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Debt dynamics and monetary policy : a note

Laséen, Stefan; Strid, Ingvar - 2013

"Leaning against the wind" - a tighter monetary policy than necessary for stabilizing inflation around the inflation …

Persistent link: https://www.econbiz.de/10010227164

Deflationary financial shocks and inflationary uncertainty shocks : an SVAR investigation

De Santis, Roberto A.; Van der Veken, Wouter - 2022

What are the economic implications of financial and uncertainty shocks? We show that financial shocks cause a decline in output and goods prices, while uncertainty shocks cause a decline in output and an increase in goods prices. In response to uncertainty shocks, firms increase their markups,...

Persistent link: https://www.econbiz.de/10013373603

Uncertainty Shocks and Inflation Dynamics in the US

Haque, Qazi; Magnusson, Leandro M. - 2020

effects of uncertainty shocks on inflation. We find the response of inflation to be statistically insignificant until mid …

Persistent link: https://www.econbiz.de/10014090743

Macroeconomic dynamics and inflation regimes in the US : results from threshold vector autoregressions

Mandler, Martin - 2010

model in which endogenous regime switches are triggered by the inflation rate. The model separates a high from a low … inflation regime with both regimes being strongly persistent. Generalized impulse response functions highlight important across …-regime differences in the responses of the economy to monetary policy and inflation shocks. Simulating both regimes with individual …

Persistent link: https://www.econbiz.de/10003950614

Debt dynamics and monetary policy: A note

Laséen, Stefan; Strid, Ingvar - 2013

"Leaning against the wind" - a tighter monetary policy than necessary for stabilizing inflation around the inflation …

Persistent link: https://www.econbiz.de/10010427086

Robust inference intime-varying structural VAR models: The DC-Cholesky multivariate stochasticvolatility model

Hartwig, Benny - 2020

This paper investigates how the ordering of variables affects properties of the time-varying covariance matrix in the Cholesky multivariate stochastic volatility model.It establishes that systematically different dynamic restrictions are imposed whenthe ratio of volatilities is time-varying....

Persistent link: https://www.econbiz.de/10012252866

Robust Inference in Time-Varying Structural VAR Models: The DC-Cholesky Multivariate Stochastic Volatility Model

Hartwig, Benny - 2020

This paper investigates how the ordering of variables affects properties of the time-varying covariance matrix in the Cholesky multivariate stochastic volatility model. It establishes that systematically different dynamic restrictions are imposed when the ratio of volatilities is time-varying....

Persistent link: https://www.econbiz.de/10012287816

Debt Dynamics and Monetary Policy: A Note

Laséen, Stefan; Strid, Ingvar - Sveriges Riksbank - 2013

"Leaning against the wind" – a tighter monetary policy than necessary for stabilizing inflation around the inflation …

Persistent link: https://www.econbiz.de/10010733867

Robust inference intime-varying structural VAR models : the DC-Cholesky multivariate stochasticvolatility model

Hartwig, Benny - 2020

Persistent link: https://www.econbiz.de/10012250452

Robust inference in time-varying structural VAR models : the DC-cholesky multivariate stochastic volatility model

Hartwig, Benny - 2020

This paper investigates how the ordering of variables affects properties of the time-varying covariance matrix in the Cholesky multivariate stochastic volatility model. It establishes that systematically different dynamic restrictions are imposed when the ratio of volatilities is time-varying....

Persistent link: https://www.econbiz.de/10012424283