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Let the market speak: using interest rates to identify the Fed information effect
Zhu, Linyan - 2023 - Revised: February 20, 2023
Persistent link: https://www.econbiz.de/10014381619
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Proxy VAR models in a data-rich environment
Bruns, Martin - 2019
Structural VAR models require two ingredients: (i) Informational sufficiency, and (ii) a valid identification strategy. These conditions are unlikely to be met by small-scale recursively identified VAR models. I propose a Bayesian Proxy Factor-Augmented VAR (BP-FAVAR) to combine a large...
Persistent link: https://www.econbiz.de/10012125244
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Forecasting and policy making
Wieland, Volker; Wolters, Maik H. - 2013
Persistent link: https://www.econbiz.de/10011506997
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Forecasting and policy making
Wieland, Volker; Wolters, Maik H. - 2012
Persistent link: https://www.econbiz.de/10010394237
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Overview of the Macedonian Policy Analysis Model (MAKPAM)
Hlédik, Tibor; Bojceva Terzijan, Sultanija; Jovanovic, … - Narodna Banka na Republika Makedonija - 2016
of Macedonia (NBRM) for medium term macroeconomic forecasting and policy analysis. The MAKPAM is a medium scale, New … important block of the macroeconomic forecasting system of the NBRM. The model is therefore an important analytic tool for …
Persistent link: https://www.econbiz.de/10011623918
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The BSP's forecasting and policy analysis system
Abenoja, Zeno Ronald R.; Dacio, Jasmin E.; Castañares, … - In: The Philippine review of economics : a joint … 59 (2022) 1, pp. 77-107
Persistent link: https://www.econbiz.de/10013499064
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Enhancing the quarterly projection model
Pirozhkova, Ekaterina; Rakgalakane, Jeffrey; Soobyah, … - 2023
Persistent link: https://www.econbiz.de/10014313105
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The macroeconomic response to real and financial factors, commodity prices, and monetary policy : International evidence
Siklos, Pierre L. - In: Economic systems 45 (2021) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10012798128
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Pandemic shocks and fiscal-monetary policies in the Eurozone : COVID-19 dominance during January-June 2020
Jinjarak, Yothin; Ahmed, Rashad; Nair-Desai, Sameer; … - In: Oxford economic papers 73 (2021) 4, pp. 1557-1580
Persistent link: https://www.econbiz.de/10012655266
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Pandemic Shocks and Fiscal-Monetary Policies in the Eurozone : COVID-19 Dominance During January - June 2020
Jinjarak, Yothin - 2020
This case study compares the importance of prevailing market factors against that of COVID-19 dynamics and policy responses in explaining the evolution of Eurozone (EZ) sovereign spreads during the first half of 2020. Focusing on daily Eurozone CDS spreads, we adopt a multi-stage econometric...
Persistent link: https://www.econbiz.de/10012829783