Search Results - subject:"BVAR"

Development of the near-term forecast of inflation for Uzbekistan: Application of FAVAR and BVAR models

Boymirzaev, Temurbek - 2025

Autoregression (BVAR) models for inflation forecasting. FAVAR models deal with high-dimensional data by extracting latent factors … from extensive macroeconomic indicators, while BVAR models incorporate prior distributions to enhance forecast stability …

Persistent link: https://www.econbiz.de/10015325518

The fiscal theory of income distribution in action : South African low-income vs high-income earners response to fiscal policy shocks

Zungu, Lindokuhle Talent - 2025

Persistent link: https://www.econbiz.de/10015195509

Development of the near-term forecast of inflation for Uzbekistan : application of FAVAR and BVAR models

Boymirzaev, Temurbek - 2025

Persistent link: https://www.econbiz.de/10015272937

Monetary policy pass-through to consumer prices: Evidence from granular price data

Allayioti, Anastasia; Górnicka, Lucyna; Holton, Sarah; … - 2024

We document that about 33% of the core inflation basket in the euro area is sensitive to monetary policy shocks. We assess potential theoretical mechanisms driving the sensitivity. Our results suggest that items of a discretionary nature, as reflected in a higher share in the consumption baskets...