Search Results - subject:"time‐varying parameter"

Monetary policy in Brazil: evidence of a reaction function with time-varying parameters and endogenous regressors

Aragón, Edilean Silva Bejarano; Medeiros, Gabriela - In: Empirical Economics 48 (2015) 2, pp. 557-575

This paper estimates a forward-looking reaction function with time-varying parameters to examine changes in the Brazilian monetary policy under the inflation-targeting regime. As the monetary policy rule has endogenous regressors, the conventional Kalman filter cannot be applied. Thus, the...

Persistent link: https://www.econbiz.de/10011240924

Time-Varying Effects of Housing and Stock Returns on U.S. Consumption

Simo-Kengne, Beatrice; Miller, Stephen; Gupta, Rangan; … - In: The Journal of Real Estate Finance and Economics 50 (2015) 3, pp. 339-354

This paper applies a time-varying parameter vector autoregressive approach to estimate the relative effects of housing …

Persistent link: https://www.econbiz.de/10011242023

Modeling exchange rate dynamics in Egypt : observed and unobserved volatility

Rofael, Dina; Hosni, Rana - In: Modern economy 6 (2015) 1, pp. 65-80

Persistent link: https://www.econbiz.de/10011285372

An empirical test for Okun's law using a smooth time-varying parameter approach : evidence from East Asian countries

Kim, Myeong Jun; Park, Sung Y.; Jei, Sang Young - In: Applied economics letters 22 (2015) 10/12, pp. 788-795

Persistent link: https://www.econbiz.de/10011286083

Time-varying effects of housing and stock returns on U.S. consumption

Simo-Kengne, Beatrice D.; Miller, Stephen M.; Gupta, Rangan - In: The journal of real estate finance and economics 50 (2015) 3, pp. 339-354

Persistent link: https://www.econbiz.de/10011474541

Forecasting inflation with the Phillips curve : a dynamic model averaging approach for Brazil

Ferreira, Diego; Palma, Andreza Aparecida - In: Revista brasileira de economia : RBE ; revista da … 69 (2015) 4, pp. 451-465

Persistent link: https://www.econbiz.de/10011447338

Determinants of inflation in India

Mohanty, Deepak; John, Joice - In: Journal of Asian economics 36 (2015), pp. 86-96

Persistent link: https://www.econbiz.de/10011443398

Understanding the dynamics of the macroeconomic trilemma

Hosny, Amr; Kishor, N. Kundan; Bahmani-Oskooee, Mohsen - In: International review of applied economics 29 (2015) 1, pp. 32-64

Persistent link: https://www.econbiz.de/10010533062

Has inflation persistence in India changed over time?

John, Joice - In: The Singapore economic review : journal of the Economic … 60 (2015) 4, pp. 1-16

Persistent link: https://www.econbiz.de/10011389502

Marginal likelihood estimation with the cross-entropy method

Chan, Joshua; Eisenstat, Eric - In: Econometric reviews 34 (2015) 1/5, pp. 256-285

Persistent link: https://www.econbiz.de/10011373293