Similar Search Results

Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity

Lütkepohl, Helmut; Woźniak, Tomasz - In: Journal of economic dynamics & control 113 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012502522

Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity

Lütkepohl, Helmut; Woźniak, Tomasz - 2017

parameters of structural vector autoregressive (SVAR) models. Economic theory is the primary source of such restrictions. However …

Persistent link: https://www.econbiz.de/10011771740

L'inscription sociale du marché : colloque de l'Association pour le Développement de la Socio-Economie, Lyon, novembre 1992

Jacob, Annie (contributor); Vérin, Hélène (contributor) - 1995

Persistent link: https://www.econbiz.de/10000560697

Coordination failures and real regidities

Mankiw, Nicholas Gregory - 1991

Persistent link: https://www.econbiz.de/10000102641

Transactions, credit, and central banking in a model of segmented markets

Williamson, Stephen D. - In: Review of economic dynamics 12 (2009) 2, pp. 344-362

Persistent link: https://www.econbiz.de/10003851296

The price of liquidity : bank characteristics and market conditions

Fecht, Falko; Nyborg, Kjell G.; Rocholl, Jörg - 2010

We identify frictions in the market for liquidity as well as bank-specific and market-wide factors that affect the prices that banks pay for liquidity, captured here by borrowing rates in repos with the central bank and benchmarked by the overnight index swap. We have price data at the...