London, WC1E 7HX
University of London - School of Sciences
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Bayesian methods, large-scale asset purchases, quantitative easing, vector autoregressions
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: ecoj2555.
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Real Exchange Rate Persistence, Purchasing Power Parity, Aggregation, Parameter Heterogeneity
Real exchange rate persistence, purchasing power parity, aggregation, parameter heterogeneity
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP3715.
Real exchange rate persistence, aggregation, parameter heterogeneity, purchasing power parity
Real Exchange Rate Persistence, Purchasing Power Parity, Parameter Heterogeneity
Term structure, time-varying VAR, Bayesian estimation
Inflation persistence, disaggregation, principal components
Transmission mechanism, monetary policy, Factor Augmented VAR, timevarying coefficients, sign restrictions
File name: ECOJ.
Exchange rate pass-through, aggregation bias, structural breaks
Real exchange rate, time-varying VAR, sign restrictions, Bayesian estimation
Time-varying parameters, stochastic volatility, VAR, FAVAR, forecasting, Bayesian estimation
factor augmented VAR, time-variation, Gibbs sampling.
Bayesian VARs, stochastic volatility, identified VARs, time-varying parameters, frequency domain, Great Inflation, Lucas critique
low inflation, factor model, time variation, monetary policy
File name: DP6767.
factor model, Low inflation, monetary policy, time variation
Collateral, liquidity constraint, precautionary saving
FAVAR, Time-Varying Parameters, Monetary Transmission
Markov Switching, DSGE, Bayesian Estimation
File name: SSRN-id833224.
Goods market integration, heterogenous dynamics, relative prices
Inflation Expectations, Markov-Switching Structural VAR
New Keynesian Phillips Curve, trend inflation, Markov-switching VAR, minimum distance estimation
FAVAR, great stability, time-varying parameters, stochastic volatility
Vector autoregression, stochastic volatility, particle filter
Stochastic volatility, Gibbs sampling, DSGE model
File name: sjoe.
File name: DP7504.
border effects, brand perception, international and regional price differences
File name: j-9442.
International and regional price differences, border effect, brand perception
Disaggregated international price, dynamic factor model, Gibbs sampling
File name: DP8233.
aggregate consumption, Euler equation, heterogeneity, state-dependence
File name: j-2354.
File name: DP10083.
asymmetric transmission mechanism, consumption, state-dependence
File name: DP9694.
debt sustainability, economic policy uncertainty, long-run effects.
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