Narrow search
Showing 1 - 10 of 22,852
Cover Image
The behavior of interest rates and credit flows : persistence and cycles
Busch, Ulrike - 2011
Persistent link: https://www.econbiz.de/10009490397
Cover Image
Are quantitative easing effects transitory? : evidence from out-of-sample forecasts
Kirikos, Dimitris G. - In: Journal of financial economic policy 14 (2022) 6, pp. 811-822
Persistent link: https://www.econbiz.de/10013454194
Cover Image
Empirical study of velocity of money in India : trends and its implications
Singh, Abhinav - In: International journal of economic policy in emerging … 18 (2023) 2, pp. 175-188
Persistent link: https://www.econbiz.de/10015063126
Cover Image
Quantitative easing effectiveness : evidence from Euro private assets
Kirikos, Dimitris G. - In: Bulletin of economic research 76 (2024) 2, pp. 354-370
Persistent link: https://www.econbiz.de/10014543807
Cover Image
Connecting macroeconomic theory to the data : methods and applications
Bäurle, Gregor - 2009
Persistent link: https://www.econbiz.de/10003919869
Cover Image
The time-varying effects of permanent and transistory shocks to real output
Keating, John William; Valcarcel, Victor J. - In: Macroeconomic dynamics 19 (2015) 3, pp. 477-507
Persistent link: https://www.econbiz.de/10011308634
Cover Image
Dynamic stochastic general equilibrium models under a liquidity trap and self-organizing state space modeling
Yano, Koiti (contributor) - 2009
Persistent link: https://www.econbiz.de/10003816309
Cover Image
Invertibility and VAR representations of time-varying dynamic stochastic general equilibrium models
Cavicchioli, Maddalena - In: Computational economics 55 (2020) 1, pp. 61-86
Persistent link: https://www.econbiz.de/10012222592
Cover Image
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M.; Pavlidis, Efthymios G.; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-16
Persistent link: https://www.econbiz.de/10011966001
Cover Image
Modeling persistent interest rates with volatility-induced stationarity
Hansen, Anne Lundgaard - 2019
It is well-known that interest rates are extremely persistent, yet they are best modeled and understood as stationary processes. These properties are contradictory in the workhorse Gaussian affine term structure model in which persistent data often result in unit roots that imply...
Persistent link: https://www.econbiz.de/10012111254