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Intermediate targets and indicators for monetary policy : a critical survey

1990

Persistent link: https://www.econbiz.de/10000838778

Forecasting and estimating multiple change-point models with an unknown number of change points

Koop, Gary M. (contributor); Potter, Simon M. (contributor) - 2004 - [Elektronische Ressource]

"This paper develops a new approach to change-point modeling that allows for an unknown number of change points in the observed sample. Our model assumes that regime durations have a Poisson distribution. The model approximately nests the two most common approaches: the time-varying parameter...

Persistent link: https://www.econbiz.de/10002521761

Forecasting in large macroeconomic panels using Bayesian model averaging

Koop, Gary (contributor); Potter, Simon M. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001752001

Tracking the new economy : using growth theory to detect changes in trend productivity

Kahn, James A. (contributor); Rich, Robert W. (contributor) - 2003 - [Elektronische Ressource]

The acceleration of productivity since 1995 has prompted a debate over whether the economy's underlying growth rate … identify variables other than productivity - namely consumption and labor compensation - to help estimate trend productivity … direction. In addition, we find that productivity data alone provide insufficient evidence of regime changes; corroborating …