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Analysis of the balance between U.S. monetary and fiscal policy using simulated wavelet-based optimal tracking control
Crowley, Patrick M.; Hudgins, David - 2016
Persistent link: https://www.econbiz.de/10011524358
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Effect of monetary-fiscal policies interaction on price and output growth in Nigeria
Musa, Yakubu; Asare, Barfour K.; Gulumbe, Shehu U. - In: CBN journal of applied statistics 4 (2013) 1, pp. 55-74
This paper investigates the effectiveness of monetary-fiscal policies interaction on price and output growth in Nigeria. The dynamic correlations of variables have been captured by the analyses of impulse response and variance decomposition. From innovation analyses, the results suggest that the...
Persistent link: https://www.econbiz.de/10011474838
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Monetary policy shocks, inflation persistence, and long memory
Lovcha, Yuliya; Perez-Laborda, Alejandro - In: Journal of macroeconomics 55 (2018), pp. 117-127
Persistent link: https://www.econbiz.de/10012127581
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Inference in structural vector autoregressions when the identifying assumptions are not fully believed : re-evaluating the role of monetary policy in economic fluctuations
Baumeister, Christiane; Hamilton, James D. - In: Journal of monetary economics 100 (2018), pp. 48-65
Persistent link: https://www.econbiz.de/10012109069
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The time-varying effects of permanent and transistory shocks to real output
Keating, John William; Valcarcel, Victor J. - In: Macroeconomic dynamics 19 (2015) 3, pp. 477-507
Persistent link: https://www.econbiz.de/10011308634
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Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: International review of financial analysis 57 (2018), pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
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Always and everywhere inflation? : treasuries variance decomposition and the impact of monetary policy
Kontonikas, Alexandros; Nolan, Charles; Zekaite, Zivile - 2015
Persistent link: https://www.econbiz.de/10011325731
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Rational expectations models with anticipated shocks and optimal policy : a general solution method and a New Keynesian example
Wohltmann, Hans-Werner; Winkler, Roland - 2009
The purpose of this paper is to show how to solve linear dynamic rational expectations models with anticipated shocks by using the generalized Schur decomposition method. Furthermore, we determine the optimal unrestricted and restricted policy responses to anticipated shocks. We demonstrate our...
Persistent link: https://www.econbiz.de/10003827176
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Rational expectations models with anticipated shocks and optimal policy : a general solution method and a new Keynesian example
Wohltmann, Hans-Werner; Winkler, Roland - 2009
The purpose of this paper is to show how to solve linear dynamic rational expectations models with anticipated shocks by using the generalized Schur decomposition method. Furthermore, we determine the optimal unrestricted and restricted policy responses to anticipated shocks. We demonstrate our...
Persistent link: https://www.econbiz.de/10003810950
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Rational expectations models with anticipated shocks and optimal policy
Winkler, Roland; Wohltmann, Hans-Werner - 2012
This paper investigates optimal policy in the presence of anticipated (or news) shocks. We determine the optimal unrestricted and restricted policy response in a general rational expectations model and show that, if shocks are news shocks, the optimal unrestricted control rule under commitment...
Persistent link: https://www.econbiz.de/10009669696