-
Identifying oil price shocks with global, developed, and emerging latent real...
This is the replication package for the empirical results in "Identifying oil price shocks with global, developed, and emerging latent real economy activity factors" by Antoine... -
Identifying exchange rate effects and spillovers of U.S. monetary policy shoc...
We propose a novel econometric approach to estimating time-varying policy effects using external instruments in the presence of time-varying instrument relevance in a...
