|
|
Publications Search Results
The search found 6 of 11782 documents sorted by Date with the following criteria:
Subject / Keyword: Bayesian VAR
|
|
Results:
[New Search]
[Sort by Author]
[Sort by Title]
|
1. |
Title:
Monetary Policy and Risk-Premium Shocks in Hungary: Results from a Large Bayesian VAR
Author/Editor: Carare, Alina ; Popescu, Adina
Series: Working Paper No. 11/259
Published: November 1, 2011
Subject(s): Central banks | External shocks | Hungary | Inflation targeting | Monetary policy | Monetary transmission mechanism | Risk premium
Author's keyword(s):
Monetary policy
| Risk premium shocks
| Transmission mechanism
| Large Bayesian VAR.
|
| |
2. |
Title:
The Impact Of The Global Crisis on Canada: What Do Macro-Financial Linkages Tell Us?
Author/Editor: Duttagupta, Rupa ; Barrera, Natalia
Series: Working Paper No. 10/5
Published: January 1, 2010
Subject(s): Bank credit | Canada | Credit controls | Economic forecasting | Economic growth | Economic models | External sector | Financial crisis | Global Financial Crisis 2008-2009 | Gross domestic product | Monetary policy | Spillovers
Author's keyword(s):
Macro-financial linkages; Bayesian VAR estimation; lending standards
|
| |
3. |
Title:
Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs
Author/Editor: Berger, Helge ; Österholm, Pär
Series: Working Paper No. 08/53
Published: March 1, 2008
Subject(s): Inflation | Euro Area | Demand for money | Monetary policy | Monetary aggregates
Author's keyword(s):
Bayesian VAR
| Out-of-sample Forecasting
| Granger Causality
| Monetary Aggregates
| Inflation
| Monetary Policy
| European Central Bank.
|
| |
4. |
Title:
External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model
Author/Editor: Abrego, Lisandro ; Österholm, Pär
Series: Working Paper No. 08/46
Published: February 1, 2008
Subject(s): Economic growth | Colombia | Private investment | Forecasting models
Author's keyword(s):
Bayesian VAR
|
| |
5. |
Title:
The Effect of External Conditions on Growth in Latin America
Author/Editor: Österholm, Pär ; Zettelmeyer, Jeromin
Series: Working Paper No. 07/176
Published: July 1, 2007
Subject(s): Latin America | Economic growth | Business cycles | Economic growth | Commodity prices
Author's keyword(s):
Business cycles
| Bayesian VAR
| sudden stops
| commodity prices
|
| |
6. |
Title:
Bayesian VARs: A Survey of the Recent Literature with an Application to the European Monetary System
Author/Editor: Ciccarelli, Matteo ; Rebucci, Alessandro
Series: Working Paper No. 03/102
Published: May 1, 2003
Subject(s): Economic models | European Monetary System
Author's keyword(s):
Bayesian VAR
| Gibbs sampling
| Time-Varying Reaction Function
| EMS
|
| |
|