Vector Autoregression Analysis and the Great Moderation
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Cited by:
- Francesco Bianchi & Haroon Mumtaz & Paolo Surico, 2009. "Dynamics of the term structure of UK interest rates," Bank of England working papers 363, Bank of England.
- Bianchi, Francesco & Mumtaz, Haroon & Surico, Paolo, 2009.
"Dynamics of the term structure of UK interest rates,"
Bank of England working papers
363, Bank of England.
- Francesco Bianchi & Haroon Mumtaz, 2010. "Dynamics of the Term Structure of UK Interest Rates," Working Papers 10-38, Duke University, Department of Economics.
- Erdemlioglu, Deniz M & Xiao, Wei, 2008. "Indeterminate Equilibria in New Keynesian DSGE Model: An Application to the US Great Moderation," MPRA Paper 10322, University Library of Munich, Germany.
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More about this item
Keywords
Great inflation; passive policy; break tests; vector autoregressions;All these keywords.
JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
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