Are quantitative easing effects transitory? : evidence from out-of-sample forecasts
Year of publication: |
2022
|
---|---|
Authors: | Kirikos, Dimitris G. |
Published in: |
Journal of financial economic policy. - Bradford : Emerald, ISSN 1757-6393, ZDB-ID 2501029-3. - Vol. 14.2022, 6, p. 811-822
|
Subject: | Markov switching regimes | Out-of-sample forecasts | Quantitative easing | Random walk | Vector autoregression | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Schätzung | Estimation | Markov-Kette | Markov chain | Geldpolitik | Monetary policy | Quantitative Lockerung | Random Walk | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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