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Persistent link: https://www.econbiz.de/10011448672

Specification and estimation of Bayesian dynamic factor models : a Monte Carlo analysis with an application to global house price comovement

Jackson, Laura E.; Kose, M. Ayhan; Otrok, Christopher M.; … - 2015

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An endogenously clustered factor approach to international business cycles

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On the need for a new approach to analyzing monetary policy

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Persistent link: https://www.econbiz.de/10003862148

On the need for a new approach to analyzing monetary policy

Atkeson, Andrew; Kehoe, Patrick J. - 2008

Persistent link: https://www.econbiz.de/10009518075

On the need for a new approach to analyzing monetary policy

Atkeson, Andrew (contributor); Kehoe, Patrick J. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003722993

On the need for a new approach to analyzing monetary policy

Atkeson, Andrew; Kehoe, Patrick J. - 2008

Persistent link: https://www.econbiz.de/10003750371

On the need for a new approach to analysing monetary policy

Atkeson, Andrew; Kehoe, Patrick J. - 2008

Persistent link: https://www.econbiz.de/10003754737

On the Need for a New Approach to Analyzing Monetary Policy

Atkeson, Andrew - 2008

We present a pricing kernel that summarizes well the main features of the dynamics of interest rates and risk in postwar U.S. data and use it to uncover how the pricing kernel has moved with the short rate. Our findings imply that standard monetary models miss an essential link between the...

Persistent link: https://www.econbiz.de/10012770306