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~person:"Strachan, Rodney W."
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time varying parameter model
7
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monetary policy
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Strachan, Rodney W.
Gupta, Rangan
85
Koopman, Siem Jan
72
Lucas, André
54
Koop, Gary
40
Afonso, António
38
Balcilar, Mehmet
34
Korobilis, Dimitris
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Marcellino, Massimiliano
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Su, Chi-Wei
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Schlicht, Ekkehart
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Teräsvirta, Timo
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Kapetanios, George
23
Tavlas, George S.
23
Gambetti, Luca
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Mumtaz, Haroon
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Sarferaz, Samad
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Beckmann, Joscha
20
Benati, Luca
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Gao, Jiti
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Jalles, João Tovar
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Miller, Stephen M.
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Belke, Ansgar
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Aye, Goodness C.
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Schaumburg, Julia
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Giraitis, Liudas
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Guesmi, Khaled
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Karlsson, Sune
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Sosvilla-Rivero, Simón
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Österholm, Pär
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Caporale, Guglielmo Maria
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Dijk, Herman K. van
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Darvas, Zsolt
14
Filis, George
14
Franta, Michal
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Hall, Stephen G.
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1
Constrained interest rates and changing dynamics at the zero lower bound
Bäurle, Gregor
;
Kaufmann, Daniel
;
Kaufmann, Sylvia
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012198531
Saved in:
2
Changing dynamics at the zero lower bound
Bäurle, Gregor
;
Kaufmann, Daniel
;
Kaufmann, Sylvia
; …
-
2016
paper, we propose an empirical model capturing these changing dynamics with a
time-varying
parameter vector autoregressive …
Persistent link: https://www.econbiz.de/10011629986
Saved in:
3
Changing dynamics at the zero lower bound
Bäurle, Gregor
;
Kaufmann, Daniel
;
Kaufmann, Sylvia
; …
-
2016
paper, we propose an empirical model capturing these changing dynamics with a
time-varying
parameter vector autoregressive …
Persistent link: https://www.econbiz.de/10011440078
Saved in:
4
Changing dynamics at the zero lower bound
Bäurle, Gregor
;
Kaufmann, Daniel
;
Kaufmann, Sylvia
; …
-
2016
Persistent link: https://www.econbiz.de/10011586794
Saved in:
5
Reducing dimensions in a large TVP-VAR
Chan, Joshua
;
Eisenstat, Eric
;
Strachan, Rodney W.
-
2018
Persistent link: https://www.econbiz.de/10012203786
Saved in:
6
Reducing the state space dimension in a large TVP-VAR
Chan, Joshua
;
Eisenstat, Eric
;
Strachan, Rodney W.
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 105-118
Persistent link: https://www.econbiz.de/10012482932
Saved in:
7
Modelling Inflation Volatility
Eisenstat, Eric
;
Strachan, Rodney W.
-
Crawford School of Public Policy, Australian National …
-
2014
This paper discusses estimation of US inflation volatility using
time
varying
parameter models, in particular whether …
Persistent link: https://www.econbiz.de/10010904219
Saved in:
8
Modelling Inflation Volatility
Eisenstat, Eric
;
Strachan, Rodney W.
-
Crawford School of Public Policy, Australian National …
-
2014
This paper discusses estimation of US inflation volatility using
time
varying
parameter models, in particular whether …
Persistent link: https://www.econbiz.de/10010942515
Saved in:
9
Modelling inflation volatility
Eisenstat, Eric
;
Strachan, Rodney W.
-
2014
Persistent link: https://www.econbiz.de/10011341971
Saved in:
10
Modelling inflation volatility
Eisenstat, Eric
;
Strachan, Rodney W.
-
2014
Persistent link: https://www.econbiz.de/10010348813
Saved in:
1
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