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Indonesia's financial stress events and macroeconomic dynamics
Safuan, Sugiharso; Sugandi, Eric; Azis, Okta Qomaruddin; … - In: Bulletin of monetary economics and banking 25 (2022) 3, pp. 323-370
Persistent link: https://www.econbiz.de/10013482963
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Has inflation targeting changed the conduct of monetary policy?
Creel, Jérôme; Hubert, Paul - In: Macroeconomic dynamics 19 (2015) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10011308661
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A hitchhiker's guide to empirical macro models
Ferroni, Filippo; Canova, Fabio - 2021
This paper describes a package which uses MATLAB functions and routines to estimate VARs, local projections and other models with classical or Bayesian methods. The toolbox allows a researcher to conduct inference under various prior assumptions on the parameters, to produce point and density...
Persistent link: https://www.econbiz.de/10012617682
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Economic theories and macroeconomic reality
Loria, Francesca; Matthes, Christian; Wang, Mu-Chun - 2021
Economic theories are often encoded in equilibrium models that cannot be directly estimated because they lack features that, while inessential to the theoretical mechanism that is central to the specific theory, would be essential to fit the data well. We propose an econometric approach that...
Persistent link: https://www.econbiz.de/10012792815
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Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix; Giudici, Paolo; Hashem, Shatha … - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012668002
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Contractionary technology shocks
Giuli, Francesco; Tancioni, Massimiliano - In: Macroeconomic dynamics 21 (2017) 7, pp. 1752-1789
Persistent link: https://www.econbiz.de/10011805950
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A hitchhiker guide to empirical macro models
Canova, Fabio; Ferroni, Filippo - 2020
Persistent link: https://www.econbiz.de/10012321243
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Interest rates, house prices, fertility, and the macroeconomy
Affuso, Ermanno; Istiak, Khandokar; Swofford, James L. - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-17
and changes in interest rates have positive effects on the fertility rate. The study uses U.S. data between 1975-2020, a … house prices and interest rates have a significant positive effect on changes in the fertility rate. The causality test … finds that unidirectional causality exists between house prices and interest rates and fertility. The results indicate that …
Persistent link: https://www.econbiz.de/10013399779
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Income inequality, unemployment, and poverty in Nigeria : a vector autoregressive approach
Akinbobola, T. O.; Saibu, M. O. O. - In: Journal of policy reform 7 (2004) 3, pp. 175-183
Persistent link: https://www.econbiz.de/10002408267
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Malthus in Cointegration Space : A New Look at Living Standards and Population in Pre-Industrial England
Møller, Niels Framroze; Sharp, Paul Richard - 2008
We analyze Malthus' (1798) model when labor demand shifts persistently. The Malthusian ideas are formalized and derived in terms of stationarity and cointegration, and the implied restrictions are tested against English pre-industrial data 1560-1760. The evidence suggests a negligible marginal...
Persistent link: https://www.econbiz.de/10014216151