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1. Arias, Jonas, Juan Rubio-Ramírez, and Daniel Waggoner. 2021. Inference in Bayesian Proxy-SVARs. Journal of Econometrics 225: 88–106.

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4. Bauer, Michael, and Eric Swanson. 2023b. A reassessment of monetary policy surprises and high-frequency identification. NBER Macroeconomics Annual 37: 87–155.

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10. Debortoli, Davide, Jordi Galí, and Luca Gambetti. 2020. On the empirical (Ir)relevance of the zero lower bound constraint. NBER Macroeconomics Annual 34: 141–170.

11. Eberly, Janice, James Stock, and Jonathan Wright. 2020. The federal reserve’s current framework for monetary policy: A review and assessment. International Journal of Central Banking 16: 5–71.

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13. Faust, Jon, John Rogers, Eric Swanson, and Jonathan Wright. 2003. Identifying the effects of monetary policy shocks on exchange rates using high-frequency data. Journal of the European Economic Association 1: 1031–1057.

14. Gagnon, Joseph, Matthew Raskin, Julie Remache, and Brian Sack. 2011. The financial market effects of the federal reserve’s large-scale asset purchases. International Journal of Central Banking 7: 3–43.
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19. Gürkaynak, Refet, Brian Sack, and Eric Swanson. 2005. The sensitivity of long-term interest rates to economic news: Evidence and implications for macroeconomic models. American Economic Review 95: 425–436.

20. Karnaukh, Nina, and Petra Vokata. 2022. Growth foreccasts and news about monetary policy. Journal of Financial Economics 146: 55–70.

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22. Kuttner, Kenneth. 2001. Monetary policy surprises and interest rates: Evidence from the fed funds futures market. Journal of Monetary Economics 47: 523–544.

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1. Trend inflation and structural shocks. (2025). Mendieta-Muñoz, Ivan ; Fu, Bowen ; Mendieta-Munoz, Ivan.
   In: EconStor Preprints.
   RePEc:zbw:esprep:308793.

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2. Trend inflation and structural shocks. (2025). Fu, Bowen ; Mendieta-Muaoz, Ivan.
   In: Working Paper Series, Department of Economics, University of Utah.
   RePEc:uta:papers:2025-01.

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3. Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin.
   In: University of East Anglia School of Economics Working Paper Series.
   RePEc:uea:ueaeco:2025-01.

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4. The credit channel of the sovereign spread: A Bayesian SVAR analysis. (2025). Rivolta, Giulia ; Missale, Alessandro ; Cafiso, Gianluca.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003419.

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5. Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin.
   In: Discussion Papers of DIW Berlin.
   RePEc:diw:diwwpp:dp2108.

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6. Relative monetary policy and exchange rates. (2024). Karau, Sren.
   In: Discussion Papers.
   RePEc:zbw:bubdps:305278.

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7. Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis. (2024). McNeil, James ; Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut.
   In: University of East Anglia School of Economics Working Paper Series.
   RePEc:uea:ueaeco:2024-05.

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8. An Empirical Inquiry into the Distributional Consequences of Energy Price Shocks. (2024). Fierro, Luca ; Martinoli, Mario.
   In: LEM Papers Series.
   RePEc:ssa:lemwps:2024/30.

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9. The Macroeconomic Effects of the Federal Reserve’s Conventional and Unconventional Monetary Policies. (2024). Swanson, Eric T.
   In: IMF Economic Review.
   RePEc:pal:imfecr:v:72:y:2024:i:3:d:10.1057_s41308-024-00250-1.

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10. The Fiscal Channel of Monetary Policy. (2024). Breitenlechner, Max ; Klein, Mathias ; Geiger, Martin.
    In: Working Papers.
    RePEc:inn:wpaper:2024-07.

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11. Global risk and the dollar. (2024). Müller, Gernot ; Georgiadis, Georgios ; Muller, Gernot J ; Schumann, Ben.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000023.

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12. Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:144:y:2024:i:c:s0304393223001630.

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13. The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert.
    In: European Economic Review.
    RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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14. Large Bayesian SVARs with linear restrictions. (2024). Hou, Chenghan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001957.

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15. An identification and testing strategy for proxy-SVARs with weak proxies. (2024). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003202.

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16. How to construct monthly VAR proxies based on daily surprises in futures markets. (2024). Kilian, Lutz.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001581.

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17. Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies. (2024). Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000290.

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18. Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis. (2024). McNeil, James ; Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp2095.

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19. Friend, Not Foe - Energy Prices and European Monetary Policy. (2024). Kriwoluzky, Alexander ; Ider, Gokhan ; Kurcz, Frederik ; Schumann, Ben.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp2089.

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20. Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1448_24.

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21. The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas.
    In: Papers.
    RePEc:arx:papers:2410.05741.

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22. Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan.
    In: Papers.
    RePEc:arx:papers:2302.13066.

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23. The importance of credit demand for business cycle dynamics. (2023). von Schweinitz, Gregor.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:281058.

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24. Testing for Strong Exogeneity in Proxy-VARS. (2023). Bruns, Martin ; Keweloh, Sascha A.
    In: University of East Anglia School of Economics Working Paper Series.
    RePEc:uea:ueaeco:2023-07.

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25. How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises. (2023). Kilian, Lutz.
    In: Working Papers.
    RePEc:fip:feddwp:96517.

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26. Spillback effects of US unconventional monetary policy. (2023). Tang, Yanling ; Yang, Yang ; Cheng, Kai.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000569.

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27. Dollar Trinity and the Global Financial Cycle. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp2058.

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28. Global Risk and the Dollar. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp2057.

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29. The Energy-Price Channel of (European) Monetary Policy. (2023). Kriwoluzky, Alexander ; Ider, Gokhan ; Kurcz, Frederik ; Schumann, Ben.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp2033.

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30. Announcement and implementation effects of central bank asset purchases. (2023). Conti, Antonio ; Bernardini, Marco.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1435_23.

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31. Identifying Structural Shocks to Volatility through a Proxy-MGARCH Model. (2022). Fengler, Matthias ; Polivka, Jeanine.
    In: VfS Annual Conference 2022 (Basel): Big Data in Economics.
    RePEc:zbw:vfsc22:264010.

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32. Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies. (2022). Lütkepohl, Helmut ; Bruns, Martin ; Luetkepohl, Helmut.
    In: University of East Anglia School of Economics Working Paper Series.
    RePEc:uea:ueaeco:2022-02.

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33. Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions. (2022). Read, Matthew.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2022-09.

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34. What goes around comes around: How large are spillbacks from US monetary policy?. (2022). Georgiadis, Georgios ; Breitenlechner, Max ; Schumann, Ben.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:131:y:2022:i:c:p:45-60.

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35. Forward guidance matters: Disentangling monetary policy shocks. (2022). Ferreira, Leonardo.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:73:y:2022:i:c:s0164070422000246.

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36. Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US. (2022). Wang, Shu ; Herwartz, Helmut ; Rohloff, Hannes.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001622.

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37. Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies. (2022). Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp2005.

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38. The effects of the ECBs pandemic-related monetary policy measures. (2021). Nelimarkka, Jaakko ; Laine, Olli-Matti.
    In: BoF Economics Review.
    RePEc:zbw:bofecr:42021.

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39. Monetary policy shocks over the business cycle: Extending the Smooth Transition framework. (2021). Bruns, Martin ; Piffer, Michele.
    In: University of East Anglia School of Economics Working Paper Series.
    RePEc:uea:ueaeco:2021-07.

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40. A note on global identi?cation in structural vector autoregressions. (2021). Bacchiocchi, Emanuele ; Kitagawa, Toru.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:03/21.

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41. A note on global identification in structural vector autoregressions. (2021). Bacchiocchi, Emanuele ; Kitagawa, Toru.
    In: Papers.
    RePEc:arx:papers:2102.04048.

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