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Measurement error in monetary aggregates : a Markov switching factor approach
Barnett, William A. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003734921
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Microeconomic models with latent variables : applications of measurement error models in empirical industrial organization and labor economics
Hu, Yingyao - 2015
models describe mappings from a latent distribution to an observed distribution. The identification and estimation of …
Persistent link: https://www.econbiz.de/10010469057
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Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy
Anderson, Richard G.; Chauvet, Marcelle; Jones, Barry E. - In: Econometric reviews 34 (2015) 1/5, pp. 228-254
Persistent link: https://www.econbiz.de/10011373295
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A money-based indicator for deflation risk
Amisano, Gianni; Colavecchio, Roberta; Fagan, Gabriel - 2014
We employ a money-based early warning model in order to analyse the risk of a low inflation regime in the euro area, Japan and the US. The model specification allows for three different inflation regimes: Low, Medium and High inflation, while state transition probabilities vary over time as a...
Persistent link: https://www.econbiz.de/10010425719
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Money growth and inflation : evidence from a Markov Switching Bayesian VAR
Amisano, Gianni; Colavecchio, Roberta - 2013
UK, the Euro area and Japan, over an estimation period spanning from 1960 to 2012. We find that the relationship between … money growth and inflation appears to be nonlinear, as our estimation results identify multiple inflation regimes displaying …
Persistent link: https://www.econbiz.de/10010425829
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The demand for assets : evidence from the Markov switching normalized quadratic model
Xu, Libo; Serletis, Apostolos - In: Journal of money, credit and banking : JMCB 54 (2022) 4, pp. 989-1025
Persistent link: https://www.econbiz.de/10013281375
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Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut; Woźniak, Tomasz - In: Journal of economic dynamics & control 113 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
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Money supply volatility and the macroeconomy
Serletis, Apostolos; Xu, Libo - In: Macroeconomic dynamics 24 (2020) 6, pp. 1392-1402
Persistent link: https://www.econbiz.de/10012307284
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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 …
Persistent link: https://www.econbiz.de/10011771740
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The impact of uncertainty on money demand in the UK, US and Euro area
Bissoondeeal, Rakesh K.; Binner, Jane M.; Karoglou, Michail - In: The European journal of finance 29 (2023) 16, pp. 1866-1884
Persistent link: https://www.econbiz.de/10014388514