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Fortune or virtue : time-variant volatilities versus parameter drifting in U. S. data

Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - 2010

Persistent link: https://www.econbiz.de/10003966448

Inflation dynamics and time-varying volatility : new evidence and an Ss interpretation

Vavra, Joseph S. - 2013

Persistent link: https://www.econbiz.de/10009766782

Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom

Salisu, Afees A.; Gupta, Rangan - In: Applied economics letters 28 (2021) 18, pp. 1594-1599

Persistent link: https://www.econbiz.de/10012626718

Monetary policy, trend inflation and the great moderation : an alternative interpretation

Coibion, Olivier; Gorodnichenko, Yuriy - 2008

Persistent link: https://www.econbiz.de/10003794888

Risk, uncertainty and monetary policy

Bekaert, Geert; Hoerova, Marie; Lo Duca, Marco - 2010

"We document a strong co-movement between the VIX, the stock market option-based implied volatility, and monetary … policy. We decompose the VIX into two components, a proxy for risk aversion and expected stock market volatility …

Persistent link: https://www.econbiz.de/10008669382

Housing and monetary policy

Taylor, John B. - 2007

"Since the mid-1980s, monetary policy has contributed to a great moderation of the housing cycle by responding more proactively to inflation and thereby reducing the boom bust cycle. However, during the period from 2002 to 2005, the short term interest rate path deviated significantly from what...