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~language:"eng"
~person:"Bouchaud, Jean-Philippe"
~person:"Gupta, Rangan"
~person:"Marjit, Sugata"
~subject:"Estimation"
~subject:"Theory"
~type:"book"
~type_genre:"Aufsatz in Zeitschrift"
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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-MS-VAR) model, and compare its in-sample and...
Persistent link: https://www.econbiz.de/10011554324
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Optimal inflation target : insights from an agent-based model
Bouchaud, Jean-Philippe
;
Gualdi, Stanislao
;
Tarzia, Marco
; …
-
2018
-inflation, deflation and “
business
cycles” between coexisting states are also found. The authors then introduce a Central Bank with a …
Persistent link: https://www.econbiz.de/10011806467
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