Narrow search
Showing 1 - 10 of 10
Cover Image
Optimal policy perturbations
Barnichon, Régis; Mesters, Geert - 2020
Persistent link: https://www.econbiz.de/10012204229
Cover Image
Optimal policy perturbations
Barnichon, Régis; Mesters, Geert - 2020
Persistent link: https://www.econbiz.de/10012209836
Cover Image
A sufficient statistics approach for macro policy
Barnichon, Régis; Mesters, Geert - In: American economic review 113 (2023) 11, pp. 2809-2845
Persistent link: https://www.econbiz.de/10014483438
Cover Image
Evaluating policy institutions : 150 years of US monetary policy
Barnichon, Régis; Mesters, Geert - 2023
Persistent link: https://www.econbiz.de/10014445289
Cover Image
Evaluating policy institutions : 150 years of US monetary policy
Barnichon, Régis; Mesters, Geert - 2023
Persistent link: https://www.econbiz.de/10014445840
Cover Image
A dynamic yield curve model with stochastic volatility and non-Gaussian interactions : an empirical study of non-standard monetary policy in the euro area
Mesters, Geert; Schwaab, Bernd; Koopman, Siem Jan - 2014
We develop an econometric methodology for the study of the yield curve and its interactions with measures of non-standard monetary policy during possibly turbulent times. The yield curve is modeled by the dynamic Nelson-Siegel model while the monetary policy measurements are modeled as...
Persistent link: https://www.econbiz.de/10010362975
Cover Image
Identifying modern macro equations with old shocks
Barnichon, Regis; Mesters, Geert - In: The quarterly journal of economics 135 (2020) 4, pp. 2255-2298
Persistent link: https://www.econbiz.de/10012386822
Cover Image
Gaussian mixture approximations of impulse responses and the non-linear effects of monetary shocks
Barnichon, Régis; Matthes, Christian - 2016
Persistent link: https://www.econbiz.de/10011524293
Cover Image
Impulse response estimation by smooth local projections
Barnichon, Régis; Brownlees, Christian - 2016
Persistent link: https://www.econbiz.de/10011606743
Cover Image
A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions : An Empirical Study of Non-Standard Monetary Policy in the Euro Area
Mesters, Geert - 2014
We develop an econometric methodology for the study of the yield curve and its interactions with measures of non-standard monetary policy during possibly turbulent times. The yield curve is modeled by the dynamic Nelson-Siegel model while the monetary policy measurements are modeled as...
Persistent link: https://www.econbiz.de/10013052226