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1. Inference in mixed causal and noncausal models with generalized Student’s t-distributions. (2025). Hecq, Alain ; Giancaterini, Francesco.
   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.
   RePEc:arx:papers:2501.03945.

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3. Evidence of non-fundamentalness in OECD capital stocks. (2024). Lobato, Ignacio N ; Aguirre, Antonio.
   In: Empirical Economics.
   RePEc:spr:empeco:v:67:y:2024:i:2:d:10.1007_s00181-024-02564-5.

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4. Imperfect Information and Hidden Dynamics. (2023). wright, stephen ; Pearlman, Joseph ; Levine, Paul ; Yang, BO.
   In: School of Economics Discussion Papers.
   RePEc:sur:surrec:1223.

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5. Quantile Autoregression-based Non-causality Testing. (2023). Jin, Weifeng.
   In: Papers.
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6. Government spending news and surprise shocks: It’s the timing and persistence. (2022). Kim, Soyoung ; Kang, Ji Hye.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:73:y:2022:i:c:s016407042200043x.

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7. Do energy efficiency improvements reduce energy use? Empirical evidence on the economy-wide rebound effect in Europe and the United States. (2022). Stern, David ; Moneta, Alessio ; Bruns, Stephan ; Berner, Anne.
   In: Energy Economics.
   RePEc:eee:eneeco:v:110:y:2022:i:c:s014098832200113x.

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8. Inference in mixed causal and noncausal models with generalized Students t-distributions. (2022). Hecq, Alain ; Giancaterini, Francesco.
   In: Papers.
   RePEc:arx:papers:2012.01888.

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9. Spectral decomposition of the information about latent variables in dynamic macroeconomic models. (2021). Iskrev, Nikolay.
   In: Working Papers.
   RePEc:ptu:wpaper:w202105.

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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.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002001.

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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.
    In: Working Papers.
    RePEc:bol:bodewp:wp1160.

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12. Common Components Structural VARs. (2020). Lippi, Marco ; Gambetti, Luca ; Forni, Mario ; Sala, Luca.
    In: Center for Economic Research (RECent).
    RePEc:mod:recent:147.

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13. Common Component Structural VARs. (2020). Lippi, Marco ; Gambetti, Luca ; Forni, Mario ; Sala, Luca.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15529.

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14. On the sources of information about latent variables in DSGE models. (2019). Iskrev, Nikolay.
    In: European Economic Review.
    RePEc:eee:eecrev:v:119:y:2019:i:c:p:318-332.

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15. Identification of Noncausal Models by Quantile Autoregressions. (2019). Hecq, Alain ; Sun, LI.
    In: Papers.
    RePEc:arx:papers:1904.05952.

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16. The Impact of Credit Booms and Economic Policy on Labour Productivity: A Sectoral Analysis. (2018). Pfeifer, Lukáš ; Hodula, Martin.
    In: ACTA VSFS.
    RePEc:prf:journl:v:12:y:2018:i:1:p:10-42.

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17. Misspecification of noncausal order in autoregressive processes. (2018). Jasiak, Joann ; gourieroux, christian.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:205:y:2018:i:1:p:226-248.

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18. Efficiency improvements for minimum distance estimation of causal and invertible ARMA models. (2018). Velasco, Carlos ; Lobato, Ignacio N.
    In: Economics Letters.
    RePEc:eee:ecolet:v:162:y:2018:i:c:p:150-152.

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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).
    RePEc:wrk:warwec:1138.

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20. Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia.
    In: MPRA Paper.
    RePEc:pra:mprapa:82914.

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21. Residual-based diagnostic tests for noninvertible ARMA models. (2017). Nyholm, Juho.
    In: MPRA Paper.
    RePEc:pra:mprapa:81033.

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22. Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors. (2017). Telg, Sean ; Issler, João ; Hecq, Alain.
    In: MPRA Paper.
    RePEc:pra:mprapa:80767.

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23. Size Effects of Fiscal Policy and Business Confidence in the Euro Area. (2017). Savva, Christos ; Michail, Nektarios ; Koursaros, Demetris.
    In: IJFS.
    RePEc:gam:jijfss:v:5:y:2017:i:4:p:26-:d:118051.

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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.
    RePEc:eee:jmacro:v:53:y:2017:i:c:p:57-70.

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26. Noncausality and the commodity currency hypothesis. (2017). Nyberg, Henri ; Lof, Matthijs.
    In: Energy Economics.
    RePEc:eee:eneeco:v:65:y:2017:i:c:p:424-433.

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27. Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif.
    In: Economic Research Papers.
    RePEc:ags:uwarer:269308.

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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.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161967.

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30. Measuring Nonfundamentalness for Structural VARs. (2016). Soccorsi, Stefano.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/222962.

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31. Identification of Mixed Causal-Noncausal Models : How Fat Should We Go?. (2015). Telg, Sean ; Lieb, Lenard ; Hecq, Alain.
    In: Research Memorandum.
    RePEc:unm:umagsb:2015035.

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32. Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?. (2015). Sorge, Marco ; Fanelli, Luca.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:402.

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33. Are the shocks obtained from SVAR fundamental?. (2015). Hamidi Sahneh, Mehdi.
    In: MPRA Paper.
    RePEc:pra:mprapa:65126.

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34. Technological Standardization, Endogenous Productivity and Transitory Dynamics. (2014). Schmidt, Julia ; Baron, J..
    In: Working papers.
    RePEc:bfr:banfra:503.

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35. On the Fundamentalness of Nonfundamentalness in DSGE Models. (2013). Sorge, Marco.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:340.

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36. Essays on Expectations and the Econometrics of Asset Pricing. (2013). Lof, Matthijs.
    In: MPRA Paper.
    RePEc:pra:mprapa:59064.

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37. The relationship between DSGE and VAR models. (2013). Giacomini, Raffaella.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:21/13.

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38. The common component of firm growth. (2013). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:26:y:2013:i:c:p:73-82.

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39. NONCAUSAL VECTOR AUTOREGRESSION. (2013). Saikkonen, Pentti ; Lanne, Markku.
    In: Econometric Theory.
    RePEc:cup:etheor:v:29:y:2013:i:03:p:447-481_00.

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40. Noncausality and asset pricing. (2013). Lof, Matthijs.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:17:y:2013:i:2:p:211-220:n:6.

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41. Causal Inference by Independent Component Analysis: Theory and Applications. (2013). Moneta, Alessio ; Coad, Alex ; Hoyer, Patrik O. ; Entner, Doris.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:75:y:2013:i:5:p:705-730.

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42. The relationship between DSGE and VAR models. (2013). Giacomini, Raffaella.
    In: CeMMAP working papers.
    RePEc:azt:cemmap:21/13.

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43. Government Spending Reloaded: Fundamentalness and Heterogeneity in Fiscal SVARs. (2012). Ricco, Giovanni ; Ellahie, Atif.
    In: MPRA Paper.
    RePEc:pra:mprapa:42105.

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44. A monetáris politika hatása a magyar gazdaságra. Elemzés strukturális, dinamikus faktormodellel. (2012). Pellényi, Gábor ; Pellenyi, Gabor .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1296.

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45. Identifying News Shocks from SVARs. (2012). Jidoud, Ahmat ; Fève, Patrick ; Feve, Patrick.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:4:p:919-932.

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46. Noncausality and Asset Pricing. (2011). Lof, Matthijs.
    In: MPRA Paper.
    RePEc:pra:mprapa:30519.

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