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Modelling the time-variation in euro area lending spreads

Blagov, Boris; Funke, Michael; Moessner, Richhild - 2015

Persistent link: https://www.econbiz.de/10011437574

Monetary policy, the financial cycle and ultra-low interest rates

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Persistent link: https://www.econbiz.de/10011524408

Monetary policy, the financial cycle and ultra-low interest rates

Juselius, Mikael; Borio, Claudio E. V.; Disyatat, Piti; … - 2016

Persistent link: https://www.econbiz.de/10011533749

The age-structure-inflation puzzle

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Persistent link: https://www.econbiz.de/10011448142

Testing the New Keynesian Model on U.S. And Euro Area Data

Juselius, Mikael - 2011

I apply the Johansen and Swensen (1999, 2004) method of testing exact rational expectations within the cointegrated VAR (Vector Auto-Regressive) model, to testing the New Keynesian (NK) model. This method permits the testing of rational expectation systems, while allowing for non-stationary...

Persistent link: https://www.econbiz.de/10013132222