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Forecasting the real price of oil under alternative specifications of constant and time-varying volatility
Zhu, Beili - 2017
Persistent link: https://www.econbiz.de/10011746620
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Would the Bundesbank have prevented the Great Inflation in the United States?
Benati, Luca - 2009
of such exercises. - Bayesian VARs ; time-varying parameters ; stochastic volatility ; identified VARs ; Great Inflation …
Persistent link: https://www.econbiz.de/10003969295
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The state space representation and estimation of a time-varying parameter VAR with stochastic volatility
Doh, Taeyoung; Connolly, Michael - 2012
Persistent link: https://www.econbiz.de/10009575454
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Would the Bundesbank have prevented the Great Inflation in the United States?
Benati, Luca - In: Journal of economic dynamics & control 35 (2011) 7, pp. 1106-1125
Persistent link: https://www.econbiz.de/10009241494
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Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua; Eisenstat, Eric - 2015
Persistent link: https://www.econbiz.de/10011342381
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Changes in the oil price-inflation pass-through
Valcarcel, Victory J.; Wohar, Mark E. - In: Journal of economics & business 68 (2013), pp. 24-42
Persistent link: https://www.econbiz.de/10009773805
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Great Moderation in the Japanese economy
Ko, Jun-hyung; Murase, Koichi - In: Japan and the world economy : international journal of … 27 (2013), pp. 10-24
Persistent link: https://www.econbiz.de/10010243010
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Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric; Chan, Joshua; Strachan, Rodney W. - 2014
Persistent link: https://www.econbiz.de/10010348808
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Measuring uncertainty and its impact on the economy
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2016
Persistent link: https://www.econbiz.de/10011549654
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The evolving transmission of uncertainty shocks in the United Kingdom
Mumtaz, Haroon - In: Econometrics : open access journal 4 (2016) 1, pp. 1-18
propose an extended time-varying VAR model that simultaneously allows the estimation of a measure of uncertainty and its time …
Persistent link: https://www.econbiz.de/10011505897