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Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change
Kapetanios, George; Yates, Anthony - 2011
Persistent link: https://www.econbiz.de/10009244104
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The impact of QE on the UK economy : some supportive monetarist arithmetic
Bridges, Jonathan; Thomas, Ryland - 2012
Persistent link: https://www.econbiz.de/10009559909
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The macroeconomic effects of monetary policy : a new measure for the United Kingdom
Cloyne, James; Hürtgen, Patrick - 2014
Persistent link: https://www.econbiz.de/10010356904
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Evolving UK macroeconomic dynamics : a time-varying factor augmented VAR
Mumtaz, Haroon - 2010
Changes in monetary policy and shifts in dynamics of the macroeconomy are typically described using empirical models that only include a limited amount of information. Examples of such models include time-varying vector autoregressions that are estimated using output growth, inflation and a...
Persistent link: https://www.econbiz.de/10003951113
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The financial market impact of quantitative easing
Joyce, Michael A. S.; Lasaosa, Ana; Stevens, Ibrahim; … - 2010
quantitative easing or QE) in March 2009, with the aim of injecting additional money into the economy and so increasing nominal …
Persistent link: https://www.econbiz.de/10003983088
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Global rebalancing : the macroeconomic impact on the United Kingdom
Haberis, Alex; Markovic, Bojan; Mayhew, Karen; Zabczyk, … - 2011
Persistent link: https://www.econbiz.de/10009156778
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The effects of increased labour market flexibility in the United Kingdom : theory and practice
Millard, Stephen Patrick - 2000
Persistent link: https://www.econbiz.de/10001465613
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Time-varying inflation expectations and economic fluctuations in the United Kingdom : a structural VAR analysis
Barnett, Alina; Groen, Jan J. J.; Mumtaz, Haroon - 2010
nominal shocks on the UK economy evolved over time and did this have a specific impact on UK inflation expectations? and (ii …) Has there been an autonomous impact of inflation expectations on the UK economy and has it changed over time? Our results …
Persistent link: https://www.econbiz.de/10003969381
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The industrial impact of monetary policy shocks : some stylised facts
Ganley, Joe A.; Salmon, Christopher Verueg - 1997
Persistent link: https://www.econbiz.de/10000674519
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Implied risk-neutral probability density functions from option prices : theory and application
Bahra, Bhupinder - 1997
Persistent link: https://www.econbiz.de/10000654569