Time-varying equilibrium rates in small open economies: Evidence for Canada
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DOI: 10.1016/j.jmacro.2013.12.002
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- Tino Berger & Bernd Kempa, 2014. "Time-varying equilibrium rates in small open economies: Evidence for Canada," CQE Working Papers 3414, Center for Quantitative Economics (CQE), University of Muenster.
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Cited by:
- Michael Donadelli & Vahid Mojtahed & Antonio Paradiso, 2015. "Technological Progress, Investment Frictions and Business Cycle: New Insights from a Neoclassical Growth Model," Working Papers LuissLab 15119, Dipartimento di Economia e Finanza, LUISS Guido Carli.
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"A Multivariate Filter to Estimate Potential Output and NAIRU for the Maltese Economy,"
International Journal of Economics and Finance,
Canadian Center of Science and Education, vol. 8(5), pages 13-22, May.
- Brain Micallef, "undated". "A multivariate filter to estimate potential output and NAIRU for the Maltese economy," CBM Working Papers WP/05/2014, Central Bank of Malta.
- Mariarosaria Comunale & Jonas Striaukas, 2017.
"Unconventional monetary policy: interest rates and low inflation: A review of literature and methods,"
CAMA Working Papers
2017-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- COMUNALE Mariarosaria & STRIAUKAS Jonas, 2017. "Unconventional monetary olicy: interest rates and low inflation. A review of literature and methods," CORE Discussion Papers 2017026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Mariarosaria Comunale & Jonas Striaukas, 2017. "Unconventional Monetary Policy: Interest Rates and Low Inflation. A Review of Literature and Methods," Bank of Lithuania Occasional Paper Series 13, Bank of Lithuania.
- Mariarosaria Comunale & Jonas Striaukas, 2017. "Unconventional monetary policy: interest rates and low inflation. A review of literature and methods," CEIS Research Paper 406, Tor Vergata University, CEIS, revised 12 May 2017.
More about this item
Keywords
Unobserved components; Potential output; Natural rate of interest; Equilibrium exchange rate;JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
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