Narrow search
Showing 1 - 10 of 33,387
Cover Image
One-sided test for an unknown breakpoint : theory, computation, and application to monetary theory
Estrella, Arturo (contributor);  … - 2005
. The method is illustrated by testing whether the reaction of monetary policy to inflation has increased since 1959 …
Persistent link: https://www.econbiz.de/10003226093
Cover Image
Testing for Optimal Monetary Policy via Moment Inequalities
Coroneo, Laura - 2018
, commonly commitment or discretion. In this paper, we propose a new procedure for testing optimal monetary policy, relying on …
Persistent link: https://www.econbiz.de/10012940438
Cover Image
Lag selection in subset VAR models with an application to a US monetary system
Brüggemann, Ralf; Lütkepohl, Helmut - 2000
conditions a testing procedure based on t-ratios is equivalent to sequentially eliminating lags that lead to the largest …
Persistent link: https://www.econbiz.de/10009583885
Cover Image
Lag selection in subset VAR models with an application to a US monetary system
Brüggemann, Ralf; Lütkepohl, Helmut - 2001
Persistent link: https://www.econbiz.de/10001615031
Cover Image
Lag selection in subset VAR models with an application to a US monetary system
Brüggemann, Ralf; Lütkepohl, Helmut - 2000
Persistent link: https://www.econbiz.de/10001485530
Cover Image
Monetary policy with judgment
Gelain, Paolo; Manganelli, Simone - 2020
Two approaches are considered to incorporate judgment in DSGE models. First, Bayesian estimation indirectly imposes …
Persistent link: https://www.econbiz.de/10012216402
Cover Image
On the design and estimation of optimal monetary policy in an economy with nominal rigidities
Givens, Gregory E. - 2005
Persistent link: https://www.econbiz.de/10003908803
Cover Image
Connecting macroeconomic theory to the data : methods and applications
Bäurle, Gregor - 2009
Persistent link: https://www.econbiz.de/10003919869
Cover Image
Matching DSGE models to data with applications to fiscal and robust monetary policy
Kriwoluzky, Alexander - 2009
Persistent link: https://www.econbiz.de/10003953551
Cover Image
Optimal monetary policy in an estimated local currency pricing model
Okano, Eiji; Eguchi, Masataka; Gunji, Hiroshi; … - 2012
Persistent link: https://www.econbiz.de/10009419586