Showing 1 - 10 of 6,626
Persistent link: https://www.econbiz.de/10002550187
Persistent link: https://www.econbiz.de/10001353848
volatility process of the innovations of the panel time series into account. Nonstationarity volatility arises for instance when … unit roots that is, unlike many previously suggested tests, robust to such volatility processes. The panel test is based on … Tests for Models with Non-Stationary Volatility"]. The panel test is robust to general patterns of cross …
Persistent link: https://www.econbiz.de/10010343777
savings glut hypothesis as well as the apparent success of monetary policy in combating inflation. Alternatively, they might …
Persistent link: https://www.econbiz.de/10010485968
Apart from a priori assumptions on instantaneous or long run effects of structural shocks, sign restrictions have become a prominent means for structural vector autoregressive (SVAR) analysis. Moreover, second order heterogeneity of systems of times series can be fruitfully exploited for...
Persistent link: https://www.econbiz.de/10010482469
sector expectations that helps to dampen the fall in output and inflation at the outset of the liquidity trap. …
Persistent link: https://www.econbiz.de/10010486054
Persistent link: https://www.econbiz.de/10001736715
On 16th November 2009, SUERF, CEPS and the Belgian Financial Forum coorganized a conference "Crisis management at cross-roads" in Brussels. All papers in the present volume are based on contributions at the conference and the SUERF Annual Lecture which followed the event.
Persistent link: https://www.econbiz.de/10011706117
Persistent link: https://www.econbiz.de/10013434491