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Structural models of the liquidity effect

Pagan, Adrian R. - 1995

Persistent link: https://www.econbiz.de/10000560753

Bank of England intervention and the structure of interest rates in the London interbank market

Hurn, Stan; MacDonald, Alexander David; Moody, Terry - 1994

Persistent link: https://www.econbiz.de/10000900802

The impact of monetary policy in the UK on the relationship between the term structure of interest rates and future inflation

Bårdsen, Gunnar; Becker, Ralf; Hurn, Stan - In: Contemporary issues in economics and econometrics : …, (pp. 147-161). 2004

Persistent link: https://www.econbiz.de/10002544738

Transition from the Taylor rule to the zero lower bound

Hurn, Stan; Johnson, Nicholas; Silvennoinen, Annastiina; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 635-647

Persistent link: https://www.econbiz.de/10013554845

Causality, predictability and monetary targets in South Africa

Hurn, A. S. - In: The South African journal of economics 59 (1991) 4, pp. 405-424

Eine vergleichsweise locker gehandhabte Geldpolitik der Zentralbank scheint vor dem Hintergrund eines Zusammenhangs zwischen monetären Aggregaten und der nominalen Einkommens- oder Preisentwicklung vertretbar. Tatsächlich aber ist es schwierig, Ursache und Wirkung zu unterscheiden. Vor diesem...

Persistent link: https://www.econbiz.de/10015142613

The Impact of Monetary Policy in the UK on the Relationship between the Term Structure of Interest Rates and Future Inflation

Bardsen, Gunnar; Hurn, Stan - 2001

The link between London interbank interest rates and future inflation in the UK is investigated over a period which includes several changes in monetary policy regime. Recursive estimation is used to identify appropriate breakpoints in the sample and a moving-block bootstrap is used to...

Persistent link: https://www.econbiz.de/10014131719

The Phillips curve in Australia

Gruen, David W. R.; Pagan, Adrian R.; Thompson, Christopher - In: Journal of monetary economics 44 (1999) 2, pp. 223-258

Persistent link: https://www.econbiz.de/10001447723

The Phillips curve in Australia

Gruen, David W. R.; Pagan, Adrian R.; Thompson, Christopher - 1999

Persistent link: https://www.econbiz.de/10001376857

Resolving the liquidity effect

Pagan, Adrian R. - In: Review / Federal Reserve Bank of St. Louis 77 (1995) 3, pp. 33-54

Persistent link: https://www.econbiz.de/10001333486

Addendum to Report on Modelling and Forecasting at the Bank of England

Pagan, Adrian - 2008

The Spring 2003 Quarterly Bulletin contained a report on modelling and forecasting at the Bank of England by Adrian Pagan. This article is a postscript to Professor Pagan's original report, and covers the introduction of the Bank's new macroeconomic model (the Bank of England Quarterly Model, or...

Persistent link: https://www.econbiz.de/10014027796