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Proxy Vector Autoregressions in a Data-rich Environment. (2021). Bruns, Martin.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:123:y:2021:i:c:s0165188920302141.

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Cited: 8

Citations received by this document

Cites: 43

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  1. How to construct monthly VAR proxies based on daily surprises in futures markets. (2024). Kilian, Lutz.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001581.

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  2. How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises. (2023). Kilian, Lutz.
    In: Working Papers.
    RePEc:fip:feddwp:96517.

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  3. Factor-Augmented Vector Autoregression with narrative identification. An application to monetary policy in the US. (2023). de Nora, Giorgia.
    In: Economics Letters.
    RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002264.

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  4. Robust Impulse Responses using External Instruments: the Role of Information. (2023). Mazzali, Marco ; Franconi, Alessandro ; Brignone, Davide.
    In: Papers.
    RePEc:arx:papers:2307.06145.

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  5. Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A.
    In: Papers.
    RePEc:arx:papers:2302.13066.

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  6. Factor Augmented Vector-Autoregression with narrative identification. An application to monetary policy in the US. (2021). de Nora, Giorgia.
    In: Working Papers.
    RePEc:qmw:qmwecw:934.

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  7. Monetary Policy and Firm Dynamics. (). rossi, lorenza ; mumtaz, haroon ; Fasani, Stefano.
    In: Review of Economic Dynamics.
    RePEc:red:issued:21-105.

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References

References cited by this document

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  14. The heterogeneous impact of monetary policy on the US labor market. (2020). Zoerner, Thomas ; Böck, Maximilian ; Zorner, Thomas O ; Bock, Maximilian ; Zens, Gregor.
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