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~subject:"Bayesian time-varying parameter VAR"
~subject:"United States"
~subject:"VAR model"
~type_genre:"Article in journal"
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Bayesian time-varying parameter VAR
United States
VAR model
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Illing, Gerhard
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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Are there differences in the effectiveness of quantitative easing at the zero-lower-bound in Japan over time?
Michaelis, Henrike
;
Watzka, Sebastian
- In:
Journal of international money and finance
70
(
2017
),
pp. 204-233
Persistent link: https://www.econbiz.de/10011752323
Saved in:
2
Real effects of quantitative easing at the zero lower bound : structural VAR-based evidence from Japan
Schenkelberg, Heike
;
Watzka, Sebastian
- In:
Journal of international money and finance
33
(
2013
),
pp. 327-357
Persistent link: https://www.econbiz.de/10009730706
Saved in:
3
Inflation expectations from index-linked bonds : correcting for liquidity and inflation risk premia
Kajuth, Florian
;
Watzka, Sebastian
- In:
The quarterly review of economics and finance : journal …
51
(
2011
)
3
,
pp. 225-235
Persistent link: https://www.econbiz.de/10009271743
Saved in:
4
Die Geldpolitik von EZB und Fed in Zeiten von Finanzmarktturbulenzen : eine aktuelle Bewertung
Illing, Gerhard
;
Watzka, Sebastian
- In:
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt …
61
(
2008
)
17
,
pp. 852-858
Persistent link: https://www.econbiz.de/10003748657
Saved in:
5
What moves option : implied bond market expectations?
Vähämaa, Sami
;
Watzka, Sebastian
;
Äijö, Janne
- In:
The journal of futures markets
25
(
2005
)
9
,
pp. 817-843
Persistent link: https://www.econbiz.de/10003105981
Saved in:
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