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Long run evidence on money growth and inflation

Benati, Luca - 2009

Over the last two centuries, the cross-spectral coherence between either narrow or broad money growth and inflation at … other countries, thus implying that the fraction of inflation’s long-run variation explained by long-run money growth has … correspondence with the inflationary outbursts associated with World War I and the Great Inflation–but not World War II …

Persistent link: https://www.econbiz.de/10011605073

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

Macroeconomic forecasting in the Euro area using predictive combinations of DSGE models

Čapek, Jan; Crespo Cuaresma, Jesús; Hauzenberger, Niko; … - In: International journal of forecasting 39 (2023) 4, pp. 1820-1838

Persistent link: https://www.econbiz.de/10014465357

Monetary policy shocks : we got news!

Gomes, Sandra; Iskrev, Nikolay; Mendicino, Caterina - In: Journal of economic dynamics & control 74 (2017), pp. 108-128

Persistent link: https://www.econbiz.de/10011740491

What cycles? : data detrending in DSGE models

Sun, Xiaojin; Tsang, Kwok Ping - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 3, pp. 1-23

Persistent link: https://www.econbiz.de/10012054895

Modelling inflation shifts and persistence in Tunisia : perspectives from an evolutionary spectral approach

Ftiti, Zied; Guesmi, Khaled; Nguyen, Duc Khuong; … - In: Applied economics 47 (2015) 55/57, pp. 6200-6210

Persistent link: https://www.econbiz.de/10011381288

Joint Prediction Bands for Macroeconomic Risk Management

Akram, Q. Farooq - 2016

In this paper we address the issue of assessing and communicating the joint probabilities implied by density forecasts from multivariate time series models. We focus our attention in three areas. First, we investigate a new method of producing fan charts that better communicates the uncertainty...

Persistent link: https://www.econbiz.de/10012989353

Analyzing South Africa's inflation persistence using an arfima model with Markov-switching fractional differencing parameter

Balcilar, Mehmet; Gupta, Rangan; Jooste, Charl - In: The journal of developing areas 50 (2016) 1, pp. 47-57

Persistent link: https://www.econbiz.de/10011576379

DSGE Pileups

Morris, Stephen - 2016

Restrictions from economic theory are usually placed on the parameter space in DSGE models. Such restrictions are also utilized to ensure identifiability. But even when the population parameter value is consistent with theory, the likelihood maximizer need not be. This paper documents the...

Persistent link: https://www.econbiz.de/10012996821

Trend dominance in macroeconomic fluctuations

Shibayama, Katsuyuki - 2015

This paper investigates multivariate Beveridge-Nelson decomposition of key macro aggregate data. We find (a) inflation …

Persistent link: https://www.econbiz.de/10011342928