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Essays on empirical macroeconomics

Stella, Andrea - 2012

Persistent link: https://www.econbiz.de/10011819295

The transmission of monetary policy shocks

Miranda-Agrippino, Silvia; Ricco, Giovanni - 2017

Persistent link: https://www.econbiz.de/10012171929

The transmission of monetary policy shocks

Miranda-Agrippino, Silvia; Ricco, Giovanni - 2018

Persistent link: https://www.econbiz.de/10012111143

The transmission of monetary policy shocks

Miranda-Agrippino, Silvia; Ricco, Giovanni - 2017

Persistent link: https://www.econbiz.de/10011708235

Monetary policy in a small open economy model : a DSGE-VAR approach for Switzerland

Bäurle, Gregor; Menz, Tobias - 2008

We study the transmission of monetary shocks and monetary policy with a behavioral model, corrected for potential misspecification using the DSGE-VAR framework elaborated by DelNegro and Schorfheide (2004). In particular, we investigate if the central bank should react to movements in the...

Persistent link: https://www.econbiz.de/10003882303

Classical time-varying FAVAR models : estimation, forecasting and structural analysis

Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - 2011

the factor dynamics, and more marked variation in the factors' shock volatility and their loading parameters. Forecasts …-term interest rates to an equally-sized monetary policy shock has decreased since the early-1980s. -- FAVAR ; time …