| Has the Information Channel of Monetary Policy Disappeared?: Revisiting the Empirical Evidence L Hoesch, B Rossi, T Sekhposyan Federal Reserve Bank of San Francisco, 2020 | 64 | 2020 |
| Locally robust inference for non‐Gaussian SVAR models L Hoesch, A Lee, G Mesters Quantitative Economics 15 (2), 523-570, 2024 | 5 | 2024 |
| Robust inference for non-Gaussian SVAR models L Hoesch, A Lee, G Mesters Tinbergen Institute Discussion Paper, 2022 | 3 | 2022 |
| Supplement to ‘Locally robust inference for non-Gaussian SVAR models’ L Hoesch, A Lee, G Mesters Quantitative Economics Supplemental Material 15, 2024 | 2 | 2024 |
| Locally robust inference for non-Gaussian SVAR models A Lee, G Mesters, L Hoesch Econometric Society, 2024 | | 2024 |
| Robust Inference in Structural VAR Models identified by Non-Gaussianity L Hoesch, A Lee, G Mesters | | 2022 |
| Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence T Sekhposyan, L Hoesch, B Rossi 2002, 2020 | | 2020 |
| VU Research Portal L Hoesch, B Rossi, T Sekhposyan | | |
| Supplementary Material for: Locally Robust Inference for Non-Gaussian SVAR models L Hoesch, A Lee, G Mesters | | |
| Specification Tests Robust to Multiple Instabilities L Hoesch | | |
Tatevik SekhposyanTexas A&M UniversityVerified email at tamu.edu
