Search Results - subject:"Time varying parameters"

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Age and gender differentials in unemployment and hysteresis

Guisinger, Amy; Jackson, Laura; Owyang, Michael T. - 2022

Persistent link: https://www.econbiz.de/10013367788

A unified framework to estimate macroeconomic stars

Zaman, Saeed - 2022 - This version: July 31, 2022

Persistent link: https://www.econbiz.de/10013375506

Time evolution of external shocks on macroeconomic fluctuations in Pacific Alliance countries: empirical application using TVP-VAR-SV models

Rodriguez, Gabriel; Vassallo, Renato - 2022 - Primera edición

Persistent link: https://www.econbiz.de/10013273028

Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models

Calero, Roberto; Rodriguez, Gabriel; Salcedo Cisneros, … - 2022 - Primera edición

Persistent link: https://www.econbiz.de/10013273080

Classification of flash crashes using the Hawkes(p,q) framework

Wehrli, Alexander; Sornette, Didier - In: Quantitative finance 22 (2022) 2, pp. 213-240

Persistent link: https://www.econbiz.de/10013167733

Advances in estimating the Phillips curve

Guirguis, Hany; Suen, Tin Shan - In: Journal of Applied Economics 25 (2022) 1, pp. 621-642

Many studies have documented the missing relationship between PCE inflation and the labor market slack in the last 20 years. This paper first presents evidence of a strong sensitivity of price inflation to labor market tightness once we remove the late 90s from our sample and account for the...

Persistent link: https://www.econbiz.de/10015334185