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Idiosyncratic labour income risk and aggregate consumption : an unobserved component approach
Pozzi, Lorenzo - 2007
We investigate the importance of aggregate and consumer-specific or idiosyncratic labour income risk for aggregate consumption changes in the US over the period 1952-2001. Theoretically, the effect of labour income risk on consumption changes is decomposed into an aggregate and into an...
Persistent link: https://www.econbiz.de/10011372981
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The role of oil revenue shocks in Iranian economy, a TVP-VAR approach
Mehrara, Mohsen; Jabalameli, Earkhondeh; Mojab, Ramin - In: Iranian economic review : journal of University of Tehran 17 (2013) 3, pp. 43-52
Persistent link: https://www.econbiz.de/10010347509
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Analysing inflation dynamics in Iceland using a Bayesian structural vector autoregression model
Stefán Thórarinsson - 2022
Persistent link: https://www.econbiz.de/10012940002
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When is discretionary fiscal policy effective?
Fazzari, Steven M.; Morley, James C.; Panovska, Irina - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 4, pp. 229-254
Persistent link: https://www.econbiz.de/10012657688
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The equity price channel in a New-Keynesian DSGE model with financial frictions and banking
Hollander, Hylton; Liu, Guangling - In: Economic modelling 52 (2016), pp. 375-389
Persistent link: https://www.econbiz.de/10011642791
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The role of investment-specific technology shocks in driving international business cycles : a Bayesian approach
Dey, Jaya - In: Macroeconomic dynamics 21 (2017) 3, pp. 555-598
Persistent link: https://www.econbiz.de/10011686381
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A model for international spillovers to emerging markets
Houssa, Romain; Mohimont, Jolan; Otrok, Christopher M. - 2019
, monetary policy, credit, primary commodity) shocks facing an emerging economy. We estimate the model with Bayesian methods …
Persistent link: https://www.econbiz.de/10012029113
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A model for international spillovers to emerging markets
Houssa, Romain; Mohimont, Jolan; Otrok, Christopher M. - 2019
, monetary policy, credit, primary commodity) shocks facing an emerging economy. We estimate the model with Bayesian methods …
Persistent link: https://www.econbiz.de/10011995390
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Uniform priors for impulse responses
Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; … - 2023
There has been a call for caution when using the conventional method for Bayesian inference in setidentified structural …
Persistent link: https://www.econbiz.de/10014368558
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Commodity exports, financial frictions, and international spillovers
Houssa, Romain; Mohimont, Jolan; Otrok, Christopher M. - In: European economic review : EER 158 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014460576