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Themes

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Discussion paper

DP19423 Network Competition in the Airline Industry: An Empirical Framework

  • Zhe Yuan
  • Panle Barwick

2 Sep 2024
  • Industrial Organization
  • C51
  • L13
  • L14
  • L93
Discussion paper

DP18837 Inference Based on Time-Varying SVARs Identified with Sign Restrictions

  • Jonas Arias
  • Juan Francisco Rubio-Ramírez
  • Minchul Shin
  • Daniel Waggoner

14 Feb 2024
  • Monetary Economics and Fluctuations
  • C11
  • C51
  • E52
  • E58
Discussion paper

DP18348 How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises

  • Lutz Kilian

4 Aug 2023
  • International Macroeconomics and Finance
  • C36
  • C51
  • E31
  • E32
  • E44
  • Q43
Discussion paper

DP18342 Misclassification in Linear-in-Means Models: Theory and Application to Peer Effects Estimation

  • Simone Balestra
  • Beatrix Eugster
  • Fanny Puljic

2 Aug 2023
  • Labour Economics
  • C18
  • C31
  • C51
  • I21
Discussion paper

DP18201 Jointly Estimating Macroeconomic News and Surprise Shocks

  • Lutz Kilian
  • Michael D. Plante
  • Alexander W. Richter

8 Jun 2023
  • International Macroeconomics and Finance
  • C32
  • C51
  • C61
  • E32
Discussion paper

DP18001 Some Inference Perils of Imposing a Taylor Rule

  • Paul Beaudry
  • Franck Portier
  • Andrew Preston

17 Mar 2023
  • Monetary Economics and Fluctuations
  • E31
  • E32
  • E47
  • C51
Discussion paper

DP17941 A two sample size estimator for large data sets

  • Martin O'Connell
  • Howard Smith
  • Oyvind Thomassen

27 Feb 2023
  • Industrial Organization
  • Public Economics
  • C20
  • C51
  • C55
Discussion paper

DP17743 Extending the Demand System Approach to Asset Pricing

  • Thomas Gehrig
  • Leopold Sögner

12 Dec 2022
  • Asset Pricing
  • C51
  • G11
  • G12
Discussion paper

DP17698 Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings

  • Lutz Kilian
  • Michael D. Plante
  • Alexander W. Richter

25 Nov 2022
  • International Macroeconomics and Finance
  • Monetary Economics and Fluctuations
  • C32
  • C51
  • E32
Discussion paper

DP17293 Bargaining and International Reference Pricing in the Pharmaceutical Industry

  • Pierre Dubois
  • Ashvin Gandhi
  • Shoshana Vasserman

10 May 2022
  • Industrial Organization
  • L22
  • I18
  • C51
Discussion paper

DP17292 Dynamic demand for differentiated products with fixed effects unobserved heterogeneity

  • Victor Aguirregabiria

9 May 2022
  • Industrial Organization
  • C23
  • C25
  • C51
  • D12
Discussion paper

DP17265 When do state-dependent local projections work?

  • Silvia Goncalves
  • Ana Maria Herrera
  • Lutz Kilian
  • Elena Pesavento

28 Apr 2022
  • International Macroeconomics and Finance
  • C22
  • C32
  • C51
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