What Caused the Early Millennium Slowdown? Evidence Based on Vector Autoregressions

By G. Peersman. 2005

415 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/6736c5fa2c3126a29ea9bcc9f259bdc1a221724e

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Citations in the corpus

Oil and the Euro Area Economy (2009, methodology): “Peersman (2005) shows how to generate all possible decompositions.”
Identification of Financial Factors in Economic Fluctuations (2019, neutral): “…cf. Rigobon and Sack (2003) and Bjørnland and Leitemo (2010).3 This leads us to rely on a mapping from the reduced form innovations to the structural innovations that is based on sign restrictions (cf. Faust, 1998, Canova and De Nicolo’, 2002, Peersman, 2005, Uhlig, 2005, and Fry and Pagan, 2011).”
U.S. Evolving Macroeconomic Dynamics: A Structural Investigation (2007, methodology): “As we previously discussed, the SVAR-based results of Stock and Watson (2002), Primiceri (2005), Sims and Zha (2006), and Canova and his co-authors suggest–in line with the present work–that plain good luck is the key reason for the transition from the Great Inflation to the Great Moderation in the ”
Time-Varying Effects of Oil Supply Shocks on the US Economy (2008, positive): “Elaborating on work by Faust (1998), Canova and De Nicoló (2002), Uhlig (2005), Peersman (2005), Peersman and Straub (2005) and Benati and Mumtaz (2007), we propose to use sign restrictions on the estimated time-varying impulse responses to identify structural oil supply shocks.”
Loan Supply Shocks During the Financial Crisis: Evidence for the Euro Area (2012, background): “Following Uhlig (2005), Canova and de Nicolo (2002) and Peersman (2005), we identify the loan supply shocks by imposing sign restrictions.”
The effectiveness of unconventional monetary policy at the zero lower bound : a cross-country analysis (2014, methodology): “See Fry and Pagan (2007) for issues related to mixing multiple models when using sign restrictions, and Peersman (2005) for a detailed explanation of the method.”
Exchange Rate Pass-Through: Evidence Based on Vector Autoregression with Sign Restrictions (2011, neutral): “Furthermore, Peersman (2004) finds impulse responses based on traditional zero restrictions can be considered as a single solution of a whole distribution of possible responses that are consistent with the imposed sign constraints.”
Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011, critical): “Examples are Uhlig (2005) and Peersman (2005), where Bayesian methods are applied to estimate the summative model, but it does not help to understand the model identification issue by confusing these two sources of variation.”
Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area (2011, neutral): “For details, I refer to Peersman (2005) or Uhlig (2005).”
Business Cycle Transmission from the US to Germany: A Structural Factor Approach (2007, positive): “Following Peersman (2005), we use a relatively agnostic identification approach and impose shortrun sign restrictions on impulse responses of key US variables to identify a US supply shock and a US demand shock.”
Macroeconomic Fluctuations and Firm Entry: Theory and Evidence (2006, methodology): “In the following, we brie y outline the estimation method of Peersman (2005); more details can be found in that paper.”