Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data.
Year of publication: |
2002-04-26
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Authors: | Kaufmann, Sylvia |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 27.2002, 2, p. 277-297
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Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Asymmetry | monetary policy | Markov switching | Markov Chain Monte Carlo | marginal likelihood |
Extent: | application/pdf |
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Type of publication: | Article |
Notes: | Received: December 2000/Final Version Received: May 2001 |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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Is there an asymmetric effect on monetary policy over time? A bayesian analysis using Austrian data
Kaufmann, Sylvia, (2001)
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Kaufmann, Sylvia, (2001)
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Is there an asymmetric effect on monetary policy over time? A bayesian analysis using austrian data
Kaufmann, Sylvia, (2001)
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Bank-Lending Standards, the Cost Channel and Inflation Dynamics
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Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area
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Asymmetries in bank lending behaviour. Austria during the 1990s
Kaufmann, Sylvia, (2001)
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