Measurement errors and monetary policy : then and now
Year of publication: |
June 2017
|
---|---|
Authors: | Amir Ahmadi, Pooyan ; Matthes, Christian ; Wang, Mu-Chun |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 79.2017, p. 66-78
|
Subject: | Real-time data | Time-varying parameters | Stochastic volatility | Impulse responses | Geldpolitik | Monetary policy | Statistischer Fehler | Statistical error | Schock | Shock | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Stochastische Volatilität | Schätzung | Estimation | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
-
Large vector autoregressions with asymmetric priors
Carriero, Andrea, (2015)
-
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models
Arias, Jonas E., (2021)
-
Changing impact of shocks : a time-varying proxy SVAR approach
Mumtaz, Haroon, (2018)
- More ...
-
Drifts, Volatilities and Impulse Responses Over the Last Century
Amir Ahmadi, Pooyan, (2014)
-
Choosing prior hyperparameters : with applications to time-varying parameter models
Amir Ahmadi, Pooyan, (2020)
-
Drifts, Volatilities and Impulse Responses Over the Last Century
Amir Ahmadi, Pooyan, (2014)
- More ...