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~person:"Benati, Luca"
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time-varying parameters
15
Bayesian VARs
10
stochastic volatility
10
frequency domain
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Great Inflation
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7
VAR-Modell
6
identified VARs
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Benati, Luca
Gupta, Rangan
86
Koopman, Siem Jan
72
Lucas, André
54
Afonso, António
42
Koop, Gary
40
Balcilar, Mehmet
34
Korobilis, Dimitris
32
Blasques, Francisco
27
Marcellino, Massimiliano
27
Su, Chi-Wei
27
Huber, Florian
26
McAleer, Michael
26
Schlicht, Ekkehart
25
Teräsvirta, Timo
25
Kapetanios, George
23
Tavlas, George S.
23
Gambetti, Luca
22
Jalles, João Tovar
22
Mumtaz, Haroon
22
Sarferaz, Samad
21
Beckmann, Joscha
20
Gao, Jiti
19
Miller, Stephen M.
19
Belke, Ansgar
18
Aye, Goodness C.
17
Karlsson, Sune
17
Schaumburg, Julia
17
Strachan, Rodney W.
17
Österholm, Pär
17
Giraitis, Liudas
16
Guesmi, Khaled
16
Sosvilla-Rivero, Simón
16
Caporale, Guglielmo Maria
15
Dijk, Herman K. van
15
Darvas, Zsolt
14
Filis, George
14
Franta, Michal
14
Hall, Stephen G.
14
Hammoudeh, Shawkat
14
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8
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1
Long-run evidence on the quantity theory of money
Benati, Luca
-
2021
of money growth and inflation produced by
time-varying
parameters VARs has been near-uniformly one-for-one for all …
Persistent link: https://www.econbiz.de/10012625340
Saved in:
2
Long-run evidence on the quantity theory of money
Benati, Luca
-
2021
of money growth and inflation produced by
time-varying
parameters VARs has been near-uniformly one-for-one for all …
Persistent link: https://www.econbiz.de/10012597092
Saved in:
3
Unconventional monetary policy and the great recession - Estimating the impact of a compression in the yield spread at the zero lower bound
Baumeister, Christiane
;
Benati, Luca
-
European Central Bank
-
2010
Recession of 2007-2009 via a Bayesian
time-varying
parameter structural VAR. We identify a ‘pure’ spread shock which, leaving …
Persistent link: https://www.econbiz.de/10008679925
Saved in:
4
Evolving Phillips trade-off
Benati, Luca
-
2010
Bayesian
time-varying
parameters structural VAR. The Great Inflation episode appears as historically unique along several …
Persistent link: https://www.econbiz.de/10011605222
Saved in:
5
Unconventional monetary policy and the great recession - Estimating the impact of a compression in the yield spread at the zero lower bound
Baumeister, Christiane
;
Benati, Luca
-
2010
Recession of 2007-2009 via a Bayesian
time-varying
parameter structural VAR. We identify a ‘pure’ spread shock which, leaving …
Persistent link: https://www.econbiz.de/10011605304
Saved in:
6
Evolving Phillips trade-off
Benati, Luca
-
European Central Bank
-
2010
Bayesian
time-varying
parameters structural VAR. The Great Inflation episode appears as historically unique along several …
Persistent link: https://www.econbiz.de/10008476130
Saved in:
7
Would the Bundesbank have prevented the Great Inflation in the United States?
Benati, Luca
-
2009
Policy counterfactuals based on estimated structural VARs routinely suggest that bringing Alan Greenspan back in the 1970s’ United States would not have prevented the Great Inflation. We show that a standard policy counterfactual suggests that the Bundesbank–which is near-universally...
Persistent link: https://www.econbiz.de/10011605180
Saved in:
8
Would the Bundesbank have prevented the Great Inflation in the United States?
Benati, Luca
-
European Central Bank
-
2009
Policy counterfactuals based on estimated structural VARs routinely suggest that bringing Alan Greenspan back in the 1970s’ United States would not have prevented the Great Inflation. We show that a standard policy counterfactual suggests that the Bundesbank–which is near-universally...
Persistent link: https://www.econbiz.de/10008558915
Saved in:
9
Drift and breaks in labor productivity
Benati, Luca
-
2007
We use tests for multiple breaks at unknown points in the sample, and the Stock-Watson (1996, 1998)
time-varying
…
Persistent link: https://www.econbiz.de/10011604764
Saved in:
10
U.S. evolving macroeconomic dynamics: a structural investigation
Benati, Luca
;
Mumtaz, Haroon
-
2007
We fit a Bayesian
time-varying
parameters structural VAR with stochastic volatility to the Federal Funds rate, GDP …
Persistent link: https://www.econbiz.de/10011604792
Saved in:
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