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Modelling inflation volatility
Eisenstat, Eric; Strachan, Rodney W. - 2014
Persistent link: https://www.econbiz.de/10011341971
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Modelling inflation volatility
Eisenstat, Eric; Strachan, Rodney W. - 2014
Persistent link: https://www.econbiz.de/10010348813
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Modelling inflation volatility
Eisenstat, Eric; Strachan, Rodney W. - In: Journal of applied econometrics 31 (2016) 5, pp. 805-820
Persistent link: https://www.econbiz.de/10011645234
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Drifts and volatilities under measurement error : assessing monetary policy shocks over the last century
Amir Ahmadi, Pooyan; Matthes, Christian; Wang, Mu-Chun - In: Quantitative economics : QE ; journal of the … 7 (2016) 2, pp. 591-611
Persistent link: https://www.econbiz.de/10011612106
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Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu - In: Economics letters 190 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
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Drifts and volatilities under measurement error : assessing monetary policy shocks over the last century
Amir Ahmadi, Pooyan; Matthes, Christian; Wang, Mu-Chun - In: Quantitative economics : QE ; journal of the … 7 (2016) 2, pp. 591-611
build a multivariate time series model with time-varying parameters and stochastic volatility that features measurement … impact of monetary policy shocks, but the majority of this variation is driven by changes in exogenous volatility. …
Persistent link: https://www.econbiz.de/10011800671
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Drifts, volatilities, and impulse responses over the last century
Amir Ahmadi, Pooyan; Matthes, Christian; Wang, Mu-Chun - 2014
than you think.", respectively. We use vector autoregression with time-varying parameters and stochastic volatility to …
Persistent link: https://www.econbiz.de/10010489284
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Dynamic connectedness of inflation around the world : a time-varying approach from G7 and E7 countries
Jiang, Yanhui; Qu, Bo; Hong, Yun; Xiao, Xiyue - In: The quarterly review of economics and finance 95 (2024), pp. 111-125
Persistent link: https://www.econbiz.de/10014631376
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Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.; Gupta, Rangan; Modise, Mampho P. - In: Journal of emerging market finance 14 (2015) 2, pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
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Effectiveness of monetary policy in Korea due to time varying monetary policy stance
Kim, Tae Bong - In: Han gug gae bal yeon gu 36 (2014) 3, pp. 1-23
Persistent link: https://www.econbiz.de/10010415770