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Great Recession, structural VARs, time-varying parameters, Bayesian VARs, stochastic volatility, Monte Carlo integration, policy counterfactuals
Quantity theory of money, inflation, frequency domain, cross-spectral analysis, band-pass filtering, DSGE models, Bayesian estimation, trend inflation
Great Moderation, DSGE models, indeterminacy, vector autoregressions
Monetary policy, natural rate of interest, time-varying parameters, Monte Carlo integration, median-unbiased estimation, endogenous break tests, bootstrapping
Inflation, European Monetary Union, inflation targeting, Gold Standard, Lucas critique, median-unbiased estimation, Markov Chain Monte Carlo
Bayesian VARs, stochastic volatility, time-varying parameters, median-unbiased estimation, Monte Carlo integration
Bayesian VARs, stochastic volatility, identified VARs, timevarying parameters, frequency domain, Great Inflation, policy counterfactuals, Lucas critique, European Monetary System
Bayesian time-varying VARs, sign restrictions, frequency domain, Great Inflation, predictability
Lucas Critique, Structural VARs, Policy Counterfactuals, DSGE Models, Taylor Rules, Monetary Policy, Great Depression, Great Inflation, Great Moderation
New Keynesian models, inflation persistence, Bayesian estimation
Phillips trade-off, Lucas critique, Bayesian VARs, time-varying parameters, stochastic volatility, identified VARs, Great Inflation, Great Depression, globalisation
Bayesian VARs, time-varying parameters, stochastic volatility, identified VARs, Great Inflation, policy counterfactuals
