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Unobserved components with stochastic volatility in U.S. inflation : estimation and signal extraction

Li, Mengheng; Koopman, Siem Jan - 2018

applied to quarterly and monthly US inflation in an empirical study. We find that the persistence of quarterly inflation has … and density forecasts for monthly US inflation. …

Persistent link: https://www.econbiz.de/10011809984

An empirical assessment of the U.S. Phillips curve over time

Vlekke, Marente; Koopman, Siem Jan; Mellens, Martin C. - 2021

the Phillips curve over time. We consider different specifications and different measures for inflation. Furthermore, we ….S. headline inflation has remained empirically relevant over the years. …

Persistent link: https://www.econbiz.de/10012665848

Unobserved Components with Stochastic Volatility in U.S. Inflation : Estimation and Signal Extraction

Li, Mengheng - 2018

applied to quarterly and monthly US inflation in an empirical study. We find that the persistence of quarterly inflation has … and density forecasts for monthly US inflation …

Persistent link: https://www.econbiz.de/10012924242

Accelerating score-driven time series models

Blasques, F.; Gorgi, P.; Koopman, Siem Jan - In: Journal of econometrics 212 (2019) 2, pp. 359-376

Persistent link: https://www.econbiz.de/10012304023

An assessment of the Phillips curve over time : evidence for the United States and the euro area

Vlekke, Marente; Koopman, Siem Jan; Mellens, Martin C. - 2020

Persistent link: https://www.econbiz.de/10012290634

An Empirical Assessment of the U.S. Phillips Curve over Time

Vlekke, Marente; Koopman, Siem Jan - 2021

the Phillips curve over time. We considerdifferent specifications and different measures for inflation. Furthermore, we ….S. headline inflation has remained empirically relevant over the years …

Persistent link: https://www.econbiz.de/10013313573

Economic policy uncertainty and the credit channel : aggregate and bank level U.S. evidence over several decades

Bordo, Michael D.; Duca, John V.; Koch, Christoffer - 2016

Persistent link: https://www.econbiz.de/10011450421

Economic policy uncertainty and the credit channel : aggregate and bank level U.S. evidence over several decades

Bordo, Michael D.; Duca, John V.; Koch, Christoffer - 2016

Economic policy uncertainty aspects decisions of households, businesses, policy makers and financial intermediaries. We first examine the impact of economic policy uncertainty on aggregate bank credit growth. Then we analyze commercial bank entity level data to gauge the effects of policy...

Persistent link: https://www.econbiz.de/10011567894

Economic policy uncertainty and the credit channel : aggregate and bank level U.S. evidence over several decades

Bordo, Michael D.; Duca, John V.; Koch, Christoffer - In: Journal of financial stability 26 (2016), pp. 90-106

Persistent link: https://www.econbiz.de/10011705280

Economic Policy Uncertainty and the Credit Channel : Aggregate and Bank Level U.S. Evidence Over Several Decades

Bordo, Michael D. - 2016

Economic policy uncertainty affects decisions of households, businesses, policy makers and Financial intermediaries. We first examine the impact of economic policy uncertainty on aggregate bank credit growth. Then we analyze commercial bank entity level data to gauge the effects of policy...

Persistent link: https://www.econbiz.de/10012997906