Narrow search
Showing 1 - 10 of 22,645
Cover Image
The time-varying effects of permanent and transistory shocks to real output
Keating, John William; Valcarcel, Victor J. - In: Macroeconomic dynamics 19 (2015) 3, pp. 477-507
Persistent link: https://www.econbiz.de/10011308634
Cover Image
Invertibility and VAR representations of time-varying dynamic stochastic general equilibrium models
Cavicchioli, Maddalena - In: Computational economics 55 (2020) 1, pp. 61-86
Persistent link: https://www.econbiz.de/10012222592
Cover Image
Monetary policy regime shifts under the zero lower bound : an application of a stochastic rational expectations equilibrium to a Markov switching DSGE model
Iiboshi, Hirokuni - In: Economic modelling 52 (2016), pp. 186-205
Persistent link: https://www.econbiz.de/10011645621
Cover Image
The behaviour of the Romanian economy analysed based on a dynamic stochastic general equilibrium model
Hudea, Oana Simona - In: Economic research 32 (2019) 1,2, pp. 1645-1666
Persistent link: https://www.econbiz.de/10012390639
Cover Image
The monetary policy decision-making process and the term structure of interest rates
Dillén, Hans (contributor) - 2008
important results: (i) Spot and forward rates are explicit functions of the number of policy meetings during the time to … maturity rather than the time to maturity itself. Consequently, the forward rate curve is step-shaped. (ii) In addition, there … are calendar time effects, i.e. the position within the policy cycle is also of importance, especially for short term …
Persistent link: https://www.econbiz.de/10003672572
Cover Image
Fiscal leadership and central bank design
Hughes Hallett, Andrew; Weymark, Diana N. - In: The Canadian journal of economics 40 (2007) 2, pp. 607-627
Persistent link: https://www.econbiz.de/10003492935
Cover Image
Maturity shortening and market failure
Thierfelder, Felix - 2012
Motivated by the financial crisis of 2007-2009 several papers have provided explanations for why liquidity may dry up during market stress. This paper also looks at this issue but focuses on the question as to why the liquidity crunch was not uniform across maturities. As funding pressures were...
Persistent link: https://www.econbiz.de/10009509089
Cover Image
Investor runs in wholesale funding markets : three essays
Thierfelder, Felix - 2014
Persistent link: https://www.econbiz.de/10010426637
Cover Image
Which parameters drive approximation inaccuracies?
Sienknecht, Sebastian - 2010
This paper identifies parameters responsible for welfare reversals when the basic New Keynesian model is approximated. In our setting, a reversal occurs when the Ramsey policy under timeless perspective commitment ceases to be dominant against the Taylor rule after approximating the model. We...
Persistent link: https://www.econbiz.de/10008759455
Cover Image
Targeting inflation over the short, medium and long term
Nessén, Marianne - In: Journal of macroeconomics 24 (2002) 3, pp. 313-329
Persistent link: https://www.econbiz.de/10001704688