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Model reduction methods for vector autoregressive processes
Brüggemann, Ralf - 2004
Persistent link: https://www.econbiz.de/10001835840
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Rational expectations and econometric practice
Lucas jr., Robert E. (contributor);  … - 1981
Persistent link: https://www.econbiz.de/10000636278
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Geldpolitische Strategien, Zinsstruktur und Inflationsentwicklung : eine Untersuchung auf der Basis des LSE-Ansatzes
Schmidt, Klaus J. W. - 1997
Persistent link: https://www.econbiz.de/10011519893
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Information from financial markets and VAR measures of monetary policy
Bagliano, Fabio C.; Favero, Carlo A. - 1998
Persistent link: https://www.econbiz.de/10001362898
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Information from financial markets and VAR measures of monetary policy
Bagliano, Fabio C.; Favero, Carlo A. - In: European economic review : EER 43 (1999) 4/6, pp. 825-837
Persistent link: https://www.econbiz.de/10001406998
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Information from Financial Markets and VAR Measures of Monetary Policy
Favero, Carlo A.; Bagliano, Fabio C. - 1998
.S.) and open (U.S.-Germany) economy VAR models to evaluate the robustness of the dynamic effect of monetary policy obtained … mechanism in U.S. and Germany, explicitly addressing the issue of simultaneity between the German policy interest rate and the U …
Persistent link: https://www.econbiz.de/10014212157
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Monetary policy and the stock market - A partly recursive SVAR estimator
Keweloh, Sascha Alexander; Seepe, Andre - Sonderforschungsbereich Statistical Modelling of … - 2020
Persistent link: https://www.econbiz.de/10012592608
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Theorie der Geldpolitik : eine spieltheoretische Einführung
Illing, Gerhard - 1997
Persistent link: https://www.econbiz.de/10000620418
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The Yield Curve and Financial Risk Premia : Implications for Monetary Policy
Geiger, Felix - 2011
Introduction. Theoretical Foundations for Policy Analysis: Financial Markets and Asset Pricing -- The Theory of the …
Persistent link: https://www.econbiz.de/10014015461