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monetary policy, household heterogeneity, inequality, income, wealth, quantitative easing, Great Recession
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model selection, shrinkage, high dimensional data
Outright Monetary Transactions, event study, news, multi-country vector autoregressive model
Non-standard monetary policy, monetary policy shocks, Great Recession, money and credit
Credit, Great Recession, Monetary Policy Shocks, Money, Non-Standard Monetary Policy
money, loans, non-financial corporations, monetary policy, euro area
money, loans, nonfinancial corporations, monetary policy, euro area
Market freedom, Recession, Financial Crisis
Financial Crisis, Market freedom, Recession
Non-standard monetary policy, financial crisis
monetary policy, quantitative easing
Euro area, International Business Cycle, European monetary union, European integration
euro area, European integration, European monetary union, international business cycles
COVID-19, density forecasts, outliers, volatility
COVID-19, Density forecasts, Outliers, volatility
bank lending, interbank market, uncertainty
Saving-Investment Correlation, Capital Mobility, International Comovement, Dynamic Factor Model
Saving-correlation, capital mobility, international co-movement, dynamic factor model
Shocks, Information, Great Moderation
Great Moderation, Information, Shocks
Corporate finance
Core inflation, elasticity of intertemporal substitution, heterogeneity, nominal rigidity
core inflation, elasticity of intertemporal substitution, heterogeneity, nominal rigidity
forecasting, Bayesian methods, marginal likelihood, hierarchical modeling, impulse responses
Bayesian Methods, Forecasting, Hierarchical Modeling, Impulse Responses, Marginal Likelihood
Bayesian vector autoregression, forecasting, overfitting, initial conditions, hierarchical model
Business Cycles, Current Economic Conditions, Dynamic Factor Models, Dynamic Heterogeneity, Nowcasting, Real Time
non-standard monetary policy measures, interbank market
interbank market, Non-standard monetary policy measures
Phillips curve, factor model, unobserved components, Bayesian estimation
vector autoregression, Bayesian shrinkage, dynamic factor model, conditional forecast, large cross-sections
Bayesian Shrinkage, Conditional Forecast, Dynamic Factor Model, Large Cross-Sections, Vector Autoregression
multi-country model, cross-checking, conditional forecast, euro area
Inflation, Non-linearity, Quantile Regression Forest
Bayesian VAR, Forecast, Inflation
euro area, loans, monetary policy, Money, non-financial corporations
event study, multi-country vector autoregressive model, news, Outright Monetary Transactions
