Forecasting with monetary aggregates: recent evidence for the United States
Article Abstract:
Usage of vector autoregressive and regime-switching vector autoregressive models, to find forecasting performance of different monetary aggregates is presented.
Publication Name: Journal of Economics and Business
Subject: Economics
ISSN: 0148-6195
Year: 2006
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Why are postwar cycles smoother? Impulses or propagation?
Article Abstract:
Usage of vector autoregressive models models to find effect of volatility shocks and propagation mechanism on post World War II business-cycle is presented.
Publication Name: Journal of Economics and Business
Subject: Economics
ISSN: 0148-6195
Year: 2006
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Varying monetary policy regimes: a vector autoregressive investigation
Article Abstract:
Usage of structural vector autoregressive models, to find effect of monetary policy regimes on the U.S. economy is presented.
Publication Name: Journal of Economics and Business
Subject: Economics
ISSN: 0148-6195
Year: 2006
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