Search Results - subject:"time varying parameter VAR" - EconBiz

International housing markets, unconventional monetary policy and the zero lower bound

Huber, Florian; Punzi, Maria Teresa - 2016

In this paper we propose a time-varying parameter VAR model for the housing market in the United States, the United …

Persistent link: https://www.econbiz.de/10011436459

The impact of credit supply shocks and a new FCI based on a FAVAR approach

Hosszú, Zsuzsanna - 2016

In this paper, relying on a time-varying parameters FAVAR model, two credit supply factors are calculated, the first of which is identified as willingness to lend, while the second as lending capacity. The impact of these two types of credit supply shocks on macroeconomic variables and their...

Persistent link: https://www.econbiz.de/10011457124

International housing markets, unconventional monetary policy, and the zero lower bound

Huber, Florian; Punzi, Maria Teresa - In: Macroeconomic dynamics 24 (2020) 4, pp. 774-806

Persistent link: https://www.econbiz.de/10012241012

Economic and business cycles with time varying in India : evidence from ICT sectors

Chukiat Chaiboonsri; Satawat Wannapan; Cerulli, Giovanni - In: International journal of computational economics and … 10 (2020) 4, pp. 366-379

Persistent link: https://www.econbiz.de/10012507536

Monetary policy and US housing expansions : the case of time-varying supply elasticities

Albuquerque, Bruno; Iseringhausen, Martin; Opitz, Frederic - In: Economics letters 195 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012510057

The role of credit supply shocks in pacific alliance countries : a TVP-VAR-SV approach

Guevara, Carlos; Perez Rodriguez, Gabriel - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012657024

Oil currencies in the face of oil shocks : what can be learned from time-varying specifications?

Allegret, Jean-Pierre; Couharde, Cécile; Mignon, Valérie - 2015

Persistent link: https://www.econbiz.de/10011414092

Time-varying effect of oil market shocks on the stock market

Kang, Wensheng; Ratti, Ronald A.; Yoon, Kyung Hwan - 2015

Persistent link: https://www.econbiz.de/10011342358

Oil currencies in the face of oil shocks : what can be learned from time-varying specifications?

Allegret, Jean-Pierre; Couharde, Cécile; Mignon, Valérie - 2015

Persistent link: https://www.econbiz.de/10011736571

Deciphering the causes for the post-1990 slow output recoveries

Zhang, Wen - In: Economics letters 176 (2019), pp. 28-34

Persistent link: https://www.econbiz.de/10012121222

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