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Inflation, inflation expectations and central bank communication in emerging markets
Sánchez-Fung, José R. - In: Macroeconomics and finance in emerging market economies 15 (2022) 3, pp. 215-230
Persistent link: https://www.econbiz.de/10013415762
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Analyzing monetary policy in a real-time setting
Tchaidze, Robert R. - 2002
Persistent link: https://www.econbiz.de/10003778923
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Detection of anticipated structural changes in a rational expectations environment
Uzeda, Luis; Jones, Callum - In: Applied economics letters 20 (2013) 13/15, pp. 1322-1327
Persistent link: https://www.econbiz.de/10010202917
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Forward inflation expectations : evidence from inflation caps and floors
Chipeniuk, Karsten O.; Walker, Todd B. - In: Journal of macroeconomics 70 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013274669
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Four essays in econometrics and macroeconomics
Born, Benjamin - 2011
Persistent link: https://www.econbiz.de/10009422848
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Effects of volatility of the exchange rate on inflation expectations and growth prospects in Mexico (2002-2014)
Benavides, Guillermo; Téllez-León, Isela Elizabeth; … - In: Ensayos : revista de economia 34 (2015) 2, pp. 63-78
Persistent link: https://www.econbiz.de/10011511015
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Monetary policy under inflation targeting : the applicability of an inflation expectations rule
Song, Ouk-heon - In: Economic papers 2 (1999) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10001466117
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The time-varying behaviour of real interest rates : a re-evaluation of the recent evidence
Bekdache, Basma - In: Journal of applied econometrics 14 (1999) 2, pp. 171-190
Persistent link: https://www.econbiz.de/10001387396
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Implications of Dynamic Factor Models for VAR Analysis
Stock, James H.; Watson, Mark W. - 2022
This paper considers VAR models incorporating many time series that interact through a few dynamic factors. Several econometric issues are addressed including estimation of the number of dynamic factors and tests for the factor restrictions imposed on the VAR. Structural VAR identification based...
Persistent link: https://www.econbiz.de/10013322868
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Implications of Dynamic Factor Models for VAR Analysis
Stock, James H. - 2005
This paper considers VAR models incorporating many time series that interact through a few dynamic factors. Several econometric issues are addressed including estimation of the number of dynamic factors and tests for the factor restrictions imposed on the VAR. Structural VAR identification based...
Persistent link: https://www.econbiz.de/10012467213