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Evaluating the synchronisation of the eurozone business cycles using multivariate coincident macroeconomic indicatos

Chen, Xiaoshan (contributor) - 2007

Persistent link: https://www.econbiz.de/10003579843

U.S. monetary and fiscal policies - conflict or cooperation?

Chen, Xiaoshan; Leeper, Eric M.; Leith, Campbell B. - 2020

Persistent link: https://www.econbiz.de/10012601824

Strategic interactions in U.S. monetary and fiscal policies

Chen, Xiaoshan; Leeper, Eric M.; Leith, Campbell B. - In: Quantitative economics : QE ; journal of the … 13 (2022) 2, pp. 593-628

We estimate a model in which fiscal and monetary policy obey the targeting rules of distinct policy authorities, with potentially different objective functions. We find: (1) Time‐consistent policy fits U.S. time series at least as well as instrument‐rules‐based behavior; (2) American...

Persistent link: https://www.econbiz.de/10013382042

The small firm effect and the random walk hypothesis : evidence from the London Stock Exchange using Markov chains

Mills, Terence C.; Jordanov, Jordan - 1999

Persistent link: https://www.econbiz.de/10001428365

Regime shifts in European real interest rates

Mills, Terence C.; Wang, Ping - In: Review of world economics 139 (2003) 1, pp. 66-81

Persistent link: https://www.econbiz.de/10001763031

The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains

Mills, Terence C.; Jordanov, J. V. - In: Applied financial economics 13 (2003) 11, pp. 807-815

Persistent link: https://www.econbiz.de/10001804430

Have output growth rates stabilised? : Evidence from the G-7 economies

Mills, Terence C.; Wang, Ping - In: Scottish journal of political economy : the journal of … 50 (2003) 3, pp. 232-246

Persistent link: https://www.econbiz.de/10001777904

Multivariate Markov switching common factor models for the UK

Mills, Terence C.; Wang, Ping - In: Bulletin of economic research 55 (2003) 2, pp. 177-193

Persistent link: https://www.econbiz.de/10001748816

Plucking models of business cycle fluctuations : evidence from the G-7 countries

Mills, Terence C.; Wang, Ping - In: Empirical economics : a journal of the Institute for … 27 (2002) 2, pp. 255-276

Persistent link: https://www.econbiz.de/10001655306

Modelling regime shift behaviour in Asian real interest rates

Mills, Terence C.; Wang, Ping - In: Economic modelling 23 (2006) 6, pp. 952-966

Persistent link: https://www.econbiz.de/10003387608