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A comparison of Japanese and US New Keynesian Phillips Curves with Bayesian VAR-GMM

Kurozumi, Takushi; Oishi, Ryohei - 2022

Persistent link: https://www.econbiz.de/10014302855

How do oil shocks affect the structural stability of hybrid new Keynesian Phillips curve? /Somayeh Mardaneh

Mardaneh, Somayeh - 2012

Persistent link: https://www.econbiz.de/10009670647

Monetary policy in a small open economy model : a DSGE-VAR approach for Switzerland

Bäurle, Gregor; Menz, Tobias - 2008

We study the transmission of monetary shocks and monetary policy with a behavioral model, corrected for potential misspecification using the DSGE-VAR framework elaborated by DelNegro and Schorfheide (2004). In particular, we investigate if the central bank should react to movements in the...

Persistent link: https://www.econbiz.de/10003882303

Analysing inflation dynamics in Iceland using a Bayesian structural vector autoregression model

Stefán Thórarinsson - 2022

Persistent link: https://www.econbiz.de/10012940002

When domestic and foreign QE overlap: evidence from Sweden

Di Casola, Paola; Stockhammar, Pär - 2021

We estimate the effects of domestic and foreign quantitative easing (QE) programmes on a small open economy, Sweden, using a structural BVAR model. Domestic QE raised GDP, lowered unemployment and depreciated the currency, while effects on in ation are less clear. The ECB QE had large positive...

Persistent link: https://www.econbiz.de/10012520274

Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models

Giordani, Paolo; Kohn, Robert - 2019

Time series subject to parameter shifts of random magnitude and timing are commonly modeled with a change-point approach using Chib's (1998) algorithm to draw the break dates. We outline some advantages of an alternative approach in which breaks come through mixture distributions in state...

Persistent link: https://www.econbiz.de/10014064422

Financial frictions and shocks in an estimated small open economy DSGE model

Doojav, Gan-Ochir; Kalirajan, Kaliappa - In: Journal of quantitative economics 18 (2020) 2, pp. 253-291

Persistent link: https://www.econbiz.de/10012418824

The effects of structural shocks on macroeconomic fundamentals under aggressive monetary policy : the case of Turkey

Güngör, Mahmut Sami; Güloğlu, Bülent - In: International journal of business and economic sciences … 12 (2019) 2, pp. 7-21

prior distribution of structural parameters and shock processes are determined according to the literature. Then, we … consistent with theoretical framework of the new Keynesian synthesis. Besides, the historical shock decompositions of endogenous … monetary policy increases the effects of monetary policy shock on inflation while its impact on output gap and interest rate …

Persistent link: https://www.econbiz.de/10012239944

Estimation of a small open economy DSGE model for Kazakhstan

Konebayev, Erlan - In: Post-communist economies 35 (2023) 7, pp. 670-707

Persistent link: https://www.econbiz.de/10014454800

The new Keynesian Phillips curve : does it fit Norwegian data?

Boug, Pål; Cappelen, Ådne; Swensen, Anders Rygh - 2011

Persistent link: https://www.econbiz.de/10008989952