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How important are monetary and fiscal policy in explaining postwar aggregate U.S. data?: a vector autoregressive approach

Kretzmer, Peter E. - Federal Reserve Bank of Kansas City - 1992

Persistent link: https://www.econbiz.de/10005410791

Using near-VARs to examine phase-dependent monetary and fiscal policy

Filardo, Andrew J. - Federal Reserve Bank of Kansas City - 1997

Economic policies are known to have different effects on the economy depending on the size of policy changes and on business cycle conditions. For example, monetary policy might be more stimulative in recessions and around turning points in the business cycle than during expansions. Such...

Persistent link: https://www.econbiz.de/10005410807

Inflation dynamics and monetary policy : a symposium sponsored by The Federal Reserve Bank of Kansas City, Jackson Hole, Wyo., Aug. 27 - 29, 2015

Inflation Dynamics and Monetary Policy <Veranstaltung> …; … - 2015

-- Customer markets and financial frictions: implications for inflation dynamics / Simon Gilchrist, Egon Zakrajšek -- Commentary … international spillovers on inflation dynamics and independent monetary policy: the Swiss experience / Thomas J. Jordan -- Inflation … dynamics: lessons from past debates for current policy / Athanasios Orphanides -- Inflation dynamics in Latin America: a …

Persistent link: https://www.econbiz.de/10011538959

New challenges for monetary policy : a symposium sponsored by the Federal Reserve Bank of Kansas City, Jackson Hole, Wyoming, August 26 - 28, 1999

1999

Persistent link: https://www.econbiz.de/10001496704

Averaging forecasts from VARs with uncertain instabilities

Clark, Todd E.; McCracken, Michael W. - Federal Reserve Bank of Kansas City - 2006

A body of recent work suggests commonly–used VAR models of output, inflation, and interest rates may be prone to …, discounted least squares, Bayesian shrinkage, and detrending of inflation and interest rates. Although each individual method …

Persistent link: https://www.econbiz.de/10005410856

Vector rational error correction

Kozicki, Sharon; Tinsley, P.A. - Federal Reserve Bank of Kansas City - 1998

Systems of forward-looking linear decision rules can be formulated as vector "rational" error correction models. The closed-form solution of the restricted error corrections is derived, and a full-information estimator is suggested. The error correction format indicates that the assumptions of...

Persistent link: https://www.econbiz.de/10005724254