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Connecting macroeconomic theory to the data : methods and applications
Bäurle, Gregor - 2009
Persistent link: https://www.econbiz.de/10003919869
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Productivity, energy prices, and the great moderation : a new link
Dhawan, Rajeev (contributor); Jeske, Karsten (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003732175
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Productivity, energy prices and the great moderation : a new link
Dhawan, Rajeev; Jeske, Karsten; Silos, Pedro - In: Review of economic dynamics 13 (2010) 3, pp. 715-724
Persistent link: https://www.econbiz.de/10008758898
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Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - 2012
Persistent link: https://www.econbiz.de/10009632872
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Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - 2012
Persistent link: https://www.econbiz.de/10009655189
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The changing transmission of uncertainty shocks in the US : an empirical analysis
Mumtaz, Haroon; Theodoridis, Konstantinos - 2014
This paper investigates if the impact of uncertainty shocks on the US economy has changed over time. To this end, we develop an extended Factor Augmented VAR model that simultaneously allows the estimation of a measure of uncertainty and its time-varying impact on a range of variables. We find...
Persistent link: https://www.econbiz.de/10010472799
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The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon; Theodoridis, Konstantinos - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
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Nominal wage contracts, labor adjustment costs and the business cycle
Janko, Zuzana - In: Review of economic dynamics 11 (2008) 2, pp. 434-448
Persistent link: https://www.econbiz.de/10003731175
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Explaining inventories : a business cycle assessment of the stockout avoidance and (S,s) motives
Khan, Aubhik; Thomas, Julia K. - In: Macroeconomic dynamics 11 (2007) 5, pp. 638-664
Persistent link: https://www.econbiz.de/10003616047
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Is increased price flexibility stabilizing? : redux
Bhattarai, Saroj; Eggertsson, Gauti B.; Schoenle, Raphael - 2012
We study the implications of increased price flexibility on aggregate output volatility in a dynamic stochastic general … flexibility ; aggregate volatility ; systematic monetary policy ; DSGE model ; Bayesian estimation …
Persistent link: https://www.econbiz.de/10009521652