Are quantitative easing effects transitory? : evidence from out-of-sample forecasts
Year of publication: |
2022
|
---|---|
Authors: | Kirikos, Dimitris G. |
Subject: | Markov switching regimes | Out-of-sample forecasts | Quantitative easing | Random walk | Vector autoregression | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Quantitative Lockerung | Markov-Kette | Markov chain | Schätzung | Estimation | Theorie | Theory | Geldpolitik | Monetary policy | Random Walk | Zeitreihenanalyse | Time series analysis | Prognose | Forecast |
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