1. Locally robust inference for non-Gaussian linear simultaneous equations models. (2024). Mesters, Geert ; Lee, Adam.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003639.

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2. Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach. (2024). Hong, Yongmiao ; Linton, Oliver ; Wang, Shouyang ; Sun, Jiajing ; McCabe, Brendan.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003196.

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3. Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Herwartz, Helmut ; Trienens, Lasse.
   In: Discussion Papers of DIW Berlin.
   RePEc:diw:diwwpp:dp2100.

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4. How certain are we about the role of uncertainty in the economy?. (2024). Lange, Alexander ; Herwartz, Helmut.
   In: Economic Inquiry.
   RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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5. A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan.
   In: Papers.
   RePEc:arx:papers:2412.17598.

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6. Monetary policy and information shocks in a block-recursive SVAR. (2023). Seepe, Andre ; Hetzenecker, Stephan ; Keweloh, Sascha A.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000931.

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7. Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions. (2023). Sentana, Enrique ; Fiorentini, Gabriele.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:235:y:2023:i:2:p:643-665.

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8. Time series estimation of the dynamic effects of disaster-type shocks. (2023). Ng, Serena ; Davis, Richard.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:235:y:2023:i:1:p:180-201.

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9. Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362.

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10. Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A.
    In: Papers.
    RePEc:arx:papers:2303.13281.

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11. 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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12. Robust inference for non-Gaussian SVAR models. (2022). Mesters, Geert ; Lee, Adam ; Hoesch, Lukas.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1847.

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13. Non-independent components analysis. (2022). Zwiernik, Piotr ; Mesters, Geert.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1845.

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14. Robust Inference for Non-Gaussian SVAR models. (2022). Rott, Christina ; Huber, Stefanie ; Mesters, Geert ; Lee, Adam ; Hoesch, Lukas.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20220080.

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15. Calibration and Validation of Macroeconomic Simulation Models: A General Protocol by Causal Search. (2022). Pallante, Gianluca ; Moneta, Alessio ; Martinoli, Mario.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2022/33.

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16. Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach. (2022). Herwartz, Helmut.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:31:y:2022:i:1:d:10.1007_s10260-021-00564-8.

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17. How large is the economy-wide rebound effect in middle income countries? Evidence from Iran. (2022). Stern, David ; Bruns, Stephan B ; Jafari, Mahboubeh.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:193:y:2022:i:c:s0921800921003840.

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18. Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study. (2022). Pallante, Gianluca ; Moneta, Alessio.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002342.

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19. Specification tests for non-Gaussian structural vector autoregressions. (2022). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2022_2212.

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20. Data?driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?. (2022). Maxand, Simone ; Lange, Alexander ; Herwartz, Helmut.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:60:y:2022:i:2:p:668-693.

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21. Robust Inference for Non-Gaussian SVAR Models. (2022). Mesters, Geert ; Lee, Adam ; Hoesch, Lukas.
    In: Working Papers.
    RePEc:bge:wpaper:1367.

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22. Non-Independent Components Analysis. (2022). Zwiernik, Piotr ; Mesters, Geert.
    In: Working Papers.
    RePEc:bge:wpaper:1358.

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23. Towards Green Growth: Monitoring Progress and Investigating Its Determinants in South Asia. (2022). Nawaz, Sidra ; Awan, Asma.
    In: Journal of Economic Impact.
    RePEc:adx:journl:v:4:y:2022:i:3:p:252-264.

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24. Exchange rates, foreign currency exposure and sovereign risk. (2021). Herwartz, Helmut ; Bernoth, Kerstin.
    In: EconStor Open Access Articles and Book Chapters.
    RePEc:zbw:espost:276230.

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25. Sampling properties of color Independent Component Analysis. (2021). Shen, Haipeng ; Lee, Seonjoo ; Truong, Young.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:181:y:2021:i:c:s0047259x20302736.

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26. Exchange rates, foreign currency exposure and sovereign risk. (2021). Bernoth, Kerstin ; Herwartz, Helmut.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621001054.

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27. Estimating the economy-wide rebound effect using empirically identified structural vector autoregressions. (2021). Stern, David ; Moneta, Alessio ; Bruns, Stephan B.
    In: Energy Economics.
    RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000633.

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28. The threat of oil market turmoils to food price stability in Sub-Saharan Africa. (2021). Lange, Alexander ; Herwartz, Helmut ; Dalheimer, Bernhard.
    In: Energy Economics.
    RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320303698.

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29. Time Series Estimation of the Dynamic Effects of Disaster-Type Shock. (2021). Ng, Serena ; Davis, Richard.
    In: Papers.
    RePEc:arx:papers:2107.06663.

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30. Proxy SVAR identification of monetary policy shocks: MonteCarlo evidence and insights for the US. (2020). Rohloff, Hannes ; Herwartz, Helmut ; Wang, Shu.
    In: Center for European, Governance and Economic Development Research Discussion Papers.
    RePEc:zbw:cegedp:404.

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31. Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study. (2020). Pallante, Gianluca ; Moneta, Alessio.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2020/24.

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32. Nonlinear functional canonical correlation analysis via distance covariance. (2020). Li, Rui ; Zhu, Hanbing ; Lian, Heng ; Zhang, Riquan.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:180:y:2020:i:c:s0047259x20302438.

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33. How large is the economy-wide rebound effect?. (2020). Stern, David.
    In: Energy Policy.
    RePEc:eee:enepol:v:147:y:2020:i:c:s0301421520305863.

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34. Identification of independent structural shocks in the presence of multiple Gaussian components. (2020). Maxand, Simone.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:16:y:2020:i:c:p:55-68.

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35. Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions. (2020). Sentana, Enrique ; Fiorentini, Gabriele.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15411.

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36. Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions. (2020). Sentana, Enrique ; Fiorentini, Gabriele.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2020_2023.

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37. Statistical identification in SVARs - Monte Carlo experiments and a comparative assessment of the role of economic uncertainties for the US business cycle. (2019). Maxand, Simone ; Lange, Alexander ; Herwartz, Helmut.
    In: Center for European, Governance and Economic Development Research Discussion Papers.
    RePEc:zbw:cegedp:375.

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38. Estimating the Economy-Wide Rebound Effect Using Empirically Identified Structural Vector Autoregressions. (2019). Stern, David ; Moneta, Alessio ; Bruns, Stephan B.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2019/27.

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39. Exchange Rates, Foreign Currency Exposure and Sovereign Risk. (2019). Bernoth, Kerstin ; Herwartz, Helmut.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1792.

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40. Lean against the wind or float with the storm? Revisiting the monetary policy asset price nexus by means of a novel statistical identification approach. (2018). Rohloff, Hannes ; Maxand, Simone ; Herwartz, Helmut.
    In: Center for European, Governance and Economic Development Research Discussion Papers.
    RePEc:zbw:cegedp:354.

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41. Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics. (2018). Jin, ZE ; Matteson, David S.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:168:y:2018:i:c:p:304-322.

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