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DP16626 Empirical Investigation of a Sufficient Statistic for Monetary Shocks 智库出版物
2021
作者:  Fernando Alvarez;  Andrea Ferrara;  Erwan Gautier;  Hervé Le Bihan;  Francesco Lippi
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Impulse response functions  Monetary shocks  Generalized hazard function  Sticky prices  Sufficient statistic  
The missing link: Monetary policy and the labour share 智库出版物
2019
作者:  Cristiano Cantore;  Filippo Ferroni;  Miguel Leon-Ledesma
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Monetary policy shocks  Labour share  Interest rates  Impulse response functions  New keynesian models  
DP12911 Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations 智库出版物
2018
作者:  Christiane Baumeister;  James Hamilton
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Structural vector autoregressions  Set identification  Informative priors  Model uncertainty  monetary policy  Impulse-response functions  Historical decompositions  
DP7524 Regulatory Competition and Bank Risk Taking 智库出版物
2009
作者:  Itai Agur
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Consumer credit  Impulse response functions  Mortgages  
DP4756 Economic Theories of Bundling and their Policy Implications in Abuse Cases: An Assessment in Light of the Microsoft Case 智库出版物
2004
作者:  Kai-Uwe Kühn;  Robert Stillman
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Small and large banks  Var  Impulse response functions  
DP4662 Anatomy of the Rise and Fall of a Price-Fixing Conspiracy: Auctions at Sotheby's and Christie's 智库出版物
2004
作者:  Orley C Ashenfelter;  Kathryn Graddy
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Local to unity asymptotics  Persistence  Impulse response functions  Vars