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~person:"Nakajima, Jouchi"
~subject:"Markov chain"
~subject:"Private sector"
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Markov chain
Private sector
Bayes-Statistik
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Bayesian inference
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Estimation
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1977-2007
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Bank
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Bayesian analysis
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Bayesian estimation
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EU countries
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EU-Staaten
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Euro area
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Eurozone
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Geldpolitische Transmission
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Inflation expectations
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Inflationserwartung
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Interest rate parity
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Interest rate policy
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Japan
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Market integration
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Markov chain Monte Carlo
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Markov-Kette
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Marktintegration
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Monetary transmission
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Policy commitment
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Privatwirtschaft
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VAR model
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VAR-Modell
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Zinsparität
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Zinspolitik
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banking integration
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expectations management
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policy duration effect
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sticky loan interest rate
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time-varying parameter vector autoregression with stochastic volatility
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time-varying regression
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English
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Nakajima, Jouchi
Teranishi, Yuki
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Shiratsuka, Shigenori
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IMES discussion paper series / Englische Ausgabe
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ECONIS (ZBW)
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The effects of monetary policy commitment : evidence from time-varying parameter VAR analysis
Nakajima, Jouchi
;
Shiratsuka, Shigenori
;
Teranishi, Yuki
-
2010
Persistent link: https://www.econbiz.de/10003951379
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The evolution of loan rate stickiness across the euro area
Nakajima, Jouchi
;
Teranishi, Yuki
-
2009
Persistent link: https://www.econbiz.de/10003822407
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