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On business cycle fluctuations in USA macroeconomic time series
Kiani, Khurshid M. - In: Economic modelling 53 (2016), pp. 179-186
Persistent link: https://www.econbiz.de/10011640993
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Infinite-variance, alpha-stable shocks in monetary SVAR
Hannsgen, Greg - In: International review of applied economics 26 (2012) 6, pp. 755-786
Persistent link: https://www.econbiz.de/10009719299
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Euro area real-time density forecasting with financial or labor market frictions
McAdam, Peter; Warne, Anders - 2018
We compare real-time density forecasts for the euro area using three DSGE models. The benchmark is the Smets-Wouters model and its forecasts of real GDP growth and inflation are compared with those from two extensions. The first adds financial frictions and expands the observables to include a...
Persistent link: https://www.econbiz.de/10011813503
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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
Persistent link: https://www.econbiz.de/10009670825
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Thresholds effect of money growth and inflation in Rwanda : a nonlinear var model
Kwizera, Placide Aime - In: BNR economic review (2021) 18, pp. 7-32
Persistent link: https://www.econbiz.de/10012671649
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Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano; Sivec, Vasja - In: Journal of econometrics 193 (2016) 2, pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
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Are quantitative easing effects transitory? : evidence from out-of-sample forecasts
Kirikos, Dimitris G. - In: Journal of financial economic policy 14 (2022) 6, pp. 811-822
Persistent link: https://www.econbiz.de/10013454194
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Modeling and forecasting currency in circulation for liquidity management in Nigeria
Ikoku, Alvan - In: CBN journal of applied statistics 5 (2014) 1, pp. 79-104
Nigeria. Forecasts were produced using ARIMA, ARIMA with structural variables, VAR and VEC models. The performance of the …
Persistent link: https://www.econbiz.de/10011474285
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Forecasting with a DSGE model of a small open economy within the Monetary Union
Marcellino, Massimiliano; Rychalovska, Yuliya - In: Journal of forecasting 33 (2014) 5, pp. 315-338
Persistent link: https://www.econbiz.de/10010425650
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Taylor rules and the predictability of interest rates
Söderlind, Paul; Söderström, Ulf; Vredin, Anders - 2003
gap, and the interest rate, and we compare with evidence from survey data and a VAR model. We find that the strongest …
Persistent link: https://www.econbiz.de/10011584250