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Data Gaps and the Policy Response to the Novel Coronavirus
Stock, James H. - 2020
This note lays out the basic Susceptible-Infected-Recovered (SIR) epidemiological model of contagion, with a target audience of economists who want a framework for understanding the effects of social distancing and containment policies on the evolution of contagion and interactions with the...
Persistent link: https://www.econbiz.de/10012838354
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Data Gaps and the Policy Response to the Novel Coronavirus
Stock, James H. - 2020
This note lays out the basic Susceptible-Infected-Recovered (SIR) epidemiological model of contagion, with a target audience of economists who want a framework for understanding the effects of social distancing and containment policies on the evolution of contagion and interactions with the...
Persistent link: https://www.econbiz.de/10012482082
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Data gaps and the policy response to the novel coronavirus
Stock, James H. - 2020
Persistent link: https://www.econbiz.de/10012216948
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Data gaps and the policy response to the novel coronavirus
Stock, James H. - In: Covid economics : vetted and real-time papers (2020) 3, pp. 1-11
Persistent link: https://www.econbiz.de/10012209959
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Long-run effects of monetary policy of China on its economic growth
Wang, Yongqing - In: The Chinese economy : translations and studies 56 (2023) 6, pp. 431-440
Persistent link: https://www.econbiz.de/10014419511
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Macroeconomic news and real interest rates
Kliesen, Kevin L.; Schmid, Frank A. - In: Review / Federal Reserve Bank of St. Louis 88 (2006) 2, pp. 133-143
Persistent link: https://www.econbiz.de/10003326146
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Aluminium market and the macroeconomy
Boschi, Melisso; Pieroni, Luca - In: Journal of policy modeling : JPMOD ; a social science … 31 (2009) 2, pp. 189-207
Persistent link: https://www.econbiz.de/10003834803
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Risk matters : the real effects of volatility shocks
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - 2009
Persistent link: https://www.econbiz.de/10003835981
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The high-frequency impact of news on long-term yields and forward rates : is it real?
Beechey, Meredith Jane; Wright, Jonathan H. - In: Journal of monetary economics 56 (2009) 4, pp. 535-544
Persistent link: https://www.econbiz.de/10003850593
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Risk matters : the real effects of volatility shocks
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - 2009
Persistent link: https://www.econbiz.de/10003854229