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Identification of dynamic economic models from reduced form VECM structures : an application of covariance restrictions

Rasche, Robert H. - 2000

Persistent link: https://www.econbiz.de/10001581126

Inflation : do expectations trump the gap?

Piger, Jeremy Max (contributor); … - 2006 - Rev.

Persistent link: https://www.econbiz.de/10003739656

Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators

Anderson, Richard G. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003740180

Inflation in the G7 : mind the gap(s)?

Morley, James C.; Piger, Jeremy Max; Rasche, Robert H. - 2011 - Rev.

We investigate the importance of trend inflation and the real-activity gap for explaining observed inflation variation in G7 countries since 1960. Our results are based on a bivariate unobserved-components model of inflation and unemployment in which inflation is decomposed into a stochastic...

Persistent link: https://www.econbiz.de/10008991494

Inflation in the G7 : mind the gap(s)?

Morley, James C.; Piger, Jeremy Max; Rasche, Robert H. - In: Macroeconomic dynamics 19 (2015) 4, pp. 883-912

Persistent link: https://www.econbiz.de/10011309202

A vector error-correction forecasting model of the US economy

Anderson, Richard G.; Hoffman, Dennis L.; Rasche, Robert H. - In: Journal of macroeconomics 24 (2002) 4, pp. 569-598

Persistent link: https://www.econbiz.de/10001729047

Comments on: "A vector error-correction forecasting model of the US economy"

Swanson, Norman R. - In: Journal of macroeconomics 24 (2002) 4, pp. 599-606

Persistent link: https://www.econbiz.de/10001729049

Comments on: "A vector error-correction forecasting model of the US economy"

Lastrapes, William Dean - In: Journal of macroeconomics 24 (2002) 4, pp. 607-611

Persistent link: https://www.econbiz.de/10001729050

Reply to the comments on: "A vector error-correction forecasting model of the US economy"

Anderson, Richard G.; Hoffman, Dennis L.; Rasche, Robert H. - In: Journal of macroeconomics 24 (2002) 4, pp. 599-606

Persistent link: https://www.econbiz.de/10001729052

The FOMC's balance-of-risks statement and market expectations of policy actions

Rasche, Robert H.; Thornton, Daniel L. - In: Review / Federal Reserve Bank of St. Louis 84 (2002) 5, pp. 37-50

Persistent link: https://www.econbiz.de/10001782551