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DP16262 The Power of Open-Mouth Policies 智库出版物
2021
作者:  Vadym Lepetyuk;  Serguei Maliar;  John Taylor
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
News shocks  Turnpike theorem  Time-dependent models  Nonstationary models  Unbalanced growth  Time-varying parameters  Regime switches  Monetary policies  Price-level targeting  Average inflation targeting  
DP14107 Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 智库出版物
2019
作者:  Davide Delle Monache;  Ivan Petrella;  Fabrizio Venditti
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
State space models  Time-varying parameters  Score-driven models  Equity premium  Present-value models  
DP12691 On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint 智库出版物
2018
作者:  Davide Debortoli;  Jordi Gali;  Luca Gambetti
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Regime changes  Liquidity trap  Unconventional monetary policies  Time-varying structural vector-autoregressive models  
DP11599 Adaptive state space models with applications to the business cycle and financial stress 智库出版物
2016
作者:  Ivan Petrella;  Fabrizio Venditti;  Davide Delle Monache
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
State space models  Time-varying parameters  Score-driven models  Business cycle  Financial stress  
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 智库出版物
2016
作者:  Claudio Morana
JPEG(71Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2019/06/14
Oil Price Shocks  Oil Price-macroeconomy Relationship  Risk Factors  Semiparametric Dynamic Conditional Correlation Model  Time-varying Parameter Models  
DP10022 Estimating overidentified, non-recursive, time varying coefficients structural VARs 智库出版物
2014
作者:  Fabio Canova
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Identification restrictions  Metropolis algorithm  Monetary transmission mechanism.  Time-varying coefficient structural var models  
DP8292 A Century of Inflation Forecasts 智库出版物
2011
作者:  Paolo Surico
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Monetary regimes  Phillips curve  Predictability  Time-varying models  
DP7827 Endogenous Monetary Policy Regimes and the Great Moderation 智库出版物
2010
作者:  Massimiliano Marcellino;  Ana Beatriz Galvao
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Great moderation  Impulse responses  monetary policy  Time-varying models  
DP6026 The Impact of ISO 9000 Diffusion on Trade and FDI: A New Institutional Analysis 智库出版物
2006
作者:  Joseph A. Clougherty;  Michal Grajek
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Growth  inflation  Non-linear models  Time-varying models  
DP4255 How Often Should you Open the Door? Optimal Monitoring to Screen Heterogeneous Agents 智库出版物
2004
作者:  Andrea Ichino;  Gerd Muehlheusser
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Habit formation  Customer market models  Switching cost models  Time varying mark-ups  Business cycles