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~isPartOf:"Economics Discussion Papers"
~language:"eng"
~person:"Aiginger, Karl"
~person:"Bouchaud, Jean-Philippe"
~person:"Gupta, Rangan"
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Aiginger, Karl
Bouchaud, Jean-Philippe
Gupta, Rangan
Cincotti, Silvano
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Optimal inflation target: Insights from an agentbased model
Bouchaud, Jean-Philippe
;
Gualdi, Stanislao
;
Tarzia, Marco
; …
-
2017
. Hyper-inflation, stagflation, deflation and
business
cycles are also possible. The authors then introduce a Central Bank …
Persistent link: https://www.econbiz.de/10011725201
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2
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach
Balcilar, Mehmet
;
Gupta, Rangan
;
Segnon, Mawuli
-
2016
This paper analyzes the performance of the monthly economic policy uncertainty (EPU) index in predicting recessionary regimes of the (quarterly) U.S. GDP. In this regard, the authors apply a mixed-frequency Markov-switching vector autoregressive (MF-MSVAR) model, and compare its in-sample and...
Persistent link: https://www.econbiz.de/10011443622
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3
The Great Recession versus the Great Depression: stylized facts on siblings that were given different foster parents
Aiginger, Karl
-
2010
This paper compares the depth of the Recent Crisis and the Great Depression. We use a new data set to compare the drop in activity in the industrialized countries for seven activity indicators. This is done under the assumption that the Recent Crisis leveled off in mid-2009 for production and...
Persistent link: https://www.econbiz.de/10010299944
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