Search Results - subject:"Unobserved Components Model"

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Estimating the US trend short-term interest rate

Beechey, Meredith; Österholm, Pär; Poon, Aubrey - In: Finance research letters 55 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014473294

Monetary policy and the term structure of inflation expectations with information frictions

McNeil, James - In: Journal of economic dynamics & control 146 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014478538

Unobserved components model estimates of credit cycles : tests and predictions

Hessler, Andrew - In: Journal of financial stability 66 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014336150

Semi-structural VAR and unobserved components models to estimate finance-neutral output gap

Kátay, Gábor; Kerdelhué, Lisa; Lequien, Matthieu - 2020

-structural unobserved components model. To complement these models, a semi-structural vector autoregression model is proposed in which only … capabilities to the semi-structural unobserved components model. Overall, financial cycles appear to be relevant in Japan, Spain …

Persistent link: https://www.econbiz.de/10012806440