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New Approaches to the Identification of Macroeconomic Models

Pubblicazioni

A Test for Kronecker Product Structure Covariance Matrix

Autori: Patrik Guggenberger, Frank Kleibergen, Sophocles Mavroeidis
Pubblicato in: Working Paper, Issue n/a, 2020, Page(s) n/a
Editore: n/a

Testing the effectiveness of unconventional monetarypolicy in Japan and the United States

Autori: Daisuke Ikeda, Shangshang Li, Sophocles Mavroeidis, Francesco Zanetti
Pubblicato in: Working Paper, Issue n/a, 2020, Page(s) n/a
Editore: n/a

A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity

Autori: Patrik Guggenberger, Frank Kleibergen, Sophocles Mavroeidis
Pubblicato in: Working Paper, Issue n/a, 2021, Page(s) n/a
Editore: n/a

Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables

Autori: Max-Sebastian Dovì
Pubblicato in: Working Paper, Issue n/a, 2021, Page(s) n/a
Editore: n/a

Identification at the Zero Lower Bound

Autori: Sophocles Mavroeidis
Pubblicato in: Working paper, Issue n/a, 2021, Page(s) n/a
Editore: n/a

A more powerful subvector Anderson Rubin test in linear instrumental variables regression

Autori: Patrik Guggenberger, Frank Kleibergen, Sophocles Mavroeidis
Pubblicato in: Quantitative Economics, Issue 10/2, 2019, Page(s) 487-526, ISSN 1759-7323
Editore: The Economic Society
DOI: 10.3982/qe1116

ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS

Autori: Guillaume Chevillon, Sophocles Mavroeidis, Zhaoguo Zhan
Pubblicato in: Econometric Theory, Issue 36/1, 2020, Page(s) 86-121, ISSN 0266-4666
Editore: Cambridge University Press
DOI: 10.1017/s0266466619000045

Empirical evidence on the Euler equation for consumption in the US

Autori: Guido Ascari, Leandro M. Magnusson, Sophocles Mavroeidis
Pubblicato in: Journal of Monetary Economics, Issue Published Online, 2019, ISSN 0304-3932
Editore: Elsevier BV
DOI: 10.1016/j.jmoneco.2019.12.004

Empirical evidence on the Euler equation for consumption in the US

Autori: Guido Ascari, Leandro M. Magnusson, Sophocles Mavroeidis
Pubblicato in: Journal of Monetary Economics, Issue 117, 2021, Page(s) 129-152, ISSN 0304-3932
Editore: Elsevier BV
DOI: 10.1016/j.jmoneco.2019.12.004

ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS

Autori: Guillaume Chevillon, Sophocles Mavroeidis, Zhaoguo Zhan
Pubblicato in: Econometric Theory, Issue 36/1, 2020, Page(s) 86-121, ISSN 0266-4666
Editore: Cambridge University Press
DOI: 10.1017/s0266466619000045

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