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Could the bubble in U.S. house prices have been detected in real time?
Benati, Luca - 2017
I explore whether time-series methods exploiting the long-run equilibrium properties of the housing market might have detected the disequilibrium in U.S. house prices which pre-dated the Great Recession as it was building up. Based on real-time data, I show that a VAR in levels identified as in...
Persistent link: https://www.econbiz.de/10011824294
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Money-multiplier shocks
Benati, Luca; Ireland, Peter N. - 2017
Persistent link: https://www.econbiz.de/10011712889
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Impulse response analysis at the zero lower bound
Benati, Luca; Lubik, Thomas A. - 2023
changes in the IRFs: at the ZLB the IRFs of GDP and unemployment exhibit more inertia, the response of prices is flatter, and …
Persistent link: https://www.econbiz.de/10014307838
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Is the US Phillips curve stable? : evidence from Bayesian vector autoregressions
Karlsson, Sune; Österholm, Pär - In: The Scandinavian journal of economics 125 (2023) 1, pp. 287-314
Persistent link: https://www.econbiz.de/10014303987
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Do TFP and the relative price of investment share a common I(1) component?
Benati, Luca - In: Journal of economic dynamics & control 45 (2014), pp. 239-261
Persistent link: https://www.econbiz.de/10010474428
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One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models
Wróblewska, Justyna; Pajor, Anna - In: Central European journal of economic modelling and … 11 (2019) 1, pp. 23-45
Persistent link: https://www.econbiz.de/10012294550
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Are Phillips curves in CESEE still alive and well behaved?
Huber, Florian; Schreiner, Josef - In: Focus on European economic integration (2023) 3, pp. 7-27
Persistent link: https://www.econbiz.de/10014382999
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Monetary policy shocks in open economies and the inflation unemployment trade-off : the case of the Euro Area
Ribba, Antonio - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-12
, inflation and unemployment, we detect a wrong sign in the response of inflation to contractionary monetary policy shocks … significant unemployment inflation trade-off emerges. These conclusions are confirmed by using industrial production instead of … 1999-2019, when the Federal Funds Rate and the Euro-Dollar exchange rate are added to the VAR model inflation shows …
Persistent link: https://www.econbiz.de/10013168711
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Monetary policy responses to exogenous perturbations : the case of a small open economy (2007-2018)
Warburton, Christopher E. S.; Jackson, E. A. - In: PSL quarterly review 73 (2020) 293, pp. 181-201
inflation, output, and long-term interest rates, central banks in small open economies face peculiar challenges in their …
Persistent link: https://www.econbiz.de/10012288324
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Time-varying job creation and macroeconomic shocks
Guglielminetti, Elisa; Pouraghdam, Meradj - In: Labour economics : official journal of the European … 50 (2018), pp. 156-179
Persistent link: https://www.econbiz.de/10012129613