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Classical time-varying FAVAR models - estimation, forecasting and structural analysis
Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - Deutsche Bundesbank - 2011
of monetary policy shocks, and we observe that the reaction of GDP, the GDP deflator, inflation expectations and long …
Persistent link: https://www.econbiz.de/10009493746
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Classical time-varying FAVAR models - Estimation, forecasting and structural analysis
Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - C.E.P.R. Discussion Papers - 2011
expectations and long-term interest rates to a same-sized monetary policy shock has decreased since the early-1980s. …
Persistent link: https://www.econbiz.de/10008921778