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SALES, INVENTORIES AND REAL INTEREST RATES: A CENTURY OF STYLIZED FACTS

Benati, Luca; Lubik, Thomas A. - In: Journal of Applied Econometrics 29 (2014) 7, pp. 1210-1222

Persistent link: https://www.econbiz.de/10011144476

TIME‐VARYING DYNAMICS OF THE REAL EXCHANGE RATE: AN EMPIRICAL ANALYSIS

Mumtaz, Haroon; Laura Sunder‐Plassmann - In: Journal of Applied Econometrics 28 (2013) 3, pp. 498-525

Persistent link: https://www.econbiz.de/10011006390

Policy uncertainty and aggregate fluctuations

Mumtaz, Haroon; Surico, Paolo - In: Journal of Applied Econometrics 33 (2018) 3, pp. 319-331

Persistent link: https://www.econbiz.de/10012082761

Nonlinear effects of government spending shocks in the USA : Evidence from state‐level data

Mumtaz, Haroon; Sunder‐Plassmann, Laura - In: Journal of Applied Econometrics 36 (2020) 1, pp. 86-97

Persistent link: https://www.econbiz.de/10012407239

Time-varying yield curve dynamics and monetary policy

Mumtaz, Haroon; Surico, Paolo - In: Journal of Applied Econometrics 24 (2009) 6, pp. 895-913

Monetary policy, the yield curve and the private sector behaviour of the US economy are modelled as a time-varying structural vector autoregression. The monetary policy shocks of the early 1980s explain a large portion of the persistence of inflation and the level of the term structure. Changes...

Persistent link: https://www.econbiz.de/10008517990