Similar Search Results

A BVAR model for forecasting Ukrainian inflation

Shapovalenko, Nadiia - 2021

In this paper, I examine the forecasting performance of a Bayesian Vector Autoregression (BVAR) model with steady … period 2016q1-2020q1. My findings suggest that inflation forecasts produced by the BVAR model are more accurate than those of … the QPM model two quarters ahead and are competitive for the longer horizon. For GDP growth, the forecasts of the BVAR …

Persistent link: https://www.econbiz.de/10012440229

Determinacy and learnability of equilibrium in a small open economy with sticky wages and prices

Araujo, Eurilton - 2014

Persistent link: https://www.econbiz.de/10010471887

Inflation volatility and growth in a stochastic small open economy : a mixed jump-diffusion approach

Téllez-León, Isela; Venegas-Martínez, Francisco; … - In: Economía teoría y práctica 35 (2011), pp. 131-156

Persistent link: https://www.econbiz.de/10010410092

Response of inflation to the climate stress: evidence from Azerbaijan

Yusifzada, Tural - 2022

Persistent link: https://www.econbiz.de/10013489433

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...