Search Results - subject:"Bayesian methods."

Unconventional monetary policies and the macroeconomy : the impact of the UK's QE2 and funding for lending scheme

Churm, Rohan; Joyce, Michael A. S.; Kapetanios, George; … - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 721-736

Persistent link: https://www.econbiz.de/10012655614

2020 Daniel H. Wagner Prize for Excellence in the Practice of Advanced Analytics and Operations Research : introduction

Helander, Mary E.; Stone, Lawrence D. - In: INFORMS journal on applied analytics 51 (2021) 5, pp. 329-331

Persistent link: https://www.econbiz.de/10012804921

Did the FED react to asset price bubbles?

Luik, Marc-André; Wesselbaum, Dennis - In: The B.E. journal of macroeconomics 21 (2021) 2, pp. 745-772

Persistent link: https://www.econbiz.de/10012806224

Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of econometrics 225 (2021) 1, pp. 47-73

Persistent link: https://www.econbiz.de/10013278994

Low inflation and monetary policy in the euro area

Conti, Antonio M.; Neri, Stefano; Nobili, Andrea - 2017

Inflation in the euro area has been falling since mid-2013, turned negative at the end of 2014 and remained below target thereafter. This paper employs a Bayesian VAR to quantify the contribution of a set of structural shocks, identified by means of sign restrictions, to inflation and economic...

Persistent link: https://www.econbiz.de/10011606050