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1
Drifts and volatilities : monetary policies and outcomes in the post WWII US
Cogley, Timothy
;
Sargent, Thomas J.
- In:
Review of economic dynamics
8
(
2005
)
2
,
pp. 262-302
Persistent link: https://www.econbiz.de/10003080276
Saved in:
2
Discussion of Cogley and Sargent's "Drifts and volatilities: monetary policies and outcomes in the post WWII US"
Del Negro, Marco
-
2003
Persistent link: https://www.econbiz.de/10001810901
Saved in:
3
Discussion of Cogley and Sargent's 'Drifts and Volatilities : Monetary Policy and Outcomes in the Post WWII U.S.'
Del Negro, Marco
-
2015
Cogley and Sargent provide us with a very useful tool for empirical macroeconomics: a Gibbs sampler for the estimation of VARs with drifting coefficients and volatilities. The authors apply the tool to a VAR with three variables — inflation, unemployment, and the nominal interest rate — and...
Persistent link: https://www.econbiz.de/10013032855
Saved in:
4
Drifts and Volatilities : Monetary Policies and Outcomes in the Post WWII U.S
Cogley, Timothy
-
2015
posteriors imply substantial variation of all of these objects for post WWII U.S. data. After adjusting for changes in
volatility
…
Persistent link: https://www.econbiz.de/10013032849
Saved in:
5
Modelling inflation
volatility
Eisenstat, Eric
;
Strachan, Rodney W.
-
2014
Persistent link: https://www.econbiz.de/10011341971
Saved in:
6
Modelling inflation
volatility
Eisenstat, Eric
;
Strachan, Rodney W.
-
2014
Persistent link: https://www.econbiz.de/10010348813
Saved in:
7
Modelling inflation
volatility
Eisenstat, Eric
;
Strachan, Rodney W.
- In:
Journal of applied econometrics
31
(
2016
)
5
,
pp. 805-820
Persistent link: https://www.econbiz.de/10011645234
Saved in:
8
US post-war monetary policy : what caused the great moderation
Minford, Patrick
;
Ou, Zhirong
-
2010
Persistent link: https://www.econbiz.de/10008780537
Saved in:
9
Drifts and volatilities under measurement error : assessing monetary policy shocks over the last century
Amir Ahmadi, Pooyan
;
Matthes, Christian
;
Wang, Mu-Chun
- In:
Quantitative economics : QE ; journal of the …
7
(
2016
)
2
,
pp. 591-611
Persistent link: https://www.econbiz.de/10011612106
Saved in:
10
Drifts, volatilities, and impulse responses over the last century
Amir Ahmadi, Pooyan
;
Matthes, Christian
;
Wang, Mu-Chun
-
2014
than you think.", respectively. We use vector autoregression with time-varying parameters and stochastic
volatility
to …
Persistent link: https://www.econbiz.de/10010489284
Saved in:
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