35 Stirling Highway
Crawley, Western Australia 6009
Australia
The University of Western Australia
Monetary policy, Trend Inflation, Inflation Target, Indeterminacy, Great Inflation, Great Moderation, Sequential Monte Carlo
rule-of-thumb consumers, indeterminacy, business cycle fluctuations
Trend Inflation, Monetary Policy, Great Inflation, Cost-Push Shocks, Indeterminacy, Wage Sluggishnes, Sequential Monte Carlo Algorithm
Euler equation, Weak identification, Open economy
Out-of-sample forecasts, HAC estimator, Moving block bootstrap, Bootstrap consistency.
Uncertainty shocks, investment dynamics, TVP-VARs with stochastic volatility, Bayesian VARs, Great Recession
Uncertainty shocks, inflation dynamics, TVP-VARs with stochastic volatility