Similar Search Results

Identification robust empirical evidence on the Euler equation in open economies

Haque, Qazi; Magnusson, Leandro M. - 2020

Persistent link: https://www.econbiz.de/10012208734

Has monetary policy reacted to asset price movements? : Evidence from the UK

Kontonikas, Alexandros; Montagnoli, Alberto - 2002

Persistent link: https://www.econbiz.de/10001730312

The timing of monetary policy shocks

Olivei, Giovanni P. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003335381

National accounts revisions and output gap estimates in a model of monetary policy with data uncertainty

Mahadeva, Lavan (contributor); Muscatelli, Alex (contributor) - 2005

This paper looks at some implications of data uncertainty for monetary policy. We combine national accounts data revisions with optimal control and filtering experiments on a calibrated model to discuss policy implications of price-versus-volume data uncertainty in GDP data for the United...

Persistent link: https://www.econbiz.de/10003384150

What are the macroeconomic effects of asset purchases?

Weale, Martin; Wieladek, Tomasz - 2014

We examine the impact of large-scale asset purchases of government bonds on real GDP and the CPI in the United Kingdom and the United States with a Bayesian VAR, estimated on monthly data from 2009 M3 to 2013 M5. We identify an asset purchase shock with sign and zero restrictions. In contrast to...

Persistent link: https://www.econbiz.de/10010403096

The macroeconomic effects of climate shocks in Thailand

Chaitat Jirophat; Pym Manopimoke; Suparit Suwanik - 2022

Persistent link: https://www.econbiz.de/10013431683

Did output gap measurement improve over time?

Chiu, Adrian; Wieladek, Tomasz - 2012

We study whether the accuracy of real-time estimates of the output gap produced by the OECD has improved over time by examining a panel dataset on real-time output gap revisions for 15 countries from 1991 Q1 - 2005 Q4. We use a simple panel data regression and a state space model, with common...

Persistent link: https://www.econbiz.de/10009559228

Forecasting inflation and real GDP : Bayesian VAR models of the New Zealand economy

Wong, Jason; Jolly, Peter - 1993

Persistent link: https://www.econbiz.de/10000914863

A trendy approach to UK inflation dynamics

Forbes, Kristin; Kirkham, Lewis; Theordoridis, Konstantinos - 2017

This paper uses a "trendy" approach to understand UK inflation dynamics. It focuses on the time series to isolate a low …-frequency and slow-moving component of inflation (the trend) from deviations around this trend. We find that this slow-moving trend … explains a substantial share of UK inflation dynamics. International prices are significantly correlated with the short …

Persistent link: https://www.econbiz.de/10011664348

Shocks versus structure : explaining differences in exchange rate pass-through across countries and time

Forbes, Kristin; Hjortsoe, Ida; Nenova, Tsvetelina - 2017

. Previous literature has highlighted the role of an economy's "structure" - such as its inflation volatility, inflation rate …, forecasts predicting how a given exchange rate movement will impact inflation at a specific point in time should take into …

Persistent link: https://www.econbiz.de/10011671018

1
2
3
4
5
6
7
8
9
10
Next
Last