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Do monetary policy shocks generate TAR or STAR dynamics in output?

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Are Central Bankers Inflation Nutters? A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model

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Several central banks have adopted inflation targets. The implementation of these targets is flexible; the central banks aim to meet the target over the long term but allow inflation to deviate from the target in the short-term in order to avoid unnecessary volatility in the real economy. In this...

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Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS

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Forecast design in monetary capital stock measurement

Barnett, William A.; Chae, Unja; Keating, John William - In: Global journal of economics 1 (2012) 1, pp. 501-553

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Chapter 2. DSGE Model-Based Forecasting

Negro, Marco Del; Schorfheide, Frank - In: Handbook of Economic Forecasting : volume 2, part A, (pp. 57-140). 2013

Dynamic stochastic general equilibrium (DSGE) models use modern macroeconomic theory to explain and predict comovements …

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Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model

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Do house prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autogressive model

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Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models

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What cycles? : data detrending in DSGE models

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