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Monetary and fiscal policy switching

Chung, Hess; Davig, Troy; Leeper, Eric M. - In: Journal of money, credit and banking : JMCB 39 (2007) 4, pp. 809-842

Persistent link: https://www.econbiz.de/10003483221

Evaluating monetary policy when nominal interest rates are almost zero

Fujiwara, Ippei - In: Journal of the Japanese and international economies : … 20 (2006) 3, pp. 434-453

Persistent link: https://www.econbiz.de/10003374298

Is the great moderation ending? : UK and U.S. evidence

Canarella, Giorgio; Fang, Wen-shwo; Miller, Stephen M.; … - In: Modern economy 1 (2010) 1, pp. 17-42

Persistent link: https://www.econbiz.de/10009306010

Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model

Simo-Kengne, Beatrice D.; Balcilar, Mehmet; Gupta, Rangan; … - In: Economic modelling 32 (2013), pp. 161-171

Persistent link: https://www.econbiz.de/10009760669

No-arbitrage taylor rules with switching regimes

Li, Haitao; Li, Tao; Yu, Cindy - In: Management science : journal of the Institute for … 59 (2013) 10, pp. 2278-2294

Persistent link: https://www.econbiz.de/10010202802

Regime switching and bond pricing

Gouriéroux, Christian; Monfort, Alain; Pegoraro, Fulvio; … - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 237-277

Persistent link: https://www.econbiz.de/10010351547

The term structure of interest rates in a small open economy DSGE model with Markov switching

Horváth, Roman; Maršál, Aleš - 2014

We lay out a small open economy dynamic stochastic general equilibrium (DSGE) model with Markov switching to study the term structure of interest rates. We extend the previous models by opening up the economy and adding a foreign demand channel. As a result, we explain the term structure of...

Persistent link: https://www.econbiz.de/10010414197