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Search: subject:"semi-structural VAR"
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Semi-structural
VAR
and unobserved components models to estimate finance-neutral output gap
Kátay, Gábor
;
Kerdelhué, Lisa
;
Lequien, Matthieu
-
2020
The paper assesses the impact of adding information on financial cycles on the output gap estimates for eight advanced economies using two unobserved components models: a reduced form extended Hodrick-Prescott filter, and a standard semi-structural unobserved components model. To complement...
Persistent link: https://www.econbiz.de/10012806440
Saved in:
2
Semi-structural
VAR
and unobserved components models to estimate finance-neutral output gap
Kátay, Gábor
;
Kerdelhué, Lisa
;
Lequien, Matthieu
-
2020
The paper assesses the impact of adding information on financial cycles on the output gap estimates for eight advanced economies using two unobserved components models: a reduced form extended Hodrick-Prescott filter, and a standard semi-structural unobserved components model. To complement...
Persistent link: https://www.econbiz.de/10012320331
Saved in:
3
Measuring monetary policy
Bernanke, Ben S.
;
Mihov, Ilian
-
1995
develop a
semi-structural
VAR
approach, which extracts information about monetary policy from data on bank reserves and the …
Persistent link: https://www.econbiz.de/10010291012
Saved in:
4
Measuring Monetary Policy
Bernanke, Ben S.
;
Mihov, Ilian
-
Department of Economics and Finance Research and …
-
1995
develop a "
semi-structural
"
VAR
approach, which extracts information about monetary policy from data on bank reserves and the …
Persistent link: https://www.econbiz.de/10005764258
Saved in:
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