Search Results - subject:"Bayesian structural VAR"

Unconventional monetary policy in a small open economy

MacDonald, Margaux; Popiel, Michal Ksawery - 2016

This paper investigates the effects of unconventional monetary policy in Canada. We use recently proposed methods to construct a shadow interest rate that captures monetary policy at the zero lower bound (ZLB) and estimate a small open economy Bayesian structural vector autoregressive (B-SVAR)...

Persistent link: https://www.econbiz.de/10011531930

Unconventional monetary policy in a small open economy

MacDonald, Margaux; Popiel, Michal Ksawery - In: Open economies review 31 (2020) 5, pp. 1061-1115

Persistent link: https://www.econbiz.de/10012417781

Insulating property of the flexible exchange rate regime : a case of Central and Eastern European countries

Da̜browski, Marek A.; Wróblewska, Justyna - In: International economics : a journal published by CEPII … 162 (2020), pp. 34-49

Persistent link: https://www.econbiz.de/10012795635

Exchange rate as a shock absorber or a shock propagator in Poland and Slovakia - an approach based on Bayesian SVAR models with common serial correlation

Dąbrowski, Marek A.; Wróblewska, Justyna - Volkswirtschaftliche Fakultät, … - 2015

-propagating mechanisms. A set of Bayesian structural VAR models is built for each country that enables us to identify supply, demand …

Persistent link: https://www.econbiz.de/10011123541

US Monetary Policy and Commodity Sector Prices

Hammoudeh, Shawkat; Nguyen, Duc Khuong; Sousa, Ricardo M. - Institut de Préparation à l'Administration et à la … - 2014

Structural VAR, we identify the interest rate shocks as a measure of the stance of the U.S. mon- etary policy and evaluate their …This study examines the effects of the monetary policy of the United States on commodity prices. Using a Bayesian …

Persistent link: https://www.econbiz.de/10010799077

China’s Monetary Policy and Commodity Prices

Hammoudeh, Shawkat; Nguyen, Duc Khuong; Sousa, Ricardo M. - Institut de Préparation à l'Administration et à la … - 2014

This paper examines the effects of the monetary policy of China on commodity prices. Using a Bayesian Structural VAR …

Persistent link: https://www.econbiz.de/10010773845

On the macroeconomic and wealth effects of unconventional monetary policy

Jawadi, Fredj; Sousa, Ricardo M.; Traverso, Raffaella - In: Macroeconomic dynamics 21 (2017) 5, pp. 1189-1204

Persistent link: https://www.econbiz.de/10011805458

Mudanças de regime e multiplicadores fiscais no Brasil em 1999-2012 : uma avaliação empírica com uso da metodologia MS-SBVAR

Castelo-Branco, Marco Antonio; Lima, Elcyon Caiado Rocha; … - In: Pesquisa e planejamento econômico : PPE 47 (2017) 2, pp. 7-62

Persistent link: https://www.econbiz.de/10012062485

The real effects of financial stress in the Euro zone

Mallick, Sushanta K.; Sousa, Ricardo M. - Núcleo de Investigação em Políticas Económicas … - 2011

Using two identification strategies based on a Bayesian Structural VAR and a Sign-Restriction VAR, we examine the real …

Persistent link: https://www.econbiz.de/10008876791

Exchange rate as a shock absorber in Poland and Slovakia : evidence from Bayesian SVAR models with common serial correlation

Da̜browski, Marek A.; Wróblewska, Justyna - In: Economic modelling 58 (2016), pp. 249-262

Persistent link: https://www.econbiz.de/10011647345

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