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Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian; Yi, Heling; Wei, Yu; Yang, Mo - In: Economic modelling 103 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
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Economic growth, volatility, and cross-country spillovers : new evidence for the G7 countries
Antonakakis, Nikolaos; Badinger, Harald - In: Economic modelling 52 (2016), pp. 352-365
Persistent link: https://www.econbiz.de/10011642774
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Predicting Inflation : Does The Quantity Theory Help?
Bachmeier, Lance J.; Swanson, Norman R. - 2003
are also reported on. The first shows that cointegration vector parameter estimation error is crucial when using VEC … alternative models, due to parameter estimation error, indicating that caution needs to be exercised when interpreting the results …
Persistent link: https://www.econbiz.de/10010263217
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Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: International review of financial analysis 57 (2018), pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
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Product market regulation, trend inflation and inflation dynamics in the new Keynesian Phillips curve
Bloch, Laurence - In: Economic modelling 29 (2012) 5, pp. 2058-2070
Persistent link: https://www.econbiz.de/10009666981
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The New Keynesian Phillips Curve in multiple quantiles and the asymmetry of monetary policy
Lee, Dong Jin; Yoon, Jai-hyung - In: Economic modelling 55 (2016), pp. 102-114
Persistent link: https://www.econbiz.de/10011642477
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U.S. wage growth and nonlinearities : the roles of inflation and unemployment
Donayre, Luiggi; Panovska, Irina - In: Economic modelling 68 (2018), pp. 273-292
Persistent link: https://www.econbiz.de/10011935077
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Exploring GDP growth volatility spillovers across countries
Abosedra, Salah S.; Araissi, Mahmoud; Ben Sita, Bernard; … - In: Economic modelling 89 (2020), pp. 577-589
Persistent link: https://www.econbiz.de/10012426246
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The dynamic striated Metropolis-Hastings sampler for high-dimensional models
Waggoner, Daniel F.; Wu, Hongwei; Zha, Tao - 2014
Having efficient and accurate samplers for simulating the posterior distribution is crucial for Bayesian analysis. We develop a generic posterior simulator called the "dynamic striated Metropolis-Hastings (DSMH)" sampler. Grounded in the Metropolis-Hastings algorithm, it draws its strengths from...
Persistent link: https://www.econbiz.de/10011310190
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Domestic and global output gaps as inflation drivers : what does the Phillips curve tell?
Jašová, Martina; Moessner, Richhild; Takáts, Előd - In: Economic modelling 87 (2020), pp. 238-253
Persistent link: https://www.econbiz.de/10012416461