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The VARying effect of foreign shocks in Central and Eastern Europe
Jiménez-Rodriguez, Rebeca; Morales-Zumaquero, Amalia; … - 2010
This paper investigates the impact of international shocks - interest rate, commodity price and industrial production shocks - on key macroeconomic variables in ten Central and Eastern European (CEE) countries by using near-VAR models and monthly data from the early 1990s to 2009. In contrast to...
Persistent link: https://www.econbiz.de/10010273871
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The VARying effect of foreign shocks in Central and Eastern Europe
Jiménez-Rodríguez, Rebeca; Morales Zumaquero, Amalia; … - 2010
This paper investigates the impact of international shocks - interest rate, commodity price and industrial production shocks - on key macroeconomic variables in ten Central and Eastern European (CEE) countries by using near-VAR models and monthly data from the early 1990s to 2009. In contrast to...
Persistent link: https://www.econbiz.de/10003974654
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The Varying Effect of Foreign Shocks in Central and Eastern Europe
Morales-Zumaquero, Amalia - 2010
This paper investigates the impact of international shocks – interest rate, commodity price and industrial production shocks – on key macroeconomic variables in ten Central and Eastern European (CEE) countries by using near-VAR models and monthly data from the early 1990s to 2009. In...
Persistent link: https://www.econbiz.de/10013139822
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The VARying Effect of Foreign Shocks in Central and Eastern Europe
Jiménez-Rodríguez, Rebeca - 2013
This paper investigates the impact of international shocks – interest rate, commodity price and industrial production shocks – on key macroeconomic variables in ten Central and Eastern European (CEE) countries by using near-VAR models and monthly data from the early 1990s to 2009. In...
Persistent link: https://www.econbiz.de/10013094654
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Ganando grados de libertad : el manejo de la política monetaria en LATAM-5
Basco, Emiliano; Katz, Sebastián; Libonatti, Luis - 2023 - Esta versión: Noviembre 2023
By examining the reaction functions of the Central Banks of Brazil, Chile, Colombia, Mexico, and Peru (LATAM-5) over …
Persistent link: https://www.econbiz.de/10014433825
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Macroeconomic Stability and Monetary Policy in Korea : Time-Varying Coefficient VAR Approach
Han, Jong-Suk - 2019
The post-global financial crisis (GFC) macroeconomic dynamics in Korea displays diminished output and inflation variability with a slowdown in real activity, compared to the first decade of the 2000s. This paper investigates these two distinctive macroeconomic features in Korea by estimating a...
Persistent link: https://www.econbiz.de/10012869965
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Poverty and distributional impact of economic policies and external shocks : three case studies from Latin America combining macro and micro approaches
Lay, Jann - 2007
Colombia and Brazil, and the gas boom in Bolivia. It uses an innovative approach that combines computable general equilibrium …
Persistent link: https://www.econbiz.de/10011934478
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Priors from DSGE models for dynamic factor analysis
Bäurle, Gregor - 2008
We propose a method to incorporate information from Dynamic Stochastic General Equilibrium (DSGE) models into Dynamic Factor Analysis. The method combines a procedure previously applied for Bayesian Vector Autoregressions and a Gibbs Sampling approach for Dynamic Factor Models. The factors in...
Persistent link: https://www.econbiz.de/10010316078
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Priors from DSGE models for dynamic factor analysis
Bäurle, Gregor - 2008
We propose a method to incorporate information from Dynamic Stochastic General Equilibrium (DSGE) models into Dynamic Factor Analysis. The method combines a procedure previously applied for Bayesian Vector Autoregressions and a Gibbs Sampling approach for Dynamic Factor Models. The factors in...
Persistent link: https://www.econbiz.de/10003923369