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Identifying Taylor rules in macro-finance models
Backus, David; Chernov, Mikhail; Zin, Stanley E. - 2013
Persistent link: https://www.econbiz.de/10010188639
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The fiscal and monetary dynamics of Israeli inflation : a cointegrated analysis 1970 - 1987
Beenstock, Michael; Ben-Gad, Michael - 1989
Persistent link: https://www.econbiz.de/10000128435
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Structural FECM : cointegration in large-scale structural FAVAR models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2014
Persistent link: https://www.econbiz.de/10010363312
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Keynesian economics without the Phillips Curve
Farmer, Roger E. A. - 2017
Persistent link: https://www.econbiz.de/10011740111
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Estimated interest rate rules : do they determine determinancy properties?
Jensen, Henrik - 2009
Persistent link: https://www.econbiz.de/10003911983
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Factor based identification-robust inference in IV regressions
Kapetanios, George; Khalaf, Lynda; Marcellino, Massimiliano - 2015
Persistent link: https://www.econbiz.de/10010495478
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Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10010509490
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Avoiding liquidity traps
Benhabib, Jess - 2001
Persistent link: https://www.econbiz.de/10013423531
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The observational equivalence of Taylor rule and Taylor-type rules
Minford, Patrick - 2001
Persistent link: https://www.econbiz.de/10013423541
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Boom-busts in asset prices, economic instability and monetary policy
Bordo, Michael D. - 2002
Persistent link: https://www.econbiz.de/10013423979