Similar Search Results

Debt regimes and the effectiveness of monetary policy

De Luigi, Clara; Huber, Florian - In: Journal of economic dynamics & control 93 (2018), pp. 218-238

Persistent link: https://www.econbiz.de/10011974509

Density forecasting using Bayesian global vector autoregressions with common stochastic volatility

Huber, Florian - 2014

Persistent link: https://www.econbiz.de/10010480999

Structural breaks in Taylor rule based exchange rate models : evidence from threshold time varying parameter models

Huber, Florian - 2017

Persistent link: https://www.econbiz.de/10011632570

Structural breaks in Taylor rule based exchange rate models : evidence from threshold time varying parameter models

Huber, Florian - In: Economics letters 150 (2017), pp. 48-52

Persistent link: https://www.econbiz.de/10011762629

Density forecasting using Bayesian global vector autoregressions with stochastic volatility

Huber, Florian - In: International journal of forecasting 32 (2016) 3, pp. 818-837

Persistent link: https://www.econbiz.de/10011621824

US monetary policy in a globalized world

Crespo Cuaresma, Jesús; Doppelhofer, Gernot; … - 2015

Persistent link: https://www.econbiz.de/10011421835

Trend fundamentals and exchange rate dynamics

Huber, Florian; Kaufmann, Daniel - 2016

Persistent link: https://www.econbiz.de/10011428052

US monetary policy in a globalized world : presented at CESifo Area Conference on Macro, Money & International Finance, February 2016

Crespo Cuaresma, Jesús; Doppelhofer, Gernot; … - 2016

We analyze the interaction between monetary policy in the US and the global economy, using a global vector autoregressive model with time-varying parameters and stochastic volatility (TVP-SV-GVAR). We find that a contractionary US monetary policy shock leads to a persistent fall in international...

Persistent link: https://www.econbiz.de/10011444866

Forecasting global equity indices using large Bayesian VARs

Huber, Florian; Krisztin, Tamás; Piribauer, Philipp - 2014

Persistent link: https://www.econbiz.de/10010480996

US monetary policy in a globalized world

Crespo Cuaresma, Jesús; Doppelhofer, Gernot; … - 2016

Persistent link: https://www.econbiz.de/10011494709