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A time series model of interest rates with the effective lower bound
Johannsen, Benjamin K.; Mertens, Elmar - 2018
Persistent link: https://www.econbiz.de/10011867112
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Structural vector autoregressions with smooth transition in variances
Lütkepohl, Helmut; Netšunajev, Aleksei - In: Journal of economic dynamics & control 84 (2017), pp. 43-57
Persistent link: https://www.econbiz.de/10011916171
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Infinite-variance, alpha-stable shocks in monetary SVAR
Hannsgen, Greg - In: International review of applied economics 26 (2012) 6, pp. 755-786
Persistent link: https://www.econbiz.de/10009719299
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Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S.
Bacchiocchi, Emanuele; Castelnuovo, Efrem; Fanelli, Luca - 2016
Persistent link: https://www.econbiz.de/10011698807
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Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the United States
Bacchiocchi, Emanuele; Castelnuovo, Efrem; Fanelli, Luca - In: Macroeconomic dynamics 22 (2018) 6, pp. 1613-1651
Persistent link: https://www.econbiz.de/10011916999
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From the "Great Inflation" to the "Great Moderation" in Peru : a time varying structural vector autoregressions analysis
Castillo B., Paul; Montoya, Jimena; Quineche, Ricardo - 2016
Persistent link: https://www.econbiz.de/10011503984
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On the response of economic aggregates to monetary policy shocks
Jehan, Zainab; Rashid, Abdul - 2011
shock to monetary measures. The IRF graphs reveal a price puzzle in closed as well as in open economy model. However, an …
Persistent link: https://www.econbiz.de/10011524836
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Do monetary policy shocks generate TAR or STAR dynamics in output?
Donayre, Luiggi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 2, pp. 227-247
Persistent link: https://www.econbiz.de/10011313585
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On fiscal and monetary policy-induced macroeconomic volatility dynamics
Liu, Xiaochun - In: Journal of economic dynamics & control 127 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012668875
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Nonlinearity in stock returns : do risk aversion, investor sentiment and, monetary policy shocks matter?
Dahmene, Meriam; Boughrara, Adel; Slim, Skander - In: International review of economics & finance : IREF 71 (2021), pp. 676-699
Persistent link: https://www.econbiz.de/10012628018