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Do monetary policy shocks affect financial uncertainty? A non-Gaussian proxy SVAR approach

• Authors : Crucil, Romain; Hambuckers, Julien; Maxand Simone

Subjects: Business & economic sciences; Macroeconomics & monetary economics; Finance

• Source: International Francqui Chair: Causal Inference in Macroeconomics, 08/05/2023

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Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach

• Authors : Mumtaz, Haroon; Petrova, Katerina

Subjects: Proxy VAR; ddc:330; time-varying parameters

• Source: Journal of Money, Credit and Banking. 55:635-654

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Three Essays on Econometric Identification

• Authors : Garchi Casal, Skander; Rodríguez Mendizábal, Hugo

Subjects: Morositat; Delinquency; Morosidad

• Source: TDX (Tesis Doctorals en Xarxa)

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The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach: A Proxy SVAR Approach

• Authors : Rangan Gupta; Wiehan Dul; Mark E. Wohar

Subjects: Proxy SVAR model; Monetary policy regimes; 8. Economic growth

• Source: Research in International Business and Finance. 58:101433

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The International Transmission of US Tax Shocks: A Proxy-SVAR Approach.

• Authors : Metelli, Luca¹ (AUTHOR); Natoli, Filippo¹ (AUTHOR)

• Source: IMF Economic Review. Jun2021, Vol. 69 Issue 2, p325-356. 32p.

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The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach

• Authors : Carriero A; Haroon Mumtaz; Kostantinos Theodoritis

Subjects: uncertainty shocks; ddc:330; proxy SVAR

• Source: Journal of Money, Credit and Banking. 47:1223-1238

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Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US

• Authors : Helmut Herwartz; Hannes Rohloff; Shu Wang ...

Subjects: ddc:330; proxy SVAR; 05 social sciences

• Source: Journal of Economic Dynamics and Control. 139:104457

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Uncertainty and its effects in a proxy SVAR framework

• Authors : MORI, LORENZO; FORNI MARIO

Subjects: Dipartimento di Economia "Marco Biagi"

• Source: https://morethesis.unimore.it/theses/available/etd-06272020-173459/.

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The impact of uncertainty shocks under measurement error: A proxy SVAR approach

• Authors : Carriero, Andrea; Mumtaz, Haroon; Theodoridis, Konstantinos

Subjects: ddc:330; C15; C32

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Re-visiting the Relationship Between Oil Prices and Monetary Policy

• Authors : Bjørnland, Hilde C.; Cross, Jamie L.; Hölz, Jonas

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