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A note of caution on the relation between money growth and inflation

Berger, Helge; Karlsson, Sune; Österholm, Pär - In: Scottish journal of political economy : the journal of … 70 (2023) 5, pp. 479-496

Persistent link: https://www.econbiz.de/10014437270

Bayesian modeling of time-varying parameters using regression trees

Hauzenberger, Niko; Huber, Florian; Koop, Gary; … - 2023

Persistent link: https://www.econbiz.de/10014295302

Using VARs and TVP-VARs with many macroeconomic variables

Koop, Gary - 2013

Persistent link: https://www.econbiz.de/10009735892

Streamlining time-varying VAR with a factor structure in the parameters

Beyeler, Simon - 2019

I introduce a factor structure on the parameters of a Bayesian TVP-VAR to reduce the dimension of the model's state space. To further limit the scope of over-fitting the estimation of the factor loadings uses a new generation of shrinkage priors. A Monte Carlo study illustrates the ability of...

Persistent link: https://www.econbiz.de/10011990248

Inference of impulse responses via Bayesian graphical structural VAR models

Ahelegbey, Daniel Felix - In: Econometrics : open access journal 13 (2025) 2, pp. 1-20

Impulse response functions (IRFs) are crucial for analyzing the dynamic interactions of macroeconomic variables in vector autoregressive (VAR) models. However, traditional IRF estimation methods often have limitations with assumptions on variable ordering and restrictive identification...

Persistent link: https://www.econbiz.de/10015437129

From the "Great Inflation" to the "Great Moderation" in Peru : a time varying structural vector autoregressions analysis

Castillo B., Paul; Montoya, Jimena; Quineche, Ricardo - 2016

Persistent link: https://www.econbiz.de/10011503984

Forecasting inflation in Argentina

Garegnani, Lorena; Gómez Aguirre, Maximiliano - 2018

In 2016 the Central Bank of Argentina began to announce inflation targets. In this context, providing authorities with … desired policy goals. This paper develops a group of models to forecast inflation for Argentina, which includes autoregressive … can improve the forecast ability of the univariate autoregressive benchmark’s model of inflation. The Giacomini-White test …

Persistent link: https://www.econbiz.de/10011882797

Forecasting inflation in Argentina

Garegnani, Lorena; Gómez Aguirre, Mauricio - 2018

During the year 2016, the Central Bank of Argentina has begun to announce inflation targets. In this context, providing … corrections to reach the desired policy goals. This paper develops a group of models to forecast inflation for Argentina, which … show that the BVAR model can improve the forecast ability of the univariate autoregressive benchmark's model of inflation …

Persistent link: https://www.econbiz.de/10011846246

A study of inflation persistence in Kazakhstan : what has changed?

Tolepbergen, Alisher - In: Macroeconomics and finance in emerging market economies 17 (2024) 3, pp. 465-484

Persistent link: https://www.econbiz.de/10015177992

Estimating time-varying potential output and NAIRU using a multivariate filter for Türkiye

Gökcü, Mert - In: Central Bank review / Central Bank of the Republic of Turkey 24 (2024) 2, pp. 1-12

This paper extends the multivariate filter approach for estimating potential output and NAIRU developed for Türkiye by integrating the capacity utilization block into the model. The model gives more negative estimates of the output gap and smaller estimates of NAIRU in recession periods...

Persistent link: https://www.econbiz.de/10014574478