Threadneedle Street
London EC2R 8AH
United Kingdom
Bank of England - Monetary Analysis
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Inflation, monetary policy, Lucas critique, structural break tests, frequency domain
Band-Pass Filter, Time Series, Frequency Domain, Unit Roots, Business Cycles, Lucas Critique, Monetary Policy
Bayesian VARs, stochastic volatility, identified VARs, time-varying parameters, frequency domain, Great Inflation, Lucas critique
Foreign exchange risk premium, Fama puzzle, Duffie-Kan class, Kalman filter
Inflation, monetary policy, Lucas critique, frequency domain
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Structural break tests, time-varying parameters, median-unbiased estimation, variance ratio, bootstrapping, frequency domain, Monte Carlo integration
