Showing 1 - 10 of 18
Persistent link: https://www.econbiz.de/10009786256
Persistent link: https://www.econbiz.de/10003895468
The dynamics of the US economy are modelled using a time-varying structural vector autoregression that incorporates information from the yield curve. We find important changes in the dynamics of macroeconomic variables such as inflation and the federal funds rate. In addition our results suggest...
Persistent link: https://www.econbiz.de/10003674660
Persistent link: https://www.econbiz.de/10008989465
Persistent link: https://www.econbiz.de/10011442869
Persistent link: https://www.econbiz.de/10010393814
Persistent link: https://www.econbiz.de/10001659331
Persistent link: https://www.econbiz.de/10001659379
Persistent link: https://www.econbiz.de/10001662703
Persistent link: https://www.econbiz.de/10001662706