Philip Liu

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

  • International Monetary Fund (IMF)

SCHOLARLY PAPERS

6

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978

SSRN CITATIONS
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Top 21,589

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26

CROSSREF CITATIONS

32

Scholarly Papers (6)

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1.

International Transmission of Shocks: A Time-Varying Factor-Augmented VAR Approach to the Open Economy

Bank of England Working Paper No. 425
Number of pages: 44 Posted: 30 May 2011
Philip Liu, Haroon Mumtaz, Haroon Mumtaz and Angeliki Theophilopoulou
International Monetary Fund (IMF), Bank of EnglandUniversity of London - School of Sciences and Westminster Business School
Downloads 237 (236,385)
Citation 34

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factor augmented VAR, time-variation, Gibbs sampling.

2.

Changes in the Transmission of Monetary Policy: Evidence from a Time-Varying Factor-Augmented VAR

Bank of England Working Paper No. 401
Number of pages: 51 Posted: 01 Nov 2010
Christiane Baumeister, Philip Liu, Haroon Mumtaz and Haroon Mumtaz
University of Notre Dame, International Monetary Fund (IMF) and Bank of EnglandUniversity of London - School of Sciences
Downloads 204 (272,140)
Citation 15

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FAVAR, Time-Varying Parameters, Monetary Transmission

3.

Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov-Switching DSGE Model for the United Kingdom

Bank of England Working Paper No. 397
Number of pages: 43 Posted: 27 Jul 2010
Philip Liu, Haroon Mumtaz and Haroon Mumtaz
International Monetary Fund (IMF) and Bank of EnglandUniversity of London - School of Sciences
Downloads 171 (318,603)
Citation 7

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Markov Switching, DSGE, Bayesian Estimation

4.

Exploring the Dynamics of Global Liquidity

IMF Working Paper No. 12/246
Number of pages: 48 Posted: 01 Nov 2012
Sally Chen, Philip Liu, Andrea Michaela Maechler, Chris Marsh, Sergejs Saksonovs and Hyun Song Shin
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), affiliation not provided to SSRN, International Monetary Fund (IMF) and Bank for International Settlements (BIS)
Downloads 152 (352,109)

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Liquidity, Demand, Supply, Monetary aggregates, International monetary system, Liquidity, core and noncore financial liabilities, shadow banking, growth

5.

DSGE Model Restrictions for Structural VAR Identification

Bank of England Working Paper No. 402
Number of pages: 36 Posted: 01 Nov 2010
Philip Liu and Konstantinos Theodoridis
International Monetary Fund (IMF) and Cardiff University
Downloads 115 (436,852)
Citation 4

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VAR Identification, Model Misspecification, DSGE Model

6.

Real-Time Forecasts of Economic Activity for Latin American Economies

IMF Working Paper No. 11/98
Number of pages: 26 Posted: 02 May 2011
Troy Matheson, Philip Liu and Rafael Romeu
Government of New Zealand - Department of Economics, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 99 (486,357)

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Cross country analysis, Data quality assessment framework, Economic forecasting, Economic growth, Forecasting models, Latin America