Similar Search Results

An alternative explanation of the prize puzzle

Giordani, Paolo - 2001

misspecified VAR are optimal. When the model is tested on US data, all predictions are supported. …

Persistent link: https://www.econbiz.de/10010281167

Reconsidering the role of money for output, prices and interest rates

Favara, Giovanni; Giordani, Paolo - 2002

of this prediction by studying the effects of shocks to monetary aggregates using an identified VAR. Shocks to monetary …

Persistent link: https://www.econbiz.de/10010281333

An Alternative Explanation of the Price Puzzle

Giordani, Paolo - 2001

admits a triangular identification and if the forecasts produced by the misspecified VAR are optimal. In the framework of a …

Persistent link: https://www.econbiz.de/10010321353

An alternative explanation of the price puzzle

Giordani, Paolo - Economics Institute for Research (SIR), … - 2000

misspecified VAR are optimal. When the model is tested on US data, all predictions are supported. …

Persistent link: https://www.econbiz.de/10005423778

Reconsidering the Role of Money for Output, Prices and Interest Rates

Favara, Giovanni; Giordani, Paolo - Economics Institute for Research (SIR), … - 2002

of this prediction by studying the effects of shocks to monetary aggregates using an identified VAR. Shocks to monetary …

Persistent link: https://www.econbiz.de/10005423836

On Modeling the Effects of Inflation Shocks: Comments and Some Further Evidence

Giordani, Paolo - In: Contributions to Macroeconomics 3 (2003) 1, pp. 1068-1068

standard New Keynesian framework, we adopt a VAR supported by models in that framework, and the model of Rudebusch and Svensson …

Persistent link: https://www.econbiz.de/10005584996

An Alternative Explanation of the Price Puzzle

Giordani, Paolo - Sveriges Riksbank - 2001

admits a triangular identification and if the forecasts produced by the misspecified VAR are optimal. In the framework of a …

Persistent link: https://www.econbiz.de/10005649070

Inflation Forecast Uncertainty

Giordani, Paolo; Soderlind, Paul - Economics Institute for Research (SIR), … - 2000

We study the inflation uncertainty reported by individual forecasters in the Survey of Professional Forecasters 1969-2001. Three popular measures of uncertainty built from survey data are analyzed in the context of models for forecasting and asset pricing, and improved estimation methods are...

Persistent link: https://www.econbiz.de/10005649488

An alternative explanation of the price puzzle

Giordani, Paolo - 2001

admits a triangular identification and if the forecasts produced by the misspecified VAR are optimal. In the framework of a …

Persistent link: https://www.econbiz.de/10011585346