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Essays in quantitative monetary economics
Klaeffling, Matthias - 2002
Persistent link: https://www.econbiz.de/10001726852
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Three essays on monetary search theory and exchange rates determination
Yoo, Tae Hwan - 2002
Persistent link: https://www.econbiz.de/10003386171
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Business cycle dynamics after the Great Recession : an extended Markov-Switching Dynamic Factor Model
Doz, Catherine; Ferrara, Laurent; Pionnier, Pierre-Alain - 2020
Persistent link: https://www.econbiz.de/10012244551
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Business cycle dynamics after the Great Recession : an extended Markov-Switching dynamic factor model
Doz, Catherine; Ferrara, Laurent; Pionnier, Pierre-Alain - 2020
The Great Recession and the subsequent period of subdued GDP growth in most advanced economies have highlighted the need for macroeconomic forecasters to account for sudden and deep recessions, periods of higher macroeconomic volatility, and fluctuations in trend GDP growth. In this paper, we...
Persistent link: https://www.econbiz.de/10012227436
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A dynamic factor model of the yield curve components as a predictor of the economy
Chauvet, Marcelle; Senyuz, Zeynep - In: International journal of forecasting 32 (2016) 2, pp. 324-343
Persistent link: https://www.econbiz.de/10011596830
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Improving the robustness of Markov-Switching dynamic factor models with time-varying volatility
Aumond, Romain; Royer, Julien - 2024
Persistent link: https://www.econbiz.de/10014486414
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Modelling a regime-shifting Beverigde curve
Dutu, Richard; Holmes, Mark J.; Silverstone, Brian - In: Bulletin of economic research 68 (2016) 1, pp. 90-104
Persistent link: https://www.econbiz.de/10011427622
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Identifying asymmetric effects of labor market reforms
Gehrke, Britta; Weber, Enzo - 2017
search and matching theory, we propose an unobserved components approach with Markov switching to distinguish the effects of …
Persistent link: https://www.econbiz.de/10011699536
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Identifying asymmetric effects of labor market reforms
Gehrke, Britta; Weber, Enzo - In: European economic review : EER 110 (2018), pp. 18-40
Persistent link: https://www.econbiz.de/10012129141
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Inflation, price dispersion and market integration through the lens of a monetary search model
Becker, Sascha O.; Nautz, Dieter - 2010
integrated markets, however, theory suggests that the impact of inflation on price dispersion disappears. Employing price data of … theory. -- Inflation ; Relative price variability ; Monetary search models ; European market integration …
Persistent link: https://www.econbiz.de/10003952539