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Estimating models for monetary policy analysis in emerging countries

Garcia-Cicco, Javier - 2010

Persistent link: https://www.econbiz.de/10008810276

Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators

Armah, Nii Ayi; Swanson, Norman R. - 2011

). The variables that we predict are output growth and inflation, two representative variables from our set of indicators … find that the macroeconomic indicators (not including spreads) perform best when forecasting inflation in non-volatile time … ; factor ; federal reserve bank ; forecast ; macroeconometrics ; monetary policy ; parameter estimation error ; proxy …

Persistent link: https://www.econbiz.de/10009130538

Estimating US fiscal and monetary interactions in a time varying VAR

Gerba, Eddie; Hauzenberger, Klemens - 2013

We contribute to the growing empirical literature on monetary and fiscal interactions by applying a sign restriction identification scheme to a structural TVP-VAR in order to disentangle and evaluate the policy shocks and policy transmissions. This in turn allows us to study the Great Recession...

Persistent link: https://www.econbiz.de/10009722854

Estimation of a forward-looking monetary policy rule : a time-varying parameter model using ex post data

Kim, Chang-jin; Nelson, Charles R. - In: Journal of monetary economics 53 (2006) 8, pp. 1949-1966

Persistent link: https://www.econbiz.de/10003394388

An econometric investigation of the relative effectiveness of monetary and fiscal policy

Varzandeh, Javad - 1981

Persistent link: https://www.econbiz.de/10002935264

Interest rate pass-through and cost channel of monetary policy : evidence from minimum distance estimation of DSGE model for Pakistan

Munir, Madiha; Tufail, Saira; Ahmed, Ather Maqsood - In: Cogent economics & finance 10 (2022) 1, pp. 1-26

degree of pass-through and cost channel of monetary policy has also been examined. The minimum distance estimation of the …

Persistent link: https://www.econbiz.de/10014500255

A unified framework to estimate macroeconomic stars

Zaman, Saeed - 2021 - This version: October 10, 2021

Persistent link: https://www.econbiz.de/10012694862

Impulse response analysis in conditional quantile models with an application to monetary policy

Lee, Dong Jin; Kim, Tae-hwan; Mizen, Paul - In: Journal of economic dynamics & control 127 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012668504

Taylor-Rule Consistent Estimates of the Natural Rate of Interest

Brand, Claus - 2019

policy rules: we model inflation to be stationary, with the output gap pinning down deviations of inflation from its …

Persistent link: https://www.econbiz.de/10012889739

Estimating optimal inflation rate in Saudi Arabia : using dynamic threshold regression model

Alsabban, Soleman; Alnuwaiser, Sarah N. - Mu'assasat an-Naqd al-ʿArabī as-Suʿūdī - 2021

Persistent link: https://www.econbiz.de/10012813537