Measuring the Effects of a Shock to Monetary Policy - Humboldt ...

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Bayesian FAVARs with Agnostic Identification 67 [40] Kose, Ayhan, Christopher Otrok and Charles H. Whiteman (2003) ”Understanding the Evolution of World Business Cycles”; Unpublished paper [41] Krause, Andreas (1994), ”Computerinsive Statistische Methoden: Gibbs Sampling in Regressionsmodellen.”; Gustav Fischer Verlag [42] Leeper, Eric, Christopher Sims, and Tao Zha, (1996) ”What does Monetary Policy Do?”; Brookings Papers on Economic Activity 2, 1-63 [43] Lütkepohl, Helmut (1993), ”Introduction to Multiple Time Series Analysis”; Springer Verlag [44] Mountford, Andrew and Harald Uhlig (2005), ”What are the effects of fiscal policy shocks?”; draft, Humboldt University [45] Maćkowiak, Bartosz (2004), ”Notes on Gibbs sampling and dynamic factor models”; Humboldt University Berlin [46] Quah, D. and T. J. Sargent (1993), ( ”A Dynamic Index Model for Large Cross Sections”); in J. H. Stock and M. W. Watson, eds., Business Cycles, Indicators, and Forecasting (University of Chicago Press for the NBER, Chicago) CH.7 [47] Sims, Christopher (1980), ”Macroeconomics and Reality”, Econometrica, vol. 48, pp. 1-48 [48] Sims, Christopher (1986), ”Are Forecasting Models Usable for Policy Analysis”, Min- neapolis Federal Reserve Bank Quarterly Review, Winter 1986, pp. 2-16 [49] Sims, Christopher (1992), ”Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy”, European Economic Review, vol. 36, pp. 975-1011 [50] Sims, Christopher and Uhlig Harald (1991) ”Understanding unit rooters: a helicopter tour”, Econometrica, vol. 59, pp. 1591-1600
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