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90
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69
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60
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56
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56
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55
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51
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51
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50
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48
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48
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48
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47
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42
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41
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41
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39
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38
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38
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37
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36
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33
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33
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33
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32
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32
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31
Pástor, Ľuboš
31
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30
Lo, Andrew W.
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ECONIS (ZBW)
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RePEc
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EconStor
5
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BASE
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1
Empirical evidence on the dynamics of investment under uncertainty in the US
Haque, Qazi
;
Magnusson, Leandro M.
;
Tomioka, Kazuki
-
2019
Persistent link: https://www.econbiz.de/10012224674
Saved in:
2
Empirical evidence on the dynamics of investment under uncertainty in the U.S.
Haque, Qazi
;
Magnusson, Leandro M.
;
Tomioka, Kazuki
-
2019
Persistent link: https://www.econbiz.de/10012208719
Saved in:
3
Fiscal policy uncertainty and US output
Popiel, Michal Ksawery
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012198646
Saved in:
4
US interest rates : are relations stable?
Karlsson, Sune
;
Kiss, Tamás
;
Nguyen, Hoang
; …
-
2024
estimating trivariate hybrid time-varying parameter Bayesian
VAR
models with stochastic
volatility
for the three-month Treasury …
Persistent link: https://www.econbiz.de/10014490330
Saved in:
5
Is the US Phillips curve stable? : evidence from Bayesian vector autoregressions
Karlsson, Sune
;
Österholm, Pär
- In:
The Scandinavian journal of economics
125
(
2023
)
1
,
pp. 287-314
Persistent link: https://www.econbiz.de/10014303987
Saved in:
6
Bayesian model comparison for time-varying parameter VARs with stochastic
volatility
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342381
Saved in:
7
Changes in the oil price-inflation pass-through
Valcarcel, Victory J.
;
Wohar, Mark E.
- In:
Journal of economics & business
68
(
2013
),
pp. 24-42
Persistent link: https://www.econbiz.de/10009773805
Saved in:
8
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric
;
Chan, Joshua
;
Strachan, Rodney W.
-
2014
Persistent link: https://www.econbiz.de/10010348808
Saved in:
9
The changing transmission of uncertainty shocks in the US : an empirical analysis
Mumtaz, Haroon
;
Theodoridis, Konstantinos
-
2014
develop an extended Factor Augmented
VAR
model that simultaneously allows the estimation of a measure of uncertainty and its …
Persistent link: https://www.econbiz.de/10010472799
Saved in:
10
Would the Bundesbank Have Prevented the Great Inflation in the United States?
Benati, Luca
-
2009
Policy counterfactuals based on estimated structural VARs routinely suggest that bringing Alan Greenspan back in the 1970s' United States would not have prevented the Great Inflation. We show that a standard policy counterfactual suggests that the Bundesbank – which is near-universally...
Persistent link: https://www.econbiz.de/10013153230
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