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Inference in structural vector autoregressions when the identifying assumptions are not fully believed : re-evaluating the role of monetary policy in economic fluctuations
Baumeister, Christiane; Hamilton, James D. - In: Journal of monetary economics 100 (2018), pp. 48-65
Persistent link: https://www.econbiz.de/10012109069
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Euro area real-time density forecasting with financial or labor market frictions
McAdam, Peter; Warne, Anders - 2018
We compare real-time density forecasts for the euro area using three DSGE models. The benchmark is the Smets …
Persistent link: https://www.econbiz.de/10011813503
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A comparison analysis of monetary policy effect under an open economy model
Lee, Keun-yeong - In: East Asian economic review 22 (2018) 2, pp. 141-176
Persistent link: https://www.econbiz.de/10011906323
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Bayesian vector autoregressions
Miranda-Agrippino, Silvia; Ricco, Giovanni - 2018
Persistent link: https://www.econbiz.de/10011925887
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A time series model of interest rates with the effective lower bound
Johannsen, Benjamin K.; Mertens, Elmar - 2018
Persistent link: https://www.econbiz.de/10011867112
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Monetary DSGE models of two countries : set-up, estimation and forecasting performance
Gunter, Ulrich - 2010
Die vorliegende Dissertation mit dem Titel Monetary DSGE Models of Two Countries: Set-Up, Estimation, and Forecasting Performance beinhaltet neben einem einleitenden noch drei weitere Kapitel. In Kapitel 2 entwickeln wir ein Zwei-Länder-DSGE-Modell und untersuchen die Auswirkungen von...
Persistent link: https://www.econbiz.de/10011853175
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Financialization and the macroeconomy : theory and empirical evidence
Gimet, Céline; Lagoarde-Segot, Thomas; Reyes-Ortiz, Luis - In: Economic modelling 81 (2019), pp. 89-110
Persistent link: https://www.econbiz.de/10012201483
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Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut; Woźniak, Tomasz - 2017
parameters of structural vector autoregressive (SVAR) models. Economic theory is the primary source of such restrictions. However … just-identified SVAR models. In this study, Bayesian inference is developed for SVAR models in which the structural …
Persistent link: https://www.econbiz.de/10011771740
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Signalling effects of monetary policy
Melosi, Leonardo - In: The review of economic studies 84 (2017) 2, pp. 853-884
Persistent link: https://www.econbiz.de/10011751765
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Interaction of monetary and fiscal policies in Turkey
Büyükbaşaran, Tayyar; Çebi, Cem; Yılmaz, Erdal - In: Central Bank review / Central Bank of the Republic of Turkey 20 (2020) 4, pp. 193-203
Bayesian Structural Vector Autoregression (SVAR) model with sign and zero restrictions is used. We particularly focus on how …
Persistent link: https://www.econbiz.de/10012429632