Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century
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- Horvath, Jaroslav, 2020. "Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
- Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2017.
"Measurement errors and monetary policy: Then and now,"
Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 66-78.
- Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2015. "Measurement Errors and Monetary Policy: Then and Now," Working Paper 15-13, Federal Reserve Bank of Richmond.
- Thomas A. Lubik & Christian Matthes & Andrew Owens, 2016. "Beveridge Curve Shifts and Time-Varying Parameter VARs," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 197-226.
- Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017.
"Assessing DSGE model nonlinearities,"
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- S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE Model Nonlinearities," NBER Working Papers 19693, National Bureau of Economic Research, Inc.
- Taeyoung Doh, 2017. "Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data," Research Working Paper RWP 17-8, Federal Reserve Bank of Kansas City.
- Jansson, Walter, 2018. "Stock markets, banks and economic growth in the UK, 1850–1913," Financial History Review, Cambridge University Press, vol. 25(3), pages 263-296, December.
- Njindan Iyke, Bernard, 2016. "Are Monetary Policy Disturbances Important in Ghana? Some Evidence from Agnostic Identification," MPRA Paper 70205, University Library of Munich, Germany.
- Laura Liu & Christian Matthes & Katerina Petrova & Jessica Sackett Romero, 2019.
"Monetary Policy across Space and Time,"
Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue August.
- Laura Liu & Christian Matthes & Katerina Petrova, 2018. "Monetary Policy across Space and Time," Working Paper 18-14, Federal Reserve Bank of Richmond, revised 13 Aug 2018.
- Baumeister, Christiane & Hamilton, James D., 2020.
"Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions,"
Journal of International Money and Finance, Elsevier, vol. 109(C).
- Baumeister, Christiane & Hamilton, James, 2020. "Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions," CEPR Discussion Papers 14271, C.E.P.R. Discussion Papers.
- Christiane Baumeister & James D. Hamilton, 2020. "Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions," NBER Working Papers 26606, National Bureau of Economic Research, Inc.
- Wang, Mu-Chun, 2018. "Choosing Prior Hyperparameters: With Applications To Time-Varying Parameter Models," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181621, Verein für Socialpolitik / German Economic Association.
- Victor Pontines, 0.
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- Victor Pontines, 2020. "The real effects of loan-to-value limits: Empirical evidence from Korea," CAMA Working Papers 2020-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Thomas A. Lubik & Christian Matthes, 2015. "Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application," Economic Quarterly, Federal Reserve Bank of Richmond, issue 4Q, pages 323-352.
- Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2016. "Choosing Prior Hyperparameters," Working Paper 16-9, Federal Reserve Bank of Richmond.
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