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   RePEc:bla:manchs:v:90:y:2022:i:6:p:715-729.

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2. Stabilizing Taylor rules and determinacy under unit root supply shocks: A re-examination. (2021). Sorge, Marco.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000227.

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3. Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco ; Angelini, Giovanni.
   In: Working Papers.
   RePEc:bol:bodewp:wp1160.

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4. Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models. (2020). Sorge, Marco.
   In: Decisions in Economics and Finance.
   RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00269-4.

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5. Bayesian forecast combination in VAR-DSGE models. (2019). Li, Xue ; Chin, Kuo-Hsuan.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:59:y:2019:i:c:p:278-298.

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   In: Econometrics and Statistics.
   RePEc:eee:ecosta:v:33:y:2025:i:c:p:1-12.

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2. Sequential Monte Carlo for Noncausal Processes. (2025). Cubadda, Gianluca ; Grassi, Stefano ; Giancaterini, Francesco.
   In: Papers.
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3. Evidence of non-fundamentalness in OECD capital stocks. (2024). Lobato, Ignacio N ; Aguirre, Antonio.
   In: Empirical Economics.
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   In: School of Economics Discussion Papers.
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5. Quantile Autoregression-based Non-causality Testing. (2023). Jin, Weifeng.
   In: Papers.
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   In: Papers.
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   In: Working Papers.
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10. Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco ; Angelini, Giovanni.
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11. Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco ; Angelini, Giovanni.
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    In: Center for Economic Research (RECent).
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13. Common Component Structural VARs. (2020). Lippi, Marco ; Gambetti, Luca ; Forni, Mario ; Sala, Luca.
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14. On the sources of information about latent variables in DSGE models. (2019). Iskrev, Nikolay.
    In: European Economic Review.
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19. Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif.
    In: The Warwick Economics Research Paper Series (TWERPS).
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20. Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia.
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21. Residual-based diagnostic tests for noninvertible ARMA models. (2017). Nyholm, Juho.
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22. Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors. (2017). Telg, Sean ; Issler, João ; Hecq, Alain.
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23. Size Effects of Fiscal Policy and Business Confidence in the Euro Area. (2017). Savva, Christos ; Michail, Nektarios ; Koursaros, Demetris.
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24. Government purchases reloaded: Informational insufficiency and heterogeneity in fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:90:y:2017:i:c:p:13-27.

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25. Indeterminate forecast accuracy under indeterminacy. (2017). Sorge, Marco ; Fanelli, Luca.
    In: Journal of Macroeconomics.
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26. Noncausality and the commodity currency hypothesis. (2017). Nyberg, Henri ; Lof, Matthijs.
    In: Energy Economics.
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27. Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif.
    In: Economic Research Papers.
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28. Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?. (2016). Telg, Sean ; Lieb, Lenard ; Hecq, Alain.
    In: MPRA Paper.
    RePEc:pra:mprapa:74922.

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29. The response of asset prices to monetary policy shocks: stronger than thought. (2016). Kerssenfischer, Mark ; Alessi, Lucia.
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30. Measuring Nonfundamentalness for Structural VARs. (2016). Soccorsi, Stefano.
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31. Identification of Mixed Causal-Noncausal Models : How Fat Should We Go?. (2015). Telg, Sean ; Lieb, Lenard ; Hecq, Alain.
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32. Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?. (2015). Sorge, Marco ; Fanelli, Luca.
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33. Are the shocks obtained from SVAR fundamental?. (2015). Hamidi Sahneh, Mehdi.
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34. Technological Standardization, Endogenous Productivity and Transitory Dynamics. (2014). Schmidt, Julia ; Baron, J..
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35. On the Fundamentalness of Nonfundamentalness in DSGE Models. (2013). Sorge, Marco.
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36. Essays on Expectations and the Econometrics of Asset Pricing. (2013). Lof, Matthijs.
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37. The relationship between DSGE and VAR models. (2013). Giacomini, Raffaella.
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39. NONCAUSAL VECTOR AUTOREGRESSION. (2013). Saikkonen, Pentti ; Lanne, Markku.
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40. Noncausality and asset pricing. (2013). Lof, Matthijs.
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41. Causal Inference by Independent Component Analysis: Theory and Applications. (2013). Moneta, Alessio ; Coad, Alex ; Hoyer, Patrik O. ; Entner, Doris.
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42. The relationship between DSGE and VAR models. (2013). Giacomini, Raffaella.
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43. Government Spending Reloaded: Fundamentalness and Heterogeneity in Fiscal SVARs. (2012). Ricco, Giovanni ; Ellahie, Atif.
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46. Noncausality and Asset Pricing. (2011). Lof, Matthijs.
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