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Nonlinearity in the FED's monetary policy rule
Kim, Dong-heon; Osborn, Denise R.; Sensier, Marianne - In: Journal of applied econometrics 20 (2005) 5, pp. 621-639
Persistent link: https://www.econbiz.de/10003121447
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Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting; Ma, Jun; Zhang, Chengsi - In: Journal of applied econometrics 38 (2023) 7, pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
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The Federal Reserve's output gap : the unreliability of real-time reliability tests
Quast, Josefine; Wolters, Maik H. - In: Journal of applied econometrics 38 (2023) 7, pp. 1101-1111
Persistent link: https://www.econbiz.de/10014474421
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Uncertainty and monetary policy in good and bad times : a replication of the vector autoregressive investigation by Bloom (2009)
Caggiano, Giovanni; Castelnuovo, Efrem; Nodari, Gabriela - In: Journal of applied econometrics 37 (2022) 1, pp. 210-217
Persistent link: https://www.econbiz.de/10013165221
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Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
Rossi, Barbara; Sekhposyan, Tatevik - In: Journal of applied econometrics 31 (2016) 3, pp. 507-532
Persistent link: https://www.econbiz.de/10011642621
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Modelling inflation volatility
Eisenstat, Eric; Strachan, Rodney W. - In: Journal of applied econometrics 31 (2016) 5, pp. 805-820
Persistent link: https://www.econbiz.de/10011645234
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Oil prices uncertainty, endogenous regime switching, and inflation anchoring
Chang, Yoosoon; Herrera, Ana María; Pesavento, Elena - In: Journal of applied econometrics 38 (2023) 6, pp. 820-839
Persistent link: https://www.econbiz.de/10014432116
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Raiders of the lost high-frequency forecasts : new data and evidence on the efficiency of the Fed's forecasting
Chang, Andrew C.; Levinson, Trace J. - In: Journal of applied econometrics 38 (2023) 1, pp. 88-104
Persistent link: https://www.econbiz.de/10014287926
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Real-time macroeconomic projection using narrative central bank communication
Lin, Jianhao; Fan, Jiacheng; Zhang, Yifan; Chen, Liangyuan - In: Journal of applied econometrics 38 (2023) 2, pp. 202-221
Persistent link: https://www.econbiz.de/10014287965
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Multivariate GARCH models : a survey
Bauwens, Luc; Laurent, Sébastien; Rombouts, Jeroen V. K. - In: Journal of applied econometrics 21 (2006) 1, pp. 79-109
Persistent link: https://www.econbiz.de/10003310013