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Connecting macroeconomic theory to the data : methods and applications

Bäurle, Gregor - 2009

Persistent link: https://www.econbiz.de/10003919869

A VAR model for monetary policy analysis in a small open economy

Jacobson, Tor; Jansson, Per; Vredin, Anders; Warne, Anders - 1999

for economic analysis. This paper demonstrates how a VAR model with long run restrictions justified by economic theory can …

Persistent link: https://www.econbiz.de/10011584357

Central bank objectives, monetary policy rules, and limited Information

Benchimol, Jonathan - 2024

Persistent link: https://www.econbiz.de/10014533788

Fiscal policy and interest rates in a small open economy

Lindé, Jesper - 2000

, larger budget deficits jspell higher interest rates, as posited by conventional macroeconomic theory. …

Persistent link: https://www.econbiz.de/10010128015

Measuring foreign impact : leading index construction using hierarchical dynamic factor model

Reklaite, Agne - In: Baltic journal of economics 16 (2016) 1, pp. 21-32

In this paper a new method of constructing the leading economic index is presented. Its main advantage is the ability to distinguish domestic and foreign factors influencing the growth of economy and it is performed via dynamic hierarchical factor modelling. An application is carried out with...

Persistent link: https://www.econbiz.de/10011890861