Threadneedle Street
London, EC2R 8AH
United Kingdom
Bank of England
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Time-varying parameters, stochastic volatility, VAR, FAVAR, forecasting, Bayesian estimation
Productivity growth, long-run growth, resource reallocation, entry, exit, financial crisis
Inflation Expectations, Markov-Switching Structural VAR
Credit supply shocks, Financial and macro linkages, Bayesian SVARs, sign restrictions, long-run restrictions
disinflation, escape dynamics, learning, monetary policy