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U.S. Evolving Macroeconomic Dynamics : A Structural Investigation
Benati, Luca; Mumtaz, Haroon - 2021
We fit a Bayesian time-varying parameters structural VAR with stochastic volatility to the Federal Funds rate, GDP deflator inflation, real GDP growth, and the rate of growth of M2. We identify 4 shocks-monetary policy, demand non-policy, supply, and money demand-by imposing sign restrictions on...
Persistent link: https://www.econbiz.de/10013317172
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Some empirical evidence on the 'discouraged worker' effect
Benati, Luca - In: Economics letters 70 (2001) 3, pp. 387-395
Persistent link: https://www.econbiz.de/10001550124
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Band-pass filtering, conintegration, and business cycle analysis
Benati, Luca - 2001
Persistent link: https://www.econbiz.de/10001618216
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Evolving post-World War II UK economic performance
Benati, Luca - In: Journal of money, credit and banking : JMCB 36 (2004) 4, pp. 691-717
Persistent link: https://www.econbiz.de/10002252504
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Evolving post-World War II UK economic performance
Benati, Luca - 2004
Persistent link: https://www.econbiz.de/10002387476
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Exploring the trade-off between leaning against credit and stabilizing economic activity
Benati, Luca - In: Economics letters 223 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014234173
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Would the Bundesbank have prevented the Great Inflation in the United States?
Benati, Luca - In: Journal of economic dynamics & control 35 (2011) 7, pp. 1106-1125
Persistent link: https://www.econbiz.de/10009241494
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Estimating the financial crisis’ impact on potential output
Benati, Luca - In: Economics letters 114 (2012) 1, pp. 113-119
Persistent link: https://www.econbiz.de/10009517267
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Do TFP and the relative price of investment share a common I(1) component?
Benati, Luca - In: Journal of economic dynamics & control 45 (2014), pp. 239-261
Persistent link: https://www.econbiz.de/10010474428
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Drift and breaks in labour productivity
Benati, Luca - 2006
Persistent link: https://www.econbiz.de/10003366905