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Analysing inflation dynamics in Iceland using a Bayesian structural vector autoregression model
Stefán Thórarinsson - 2022
Persistent link: https://www.econbiz.de/10012940002
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A narrative approach to a fiscal DSGE model
Drautzburg, Thorsten - 2016 - This version: March 28, 2016
Persistent link: https://www.econbiz.de/10011449449
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Identifying conventional and unconventional monetary policy shocks : a latent threshold approach
Kimura, Takeshi; Nakajima, Jouchi - In: The B.E. journal of macroeconomics 16 (2016) 1, pp. 277-300
Persistent link: https://www.econbiz.de/10011508988
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A narrative approach to a fiscal DSGE model
Drautzburg, Thorsten - In: Quantitative economics : QE ; journal of the … 11 (2020) 2, pp. 801-837
. In developing this narrative DSGE‐SVAR, I develop a tractable Bayesian approach to proxy VARs and show that such an …
Persistent link: https://www.econbiz.de/10012214069
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Effects of monetary policy shocks on UK regional activity : a constrained MFVAR approach
Mandalinci, Zeyyad - 2015
This paper examines the effects of monetary policy shocks on UK regional economic growth and dispersion in a novel Constrained Mixed Frequency Vector Autoregressive framework. Compared to a standard MFVAR, the model partially accounts for missing quarterly observations for regional growth by...
Persistent link: https://www.econbiz.de/10011372798
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Uncertainty and non-linear macroeconomic effects of fiscal policy in the US : a SEIVAR-based analysis
Belke, Ansgar; Goemans, Pascal - 2019 - First draft: December 18, 2018, this draft: September 8, 2019
We investigate whether the macroeconomic effects of government spending shocks vary with the level of uncertainty. Using postwar US data and a Self-Exciting Interacted VAR (SEIVAR) model, we find that fiscal spending has positive output effects in tranquil times but is contractionary during...
Persistent link: https://www.econbiz.de/10012268062
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Uncertainty and non-linear macroeconomic effects of fiscal policy in the US : a SEIVAR-based analysis
Belke, Ansgar; Goemans, Pascal - 2019
We investigate whether the macroeconomic effects of government spending shocks vary with the level of uncertainty. Using postwar US data and a Self-Exciting Interacted VAR (SEIVAR) model, we find that fiscal spending has positive output effects in tranquil times but is contractionary during...
Persistent link: https://www.econbiz.de/10012116248
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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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Monetary policy regimes and inflation persistence in the United Kingdom
Zakipour-Saber, Shayan - 2019
and stochastic shock volatility. The first policy regime responds passively to movements in inflation, adjusting the …This paper conducts a structural analysis of inflation persistence in the United Kingdom between 1965-2009. I allow for … other regime responds actively to inflation and places less weight on exchange rate movements. This regime is present for …
Persistent link: https://www.econbiz.de/10012121979
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Skewed SVARS : tracking the structural sources of macroeconomic tail risks
Montes-Galdón, Carlos; Ortega, Eva - In: Essays in honour of Fabio Canova, (pp. 177-210). 2022
Persistent link: https://www.econbiz.de/10013445157