Assessing Structural Vars

By Larry Christiano, Martin Eichenbaum, Robert J. Vigfusson. 2006

263 citations recorded by the source corpus.

Subfields: Control and Systems Engineering

View Paper: https://www.semanticscholar.org/paper/da031097e33502cbf94057142cd6ce8c44053bd7

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. T. Işcan
2. Jonas D. M. Fisher
3. Yun Li
4. Kuan Xu
5. Jesús Fernández-Villaverde
6. José-Víctor Ríos-Rull
7. V. Ramey

Citations in the corpus

• The Impact of Monetary Policy Shocks on Stock Prices: Evidence from Canada and the United States (2010, background): “Christiano, Eichenbaum, and Vigfusson (2006) argue that structural VARs with short-run restrictions yield remarkably sharp inference in the context response analysis with structural shocks.”
• The Dynamic Effects of Neutral and Investment‐Specific Technology Shocks (2006, background): “Cooley and Dwyer (1998), Erceg, Guerriera, and Gust (2004), and most recently Christiano et al. (2006) discuss situations in which long-run restrictions might yield misleading results.”
• Long Run Evidence on Money Growth and Inflation (2009, unknown): “Under this respect, however, the key problem is that–as discussed by Christiano, Eichenbaum, and Vigfusson (2006), and as we previously mention–given VARs' focus on fitting short-run dynamics, they should not, in general, be expected to be able to precisely estimate the spectral density matrix of…”