Similar Search Results

Forecasting UK GDP growth, inflation and interest rates under structural change : a comparison of models with time-varying parameters

Barnett, Alina; Mumtaz, Haroon; Theodoridis, Konstantinos - 2012

Persistent link: https://www.econbiz.de/10009559829

Equilibrium exchange rates and supply-side performance

Benigno, Gianluca; Thoenissen, Christoph - 2002

Persistent link: https://www.econbiz.de/10001673474

The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models

Burgess, Stephen; Fernandez-Corugedo, Emilio; Groth, … - 2013

Persistent link: https://www.econbiz.de/10009757117

The substitution of bank for non-bank corporate finance : evidence for the United Kingdom

Baumann, Ursel (contributor); Hoggarth, Glenn (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003267803

Modelling investment when relative prices are trending : theory and evidence for the United Kingdom

Bakhshi, Hasan; Oulton, Nicholas; Thompson, Jamie - 2003

Persistent link: https://www.econbiz.de/10001762179

Dynamics of the term structure of UK interest rates

Bianchi, Francesco (contributor); Mumtaz, Haroon (contributor) - 2009

This paper models the evolution of monetary policy, the term structure of interest rates and the UK economy across policy regimes. We model the interaction between the macroeconomy and the term structure using a time-varying VAR model augmented with the factors from the yield curve. Our results...

Persistent link: https://www.econbiz.de/10003884546