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A VAR model for monetary policy analysis in a small open economy
Jacobson, Tor; Jansson, Per; Vredin, Anders; Warne, Anders - 1999
index of monetary conditions; dynamic forecasts of inflation; and the relation between inflation and the output gap …
Persistent link: https://www.econbiz.de/10011584357
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Drifts, volatilities, and impulse responses over the last century
Amir Ahmadi, Pooyan; Matthes, Christian; Wang, Mu-Chun - 2014
How much have the dynamics of US time series and in the particular the transmission of innovations to monetary policy instruments changed over the last century? The answers to these questions that this paper gives are "A lot." and "Probably less than you think.", respectively. We use vector...
Persistent link: https://www.econbiz.de/10010489284
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Estimating time-varying DSGE models using minimum distance methods
Giraitis, Liudas; Kapetanios, George; Theodoridis, … - 2015
authorities tried to deliver a low and stable inflation from 1975 onwards, however, the severe adverse supply shocks in the 70s …
Persistent link: https://www.econbiz.de/10011405253
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Forecasting UK GDP growth, inflation and interest rates under structural change : a comparison of models with time-varying parameters
Barnett, Alina; Mumtaz, Haroon; Theodoridis, Konstantinos - 2012
Persistent link: https://www.econbiz.de/10009559829
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Forecasting UK GDP growth and inflation under structural change : a comparison of models with time-varying parameters
Barnett, Alina; Mumtaz, Haroon; Theodoridis, Konstantinos - In: International journal of forecasting 30 (2013) 1, pp. 129-143
Persistent link: https://www.econbiz.de/10010247002
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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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Macroeconomics, nonlinearities, and the business cycle
Reif, Magnus - 2019
Im Zentrum dieser Dissertation steht das Beschreiben und Erklären von Konjunkturdynamiken. Motiviert durch den außerordentlich starken wirtschaftlichen Einbruch in 2008/2009 betont die Arbeit dabei die Wichtigkeit der Nutzung von nichtlinearen Modellansätzen. Die Dissertation kann als Beitrag...
Persistent link: https://www.econbiz.de/10012154125
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Impact of money supply in different states of inflation and economic growth in South Africa
Buthelezi, Eugene Msizi - In: Economies : open access journal 11 (2023) 2, pp. 1-22
This paper investigates the impact of the money supply in different states of inflation and economic growth in South … different states of inflation and economic growth. Moreover, the use of shock accounts for time-varying elasticity. It is found …, the money supply was insignificant. The money supply had a negative and a positive impact on inflation in states 1 and 2 …
Persistent link: https://www.econbiz.de/10014230763
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Time-varying identification of monetary policy shocks
Camehl, Annika; Woźniak, Tomasz - 2023
regime, systematic monetary policy follows a Taylor rule extended by the term spread and is effective in curbing inflation … of the second regime, inflation would be over one percentage point higher on average after 2008. …
Persistent link: https://www.econbiz.de/10014422351
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Missing aggregate dynamics : on the slow convergence of lumpy adjustment models
Berger, David; Caballero, Ricardo J.; Engel, Eduardo - 2015
Persistent link: https://www.econbiz.de/10011577984