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Applied econometrics methods and monetary policy : empirical evidence from the Mexican case

Galindo Paliza, Luis Miguel; Catalán, Horacio - In: New tools of economic dynamics, (pp. 273-293). 2005

Persistent link: https://www.econbiz.de/10003029122

The relationship between interest rates and inflation : time series evidence from Canada

Fazlollahi, Negar; Ebrahimijam, Saeed - In: New Dynamics in Banking and Finance : 5th International …, (pp. 191-205). 2022

Persistent link: https://www.econbiz.de/10013198534

An analysis of the time-varying behavior of the equilibrium velocity of money in the euro area

Camarero Olivas, Mariam; Sapena, Juan; Tamarit … - In: Recent econometric techniques for macroeconomic and …, (pp. 113-146). 2021

-space framework for modeling the velocity of circulation. Our specification allows for the estimation of different autoregressive …

Persistent link: https://www.econbiz.de/10012395397

Money velocity and the natural rate of interest

Benati, Luca - In: Journal of monetary economics 116 (2020), pp. 117-134

Persistent link: https://www.econbiz.de/10012495164

Modeling persistent interest rates with volatility-induced stationarity

Hansen, Anne Lundgaard - 2019

It is well-known that interest rates are extremely persistent, yet they are best modeled and understood as stationary processes. These properties are contradictory in the workhorse Gaussian affine term structure model in which persistent data often result in unit roots that imply...

Persistent link: https://www.econbiz.de/10012111254