Learning and the Great Moderation
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- James Bullard & Aarti Singh, 2012. "Learning And The Great Moderation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(2), pages 375-397, May.
- James B. Bullard & Aarti Singh, 2009. "Learning and the Great Moderation," Working Papers 2007-027, Federal Reserve Bank of St. Louis.
- Aarti Singh & James Bullard, 2007. "Learning and the Great Moderation," 2007 Meeting Papers 523, Society for Economic Dynamics.
- Bullard, James B. & Singh, Aarti, 2009. "Learning and the Great Moderation," CEPR Discussion Papers 7401, C.E.P.R. Discussion Papers.
References listed on IDEAS
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2007.
"Estimating Macroeconomic Models: A Likelihood Approach,"
Review of Economic Studies, Oxford University Press, vol. 74(4), pages 1059-1087.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2006. "Estimating Macroeconomic Models: A Likelihood Approach," Levine's Bibliography 122247000000000849, UCLA Department of Economics.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006. "Estimating Macroeconomic Models: A Likelihood Approach," NBER Technical Working Papers 0321, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco, 2006. "Estimating Macroeconomic Models: A Likelihood Approach," CEPR Discussion Papers 5513, C.E.P.R. Discussion Papers.
- Richard Clarida & Jordi Galí & Mark Gertler, 2000.
"Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory,"
The Quarterly Journal of Economics, Oxford University Press, vol. 115(1), pages 147-180.
- Richard Clarida & Jordi Galí & Mark Gertler, 1997. "Monetary policy rules and macroeconomic stability: Evidence and some theory," Economics Working Papers 350, Department of Economics and Business, Universitat Pompeu Fabra, revised May 1999.
- Clarida, Richard & Galí, Jordi & Gertler, Mark, 1998. "Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory," CEPR Discussion Papers 1908, C.E.P.R. Discussion Papers.
- Richard Clarida & Jordi Gali & Mark Gertler, 1998. "Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory," NBER Working Papers 6442, National Bureau of Economic Research, Inc.
- Clarida, R. & Gali, J. & Gertler, M., 1998. "Monetary Policy Rules and Macroeconomic Stability: Evidence and some Theory," Working Papers 98-01, C.V. Starr Center for Applied Economics, New York University.
- Owyang, Michael T. & Piger, Jeremy & Wall, Howard J., 2008.
"A state-level analysis of the Great Moderation,"
Regional Science and Urban Economics, Elsevier, vol. 38(6), pages 578-589, November.
- Michael T. Owyang & Jeremy Piger & Howard J. Wall & Federal Reserve Bank of St. Louis, 2006. "A State-Level Analysis of the Great Moderation," Computing in Economics and Finance 2006 131, Society for Computational Economics.
- Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2007. "A state-level analysis of the Great Moderation," Working Papers 2007-003, Federal Reserve Bank of St. Louis.
- David Andolfatto & Paul Gomme, 2003.
"Monetary Policy Regimes and Beliefs,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(1), pages 1-30, February.
- David Andolfatto & Paul Gomme, 1997. "Monetary policy regimes and beliefs," Discussion Paper / Institute for Empirical Macroeconomics 118, Federal Reserve Bank of Minneapolis.
- David Andolfatto & Paul Gomme, 1997. "Monetary Policy Regimes and Beliefs," Working Papers 97002, University of Waterloo, Department of Economics, revised Jan 1997.
- David Andolfatto & Paul Gomme, 1997. "Monetary Policy Regimes and Beliefs," Cahiers de recherche CREFE / CREFE Working Papers 48, CREFE, Université du Québec à Montréal, revised Apr 2001.
- David Andolfatto & Paul Gomme, 2001. "Monetary policy regimes and beliefs," Working Papers (Old Series) 9905, Federal Reserve Bank of Cleveland, revised 2001.
- Marco Cagetti & Lars Peter Hansen & Thomas Sargent & Noah Williams, 2002. "Robustness and Pricing with Uncertain Growth," Review of Financial Studies, Society for Financial Studies, vol. 15(2), pages 363-404, March.
- James H. Stock & Mark W. Watson, 2003.
"Has the Business Cycle Changed and Why?,"
NBER Chapters, in: NBER Macroeconomics Annual 2002, Volume 17, pages 159-230,
National Bureau of Economic Research, Inc.
- James H. Stock & Mark W. Watson, 2002. "Has the Business Cycle Changed and Why?," NBER Working Papers 9127, National Bureau of Economic Research, Inc.
- Alejandro Justiniano & Giorgio E. Primiceri, 2008.
"The Time-Varying Volatility of Macroeconomic Fluctuations,"
American Economic Review, American Economic Association, vol. 98(3), pages 604-641, June.
- Alejandro Justiniano & Northwestern University, 2006. "The Time Varying Volatility of Macroeconomic Fluctuations," Computing in Economics and Finance 2006 219, Society for Computational Economics.
- Giorgio Primiceri & Alejandro Justiniano, 2006. "The Time Varying Volatility of Macroeconomic Fluctuations," 2006 Meeting Papers 353, Society for Economic Dynamics.
- Alejandro Justiniano & Giorgio E. Primiceri, 2006. "The Time Varying Volatility of Macroeconomic Fluctuations," NBER Working Papers 12022, National Bureau of Economic Research, Inc.
- Andres Arias & Gary Hansen & Lee Ohanian, 2007.
"Why have business cycle fluctuations become less volatile?,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(1), pages 43-58, July.
- Lee Ohanian & Andres Arias & Gary Hansen, 2005. "Why have business cycle fluctuations become less volatile?," 2005 Meeting Papers 927, Society for Economic Dynamics.
- Andres Arias & Gary D. Hansen & Lee E. Ohanian, 2006. "Why Have Business Cycle Fluctuations Become Less Volatile?," NBER Working Papers 12079, National Bureau of Economic Research, Inc.
- Margaret M. McConnell & Gabriel Perez-Quiros, 2000.
"Output fluctuations in the United States: what has changed since the early 1980s?,"
Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Gabriel Perez-Quiros & Margaret M. McConnell, 2000. "Output Fluctuations in the United States: What Has Changed since the Early 1980's?," American Economic Review, American Economic Association, vol. 90(5), pages 1464-1476, December.
- Margaret M. McConnell & Gabriel Perez-Quiros, 1997. "Output fluctuations in the United States: what has changed since the early 1980s?," Research Paper 9735, Federal Reserve Bank of New York.
- Margaret M. McConnell & Gabriel Perez-Quiros, 1998. "Output fluctuations in the United States: what has changed since the early 1980s?," Staff Reports 41, Federal Reserve Bank of New York.
- Christopher A. Sims & Tao Zha, 2006.
"Were There Regime Switches in U.S. Monetary Policy?,"
American Economic Review, American Economic Association, vol. 96(1), pages 54-81, March.
- Christopher A. Sims & Tao Zha, 2004. "Were there regime switches in U.S. monetary policy?," FRB Atlanta Working Paper 2004-14, Federal Reserve Bank of Atlanta.
- Christopher A. Sims & Tao Zha, 2005. "Were There Regime Switches in U.S. Monetary Policy?," Working Papers 92, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Van Nieuwerburgh, Stijn & Veldkamp, Laura, 2006.
"Learning asymmetries in real business cycles,"
Journal of Monetary Economics, Elsevier, vol. 53(4), pages 753-772, May.
- Laura Veldkamp, 2003. "Learning Asymmetries in Real Business Cycles," Working Papers 03-21, New York University, Leonard N. Stern School of Business, Department of Economics.
- Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-384, March.
- Milani, Fabio, 2014.
"Learning and time-varying macroeconomic volatility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 94-114.
- Fabio Milani, 2007. "Learning and Time-Varying Macroeconomic Volatility," Working Papers 070802, University of California-Irvine, Department of Economics.
- Aruoba, S. Boragan & Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006.
"Comparing solution methods for dynamic equilibrium economies,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2477-2508, December.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Comparing Solution Methods for Dynamic Equilibrium Economies," PIER Working Paper Archive 04-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. B. Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2005. "Comparing Solution Methods for Dynamic Equilibrium Economies," Levine's Bibliography 122247000000000855, UCLA Department of Economics.
- S. Boragan Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003. "Comparing solution methods for dynamic equilibrium economies," FRB Atlanta Working Paper 2003-27, Federal Reserve Bank of Atlanta.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Finite Elements Method," QM&RBC Codes 118, Quantitative Macroeconomics & Real Business Cycles.
- Kim, Chang-Jin & Nelson, Charles R & Piger, Jeremy, 2004.
"The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 22(1), pages 80-93, January.
- Chang-Jin Kim & Charles R. Nelson & Jeremy M. Piger, 2001. "The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations," International Finance Discussion Papers 707, Board of Governors of the Federal Reserve System (U.S.), revised 2001.
- Chang-Jin Kim & Charles R. Nelson & Jeremy M. Piger, 2003. "The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations," Working Papers 2001-016, Federal Reserve Bank of St. Louis.
- Shaghil Ahmed & Andrew Levin & Beth Anne Wilson, 2004.
"Recent U.S. Macroeconomic Stability: Good Policies, Good Practices, or Good Luck?,"
The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 824-832, August.
- Shaghil Ahmed & Andrew T. Levin & Beth Anne Wilson, 2002. "Recent U.S. macroeconomic stability: good policies, good practices or good luck?," International Finance Discussion Papers 730, Board of Governors of the Federal Reserve System (U.S.), revised 2002.
- Giorgio E. Primiceri, 2005. "Time Varying Structural Vector Autoregressions and Monetary Policy," Review of Economic Studies, Oxford University Press, vol. 72(3), pages 821-852.
- Chang-Jin Kim & Charles R. Nelson, 1999. "Has The U.S. Economy Become More Stable? A Bayesian Approach Based On A Markov-Switching Model Of The Business Cycle," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 608-616, November.
- James B. Bullard & John Duffy, 2004. "Learning and structural change in macroeconomic data," Working Papers 2004-016, Federal Reserve Bank of St. Louis.
- Chang-Jin Kim & Charles R. Nelson, 1999. "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262112388, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- James B. Bullard, 2009.
"Three funerals and a wedding,"
Review, Federal Reserve Bank of St. Louis, vol. 91(Jan), pages 1-12.
- James B. Bullard, 2008. "Three funerals and a wedding," Speech 138, Federal Reserve Bank of St. Louis.
- Piero Ferri, 2011. "Macroeconomics of Growth Cycles and Financial Instability," Books, Edward Elgar Publishing, number 14260.
- Richard Harrison & George Kapetanios & Alasdair Scott & Jana Eklund, 2008. "Breaks in DSGE models," 2008 Meeting Papers 657, Society for Economic Dynamics.
- repec:zbw:rwirep:0509 is not listed on IDEAS
- Mathias Klein & Christopher Krause, 2014. "Income Redistribution, Consumer Credit,and Keeping up with the Riches," Ruhr Economic Papers 0509, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Murray, James, 2011. "Learning and judgment shocks in U.S. business cycles," MPRA Paper 29257, University Library of Munich, Germany.
- Suda, J., 2013. "Belief shocks and the macroeconomy," Working papers 434, Banque de France.
- Emilio Abad-Segura & Mariana-Daniela González-Zamar & Juan C. Infante-Moro & Germán Ruipérez García, 2020. "Sustainable Management of Digital Transformation in Higher Education: Global Research Trends," Sustainability, MDPI, Open Access Journal, vol. 12(5), pages 1-1, March.
- Klein, Mathias & Krause, Christopher, 2014.
"Income Redistribution, Consumer Credit,and Keeping up with the Riches,"
Ruhr Economic Papers
509, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Krause, Christopher & Klein, Mathias, 2015. "Income redistribution, consumer credit, and keeping up with the Riches," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112816, Verein für Socialpolitik / German Economic Association.
- Tortorice, Daniel L, 2018.
"The business cycle implications of fluctuating long run expectations,"
Journal of Macroeconomics, Elsevier, vol. 58(C), pages 266-291.
- Dan Tortorice, 2016. "The Business Cycles Implications of Fluctuating Long Run Expectations," Working Papers 100, Brandeis University, Department of Economics and International Businesss School.
- Luigi Bocola & Nils Gornemann, 2013. "Risk, economic growth and the value of U.S. corporations," Working Papers 13-10, Federal Reserve Bank of Philadelphia.
- Gilbert Mbara, 2017. "Business Cycle Dating after the Great Moderation: A Consistent Two – Stage Maximum Likelihood Method," Working Papers 2017-13, Faculty of Economic Sciences, University of Warsaw.
- Milani, Fabio, 2014.
"Learning and time-varying macroeconomic volatility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 94-114.
- Fabio Milani, 2007. "Learning and Time-Varying Macroeconomic Volatility," Working Papers 070802, University of California-Irvine, Department of Economics.
- James Bullard & Jacek Suda & Aarti Singh & Costas Azariadis, 2014. "Debt Overhang and Monetary Policy," 2014 Meeting Papers 948, Society for Economic Dynamics.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Steven J. Davis & James A. Kahn, 2008.
"Interpreting the Great Moderation: Changes in the Volatility of Economic Activity at the Macro and Micro Levels,"
Journal of Economic Perspectives, American Economic Association, vol. 22(4), pages 155-180, Fall.
- Steven J. Davis & James A. Kahn, 2008. "Interpreting the Great Moderation: changes in the volatility of economic activity at the macro and micro Levels," Staff Reports 334, Federal Reserve Bank of New York.
- Steven J. Davis & James A. Kahn, 2008. "Interpreting the Great Moderation: Changes in the Volatility of Economic Activity at the Macro and Micro Levels," NBER Working Papers 14048, National Bureau of Economic Research, Inc.
- Richard Higgins, C., 2020. "Financial frictions and changing macroeconomic volatility," Journal of Macroeconomics, Elsevier, vol. 64(C).
- Rajeev Dhawan & Karsten Jeske & Pedro Silos, 2010.
"Productivity, Energy Prices and the Great Moderation: A New Link,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(3), pages 715-724, July.
- Pedro Silos & Karsten Jeske & Rajeev Dhawan, 2008. "Productivity, Energy Prices and the Great Moderation: A New Link," 2008 Meeting Papers 877, Society for Economic Dynamics.
- Rajeev Dhawan & Karsten Jeske & Pedro Silos, 2008. "Productivity, energy prices, and the Great Moderation: a new link," FRB Atlanta Working Paper 2008-11, Federal Reserve Bank of Atlanta.
- Rajeev Dhawan & Karsten Jeske & Pedro Silos, 2009. "Code and data files for "Productivity, Energy Prices, and the Great Moderation: A New Link"," Computer Codes 09-14, Review of Economic Dynamics.
- Owyang, Michael T. & Piger, Jeremy & Wall, Howard J., 2008.
"A state-level analysis of the Great Moderation,"
Regional Science and Urban Economics, Elsevier, vol. 38(6), pages 578-589, November.
- Michael T. Owyang & Jeremy Piger & Howard J. Wall & Federal Reserve Bank of St. Louis, 2006. "A State-Level Analysis of the Great Moderation," Computing in Economics and Finance 2006 131, Society for Computational Economics.
- Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2007. "A state-level analysis of the Great Moderation," Working Papers 2007-003, Federal Reserve Bank of St. Louis.
- Fernández-Villaverde, Jesús & Guerrón-Quintana, Pablo & Rubio-Ramírez, Juan F., 2015.
"Estimating dynamic equilibrium models with stochastic volatility,"
Journal of Econometrics, Elsevier, vol. 185(1), pages 216-229.
- Jesus Fernandez-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez, 2012. "Estimating Dynamic Equilibrium Models with Stochastic Volatility," NBER Working Papers 18399, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2014. "Estimating Dynamic Equilibrium Models with Stochastic Volatility," Working Papers 2014-11, FEDEA.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez, 2014. "Estimating Dynamic Equilibrium Models with Stochastic Volatility," Working Papers 1424, BBVA Bank, Economic Research Department.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan Rubio-Ramirez, 2013. "Estimating Dynamic Equilibrium Models with Stochastic Volatility," Working Papers 2013-23, FEDEA.
- Jesus Fernandez-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-RamÃrez, 2013. "Estimating Dynamic Equilibrium Models with Stochastic Volatility," PIER Working Paper Archive 13-036, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco, 2012. "Estimating Dynamic Equilibrium Models with Stochastic Volatility," CEPR Discussion Papers 9130, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez, 2013. "Estimating dynamic equilibrium models with stochastic volatility," Working Papers 13-19, Federal Reserve Bank of Philadelphia.
- Grydaki, Maria & Bezemer, Dirk, 2013.
"The role of credit in the Great Moderation: A multivariate GARCH approach,"
Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4615-4626.
- Grydaki, Maria & Bezemer, Dirk J., 2012. "The Role of Credit in Great Moderation: a Multivariate GARCH Approach," MPRA Paper 39813, University Library of Munich, Germany.
- Xiaoshan Chen & Ronald Macdonald, 2012.
"Realized and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1091-1116, September.
- Xiaoshan Chen & Ronald Macdonald, 2012. "Realized and Optimal Monetary Policy Rules in an Estimated Markov‐Switching DSGE Model of the United Kingdom," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1091-1116, September.
- Chen, Xiaoshan & MacDonald, Ronald, 2011. "Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," SIRE Discussion Papers 2011-21, Scottish Institute for Research in Economics (SIRE).
- Xiaoshan Chen & Ronald MacDonald, 2011. "Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," Working Papers 2011_04, Business School - Economics, University of Glasgow.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana, 2020.
"Uncertainty Shocks and Business Cycle Research,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 118-166, August.
- Fernández-Villaverde, Jesús, 2020. "Uncertainty Shocks and Business Cycle Research," CEPR Discussion Papers 14398, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020. "Uncertainty Shocks and Business Cycle Research," NBER Working Papers 26768, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2010.
"Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data,"
NBER Working Papers
15928, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-RamÃrez, 2010. "Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data," PIER Working Paper Archive 10-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramírez, Juan Francisco, 2010. "Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data," CEPR Discussion Papers 7813, C.E.P.R. Discussion Papers.
- Juan Rubio-Ramirez & Jesus Fernandez-Villaverde & Pablo A. Guerron-Quintana, 2010. "Fortune or Virtue: Time Variant Volatilities versus Parameter Drifting in U.S. Data," 2010 Meeting Papers 270, Society for Economic Dynamics.
- Milani, Fabio, 2014.
"Learning and time-varying macroeconomic volatility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 94-114.
- Fabio Milani, 2007. "Learning and Time-Varying Macroeconomic Volatility," Working Papers 070802, University of California-Irvine, Department of Economics.
- Bezemer, Dirk & Grydaki, Maria, 2014. "Nonfinancial sectors debt and the U.S. great moderation," Research Report 14030-GEM, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Jinho Bae & Chang-Jin Kim & Dong Kim, 2012.
"The evolution of the monetary policy regimes in the U.S,"
Empirical Economics, Springer, vol. 43(2), pages 617-649, October.
- Jinho Bae & Chang-Jin Kim & Dong Heon Kim, 2011. "The Evolution of the Monetary Policy Regimes in the U.S," Discussion Paper Series 1102, Institute of Economic Research, Korea University.
- Zheng Liu & Daniel F. Waggoner & Tao Zha, 2009.
"Sources of the Great Moderation: shocks, frictions, or monetary policy?,"
FRB Atlanta Working Paper
2009-03, Federal Reserve Bank of Atlanta.
- Zheng Liu & Daniel F. Waggoner & Tao Zha, 2009. "Sources of the Great Moderation: shocks, friction, or monetary policy?," Working Paper Series 2009-01, Federal Reserve Bank of San Francisco.
- Zheng Liu, 2009. "Sources of the Great Moderation: Shocks, Frictions, or Monetary Policy?," 2009 Meeting Papers 379, Society for Economic Dynamics.
- Hofmann, Boris & Peersman, Gert & Straub, Roland, 2012.
"Time variation in U.S. wage dynamics,"
Journal of Monetary Economics, Elsevier, vol. 59(8), pages 769-783.
- Peersman, Gert & Straub, Roland & Hofmann, Boris, 2010. "Time variation in U.S. wage dynamics," Working Paper Series 1230, European Central Bank.
- Roland Straub & Gert Peersman & Boris Hofmann, 2011. "Time Variation in U.S. Wage Dynamics," 2011 Meeting Papers 331, Society for Economic Dynamics.
- B. Hofmann & G. Peersman & R. Straub, 2010. "Time Variation in U.S. Wage Dynamics," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/691, Ghent University, Faculty of Economics and Business Administration.
- Baele, Lieven & Bekaert, Geert & Cho, Seonghoon & Inghelbrecht, Koen & Moreno, Antonio, 2015.
"Macroeconomic regimes,"
Journal of Monetary Economics, Elsevier, vol. 70(C), pages 51-71.
- Lieven Baele & Geert Bekaert & Seonghoon Cho & Koen Inghelbrecht & Antonio Moreno, 2011. "Macroeconomic Regimes," NBER Working Papers 17090, National Bureau of Economic Research, Inc.
- Baele, L.T.M. & Bekaert, G.R.J. & Cho, S. & Inghelbrecht, K. & Moreno, A., 2015. "Macroeconomic regimes," Other publications TiSEM e92a1993-778e-4ce2-b603-6, Tilburg University, School of Economics and Management.
- L. Baele & G. Bekaert & S. Cho & K. Inghelbrecht & A. Moreno, 2013. "Macroeconomic Regimes," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 13/870, Ghent University, Faculty of Economics and Business Administration.
- Lieven Baele & et al., 2012. "Macroeconomic Regimes," Faculty Working Papers 03/12, School of Economics and Business Administration, University of Navarra.
- Seonghoon Cho & Koen Inghelbrecht & Geert Bekaert & Antonio Moreno & Lieven Baele, 2011. "Macroeconomic Regimes," 2011 Meeting Papers 817, Society for Economic Dynamics.
- Kostas Mavromatis, 2018.
"U.S. Monetary Regimes and Optimal Monetary Policy in the Euro Area,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1441-1478, October.
- Kostas Mavromatis, 2017. "US monetary regimes and optimal monetary policy in the Euro Area," DNB Working Papers 570, Netherlands Central Bank, Research Department.
- Marianne Sensier & Dick van Dijk, 2004.
"Testing for Volatility Changes in U.S. Macroeconomic Time Series,"
The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 833-839, August.
- M Sensier & D van Dijk, 2003. "Testing for Volatility Changes in US Macroeconomic Time Series," Centre for Growth and Business Cycle Research Discussion Paper Series 36, Economics, The Univeristy of Manchester.
- Edward N. Gamber & Julie K. Smith & Matthew Weiss, 2008. "Forecast Errors Before and After the Great Moderation," Working Papers 2008-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Mar 2009.
- Luca Gambetti & Jordi Galí, 2009.
"On the Sources of the Great Moderation,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 1(1), pages 26-57, January.
- Jordi Gali & Luca Gambetti, 2007. "On the sources of the Great Moderation," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
- Jordi Galí & Luca Gambetti, 2006. "On the sources of the Great Moderation," Economics Working Papers 1041, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2007.
- Jordi Gali & Luca Gambetti, 2008. "On the Sources of the Great Moderation," NBER Working Papers 14171, National Bureau of Economic Research, Inc.
- Galí, Jordi & Gambetti, Luca, 2008. "On the Sources of the Great Moderation," CEPR Discussion Papers 6632, C.E.P.R. Discussion Papers.
- Marcelo Ferman, 2011.
"Switching Monetary Policy Regimes and the Nominal Term Structure,"
FMG Discussion Papers
dp678, Financial Markets Group.
- Ferman, Marcelo, 2011. "Switching Monetary Policy Regimes and the Nominal Term Structure," Dynare Working Papers 5, CEPREMAP.
More about this item
Keywords
business cycles; regime-switching; Bayesian learning; information;JEL classification:
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:syd:wpaper:2123/7092. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Vanessa Holcombe). General contact details of provider: http://edirc.repec.org/data/deusyau.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.