017). Smith, Ronald ; Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6785.

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35. Bayesian analysis of Hong Kongs housing price dynamics. (2017). Wong, Ken ; Wu, Tommy ; Cheng, Michael.
    In: Pacific Economic Review.
    RePEc:bla:pacecr:v:22:y:2017:i:3:p:312-331.

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36. Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors. (2017). Smith, Ronald ; Pesaran, Mohammad.
    In: BCAM Working Papers.
    RePEc:bbk:bbkcam:1707.

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37. MACROECONOMIC EFFECTS OF DISRUPTIONS IN GLOBAL FOOD COMMODITY MARKETS: EVIDENCE FOR THE UNITED STATES. (2016). Peersman, Gert ; De Winne, Jasmien.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:16/924.

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38. A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models. (2016). DiTraglia, Francis ; Garcia-Jimeno, Camilo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22621.

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39. Macroeconomic Shocks and Their Propagation. (2016). Ramey, Valerie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21978.

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40. Large Vector Autoregressions with Stochastic Volatility and Flexible Priors. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1617.

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41. Macroeconomic Shocks and Their Propagation. (2016). Ramey, V A.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-71.

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42. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Watson, M W ; Stock, J H.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-415.

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43. Monetary policy and exchange rates: Further evidence using a new method for implementing sign restrictions. (2016). Huh, Hyeon-seung ; Fisher, Lance A.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:49:y:2016:i:c:p:177-191.

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44. A topological view on the identification of structural vector autoregressions. (2016). Neusser, Klaus.
    In: Economics Letters.
    RePEc:eee:ecolet:v:144:y:2016:i:c:p:107-111.

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45. Macroeconomic Effects of Disruptions in Global Food Commodity Markets: Evidence for the United States. (2016). Peersman, Gert ; De Winne, Jasmien.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6193.

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46. Financial market volatility, macroeconomic fundamentals and investor sentiment. (2016). Stoja, Evarist ; Harris, Richard ; Chiu, Ching-Wai (Jeremy).
    In: Bank of England working papers.
    RePEc:boe:boeewp:0608.

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47. Macroeconomic Effects of Disruptions in Global Food Commodity Markets: Evidence for the United States. (2016). Peersman, Gert ; De Winne, Jasmien.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:47:y:2016:i:2016-02:p:183-286.

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48. Macroeconomic Effects of Disruptions in Global Food Commodity Markets: Evidence for the United States. (2016). de Winne, Jasmien.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:47:y:2016:i:2016-01:p:183-286.

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49. Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression. (2016). Lanne, Markku ; Luoto, Jani.
    In: CREATES Research Papers.
    RePEc:aah:create:2016-04.

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50. Gaussian Mixture Approximations of Impulse Responses and the Nonlinear Effects of Monetary Shocks. (2014). Matthes, Christian ; Barnichon, Régis.
    In: Working Paper.
    RePEc:fip:fedrwp:16-08.

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