Philip Liu

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

7

DOWNLOADS

647

SSRN CITATIONS
Rank 15,711

SSRN RANKINGS

Top 15,711

in Total Papers Citations

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

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
International Monetary Fund (IMF), University of London - School of Sciences and Westminster Business School
Downloads 161 (184,267)
Citation 27

Abstract:

Loading...

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
University of Notre Dame, International Monetary Fund (IMF) and University of London - School of Sciences
Downloads 141 (205,646)
Citation 10

Abstract:

Loading...

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 and Haroon Mumtaz
International Monetary Fund (IMF) and University of London - School of Sciences
Downloads 108 (251,570)
Citation 4

Abstract:

Loading...

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
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 103 (259,994)

Abstract:

Loading...

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 83 (298,614)
Citation 4

Abstract:

Loading...

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 49 (391,968)

Abstract:

Loading...

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

7.

The Effects of International Shocks on Australia's Business Cycle

Economic Record, Vol. 86, No. 275, pp. 486-503, 2010
Number of pages: 18 Posted: 01 Jan 2011
Philip Liu
International Monetary Fund (IMF)
Downloads 2 (640,277)
Citation 1
  • Add to Cart

Abstract:

Loading...