Search Results - subject:"varying parameter"

Great Moderation in the Japanese economy

Ko, Jun-hyung; Murase, Koichi - In: Japan and the world economy : international journal of … 27 (2013), pp. 10-24

Persistent link: https://www.econbiz.de/10010243010

Time-varying monetary-policy rules and financial stress : does financial instability matter for monetary policy?

Baxa, Jaromír; Horváth, Roman; Vašíček, Bořek - In: Journal of financial stability 9 (2013) 1, pp. 117-138

Persistent link: https://www.econbiz.de/10009745187

The time-varying response of foreign stock markets to US monetary policy surprises : evidence from the Federal funds futures market

Kishor, N. Kundan; Marfatia, Hardik A. - In: Journal of international financial markets, … 24 (2013), pp. 1-24

Persistent link: https://www.econbiz.de/10009726483

The changing international transmission of US monetary policy shocks : is there evidence of contagion effect on OECD countries

Kazi, Irfan Akbar; Wagan, Hakimzadi; Akbar, Farhan - In: Economic modelling 30 (2013), pp. 90-116

Persistent link: https://www.econbiz.de/10009703715

Modeling the relationship between European carbon permits and certified emission reductions

Koop, Gary; Tole, Lise - In: Journal of empirical finance 24 (2013), pp. 166-181

Persistent link: https://www.econbiz.de/10010371982

A survey on time-varying parameter Taylor rule : a model modified with interest rate pass-through

Yüksel, Ebru; Metin-Özcan, Kıvılcım; Hatipoglu, Ozan - In: Economic systems 37 (2013) 1, pp. 122-134

Persistent link: https://www.econbiz.de/10009737739

A Time-Varying Parameter Model of A Monetary Policy Rule for Switzerland. The Case of the Lucas and Friedman Hypothesis.

Elkhoury, Marwan - International Economics Section, The Graduate Institute … - 2005

case-study. A time-varying parameter model of a monetary policy reaction function is proposed to integrate various trade … new expectations about the state variables. The uncertainty created by the time-varying parameter model, and estimated by …

Persistent link: https://www.econbiz.de/10005755413

The Effectiveness of Foreign Exchange Interventions for the Turkish Economy : A Post-Crisis Period Analysis

Akinci, Ozge; Culha, Olcay Yucel; Ozlale, Umit; … - Türkiye Cumhuriyet Merkez Bankası - 2005

-crisis period constitutes a good example in this context. Second, it proposes a new methodology, a time-varying parameter model, to …

Persistent link: https://www.econbiz.de/10005792705

The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation

McCulloch, J. Huston - Society for Computational Economics - SCE - 2005

case of the generalized Kalman solution of a Time Varying Parameter (TVP) model. This approach is in the spirit of that …

Persistent link: https://www.econbiz.de/10005345069

Evidence of rational addiction to carbonated soft drinks?

Liu, Xiaoou; Lopez, Rigoberto - In: China Agricultural Economic Review 4 (2012) 3, pp. 300-317

empirically apply a time‐varying parameter model and scanner data set from 46 US cities. Findings – Empirical results provide …

Persistent link: https://www.econbiz.de/10014689660