Search Results - subject:"Time varying coefficients"

Dealing with financial instability under a DSGE modeling approach with banking intermediation : a predictability analysis versus TVP-VARs

Bekiros, Stelios; Cardani, Roberta; Paccagnini, Alessia; … - 2016

In the dynamic stochastic general equilibrium (DSGE) literature there has been an increasing aware- ness on the role that the banking sector can play in macroeconomic activity. We present a DSGE model with financial intermediation as in Gertler and Karadi (2011). The estimation of shocks and of...

Persistent link: https://www.econbiz.de/10011518833

Perturbation methods for Markov-switching dynamic stochastic general equilibrium models

Foerster, Andrew; Rubio-Ramírez, Juan Francisco; … - In: Quantitative economics : QE ; journal of the … 7 (2016) 2, pp. 637-669

Markov-switching dynamic stochastic general equilibrium (MSDSGE) modeling has become a growing body of literature on economic and policy issues related to structural shifts. This paper develops a general perturbation methodology for constructing high-order approximations to the solutions of...

Persistent link: https://www.econbiz.de/10011800702

Global uncertainties and portfolio flow dynamics of the BRICS countries

Çepni, Oğuzhan; Gül, Selçuk; Hacıhasanoğlu, Yavuz … - In: Research in international business and finance 54 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012581403

Economic volatility and sovereign yields' determinants : a time-varying approach

Afonso, António; Jalles, João Tovar - In: Empirical economics : a journal of the Institute for … 58 (2020) 2, pp. 427-451

Persistent link: https://www.econbiz.de/10012219023

A Monte Carlo study of time varying coefficient (TVC) estimation

Hall, Stephen G.; Gibson, Heather D.; Tavlas, George S.; … - In: Computational economics 56 (2020) 1, pp. 115-130

Persistent link: https://www.econbiz.de/10012272018

Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression

Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Journal of econometrics 215 (2020) 2, pp. 607-632

Persistent link: https://www.econbiz.de/10012439572

On the determinants of the Okun's law : new evidence from time-varying estimates

Furceri, Davide; Jalles, João Tovar; Loungani, Prakash - In: Comparative economic studies 62 (2020) 4, pp. 661-700

Persistent link: https://www.econbiz.de/10012592541

Social expenditure cyclicality : new time-varying evidence in developing economies

Jalles, João Tovar - In: Economic systems 44 (2020) 3, pp. 1-19

Persistent link: https://www.econbiz.de/10012593648

Nonlinear forecast combinations : an example using Euro-area real GDP growth

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - In: Journal of economic behavior & organization : JEBO 180 (2020), pp. 579-589

Persistent link: https://www.econbiz.de/10012487451

Economic volatility and sovereign yields' determinants : a time-varying approach

Afonso, António; Jalles, João Tovar - 2015

Persistent link: https://www.econbiz.de/10011549285