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The Phillips multiplier
Barnichon, Régis; Mesters, Geert - 2019
Persistent link: https://www.econbiz.de/10011994129
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Identifying modern macro equations with old shocks
Barnichon, Régis; Mesters, Geert - 2019
Persistent link: https://www.econbiz.de/10012100827
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Optimal policy perturbations
Barnichon, Régis; Mesters, Geert - 2020
Persistent link: https://www.econbiz.de/10012204229
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Identifying modern macro equations with old shocks
Barnichon, Régis; Mesters, Geert - 2019
Persistent link: https://www.econbiz.de/10012010331
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The Phillips multiplier
Barnichon, Régis; Mesters, Geert - 2019
Persistent link: https://www.econbiz.de/10012056255
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Optimal policy perturbations
Barnichon, Régis; Mesters, Geert - 2020
Persistent link: https://www.econbiz.de/10012209836
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Essays on nonlinear panel time series models
Mesters, Geert - 2015
Persistent link: https://www.econbiz.de/10010461080
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Empirical bayes methods for dynamic factor models
Koopman, Siem Jan; Mesters, Geert - In: The review of economics and statistics 99 (2017) 3, pp. 486-498
Persistent link: https://www.econbiz.de/10011793537
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A dynamic yield curve model with stochastic volatility and non-Gaussian interactions : an empirical study of non-standard monetary policy in the euro area
Mesters, Geert; Schwaab, Bernd; Koopman, Siem Jan - 2014
We develop an econometric methodology for the study of the yield curve and its interactions with measures of non-standard monetary policy during possibly turbulent times. The yield curve is modeled by the dynamic Nelson-Siegel model while the monetary policy measurements are modeled as...
Persistent link: https://www.econbiz.de/10010362975
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The Phillips multiplier
Barnichon, Regis; Mesters, Geert - In: Journal of monetary economics 117 (2021), pp. 689-705
Persistent link: https://www.econbiz.de/10012603208