Make use of personalized features like alerts and saved searches
Wylie Hall
Bloomington, IN 47405-6620
United States
Indiana University Bloomington - Department of Economics
Monetary policy, DSGE model, regime switching, latent autoregressive regime factor, endogenous feedback, expectation formation effects
state space model; regime switching; endogenous feedback; filtering; DSGE model
Panel, High-Frequency, Time Change, Realized Variance, Fame-French
Cauchy Estimator, Instrumental Variable Autoregression, Nonlinear Instruments, Sojourn Time, Unit Root
State Space Models With Endogenous Regime Switching
Monetary and Fiscal Policy Interactions, Endogenous Regime Switching, Adaptive LASSO, Time-Varying Coefficient VAR, Factor Augmented VAR
oil price volatility, endogenous regime switching, expected inflation, inflation anchoring
Inflation expectations, household survey, functional autoregression, transmission of economic shocks, heterogeneous beliefs, inflation expectation, expansionary government spending shock, inflation distribution, monetary policy shock, gasoline price shock, Inflation, Fuel prices, Personal income tax, Income shocks
high frequency regression, spurious regression, continuous time model, asymptotics, longrun variance estimation
GDP growth rate, point forecast, growth-at-risk density forecast, functional regression, functional basis, functional principal component analysis
energy consumption, energy-GDP elasticity, partially linear semiparametric panel model, functional coefficient panel model
oil price volatility, endogenous regime switching, expected inflation, inflation anchoring
DSGE, uncertainty, financial friction, expectation, endogenous regime switching
Nonlinear regressions, Integrated time series, Nonlinear least squares, Brownian motion, Brownian local time
