On the evolution of the monetary policy transmission mechanism
暂无分享,去创建一个
[1] Dongchu Sun,et al. Bayesian stochastic search for VAR model restrictions , 2008 .
[2] Simon M. Potter,et al. Estimation and forecasting in models with multiple breaks , 2007 .
[3] C. Sims,et al. Were there Regime Switches in U.S. Monetary Policy , 2006 .
[4] Jean Boivin,et al. Has Monetary Policy Become More Effective? , 2003, The Review of Economics and Statistics.
[5] T. Sargent,et al. Bayesian Fan Charts for U.K. Inflation: Forecasting and Sources of Uncertainty in an Evolving Monetary System , 2005 .
[6] R. Kohn,et al. Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models , 2005 .
[7] Stephen Gordon,et al. Learning, Forecasting and Structural Breaks , 2008 .
[8] Gary Koop,et al. Prior Elicitation in Multiple Change-Point Models , 2004 .
[9] Davide Pettenuzzo,et al. Forecasting Time Series Subject to Multiple Structural Breaks , 2004, SSRN Electronic Journal.
[10] T. Sargent,et al. Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S. , 2003 .
[11] Giorgio E. Primiceri,et al. Time Varying Structural Vector Autoregressions and Monetary Policy , 2002 .
[12] Frank Schorfheide,et al. Testing for Indeterminacy: An Application to U. S. Monetary Policy , 2002 .
[13] Siem Jan Koopman,et al. A simple and efficient simulation smoother for state space time series analysis , 2002 .
[14] T. Sargent,et al. Evolving Post-World War II U.S. Inflation Dynamics , 2001, NBER Macroeconomics Annual.
[15] R. Kohn,et al. Efficient Bayesian Inference for Dynamic Mixture Models , 2000 .
[16] S. Chib. Estimation and comparison of multiple change-point models , 1998 .
[17] Lawrence J. Christiano,et al. Monetary Policy Shocks: What Have We Learned and to What End? , 1998 .
[18] Bradley P. Carlin,et al. BAYES AND EMPIRICAL BAYES METHODS FOR DATA ANALYSIS , 1996, Stat. Comput..
[19] A. Ronald Gallant,et al. Qualitative and asymptotic performance of SNP density estimators , 1996 .
[20] M. Hashem Pesaran,et al. Impulse response analysis in nonlinear multivariate models , 1996 .
[21] Gary Koop,et al. Parameter uncertainty and impulse response analysis , 1996 .
[22] B. Bernanke,et al. Measuring Monetary Policy , 1995 .
[23] N. Shephard,et al. Stochastic Volatility: Likelihood Inference And Comparison With Arch Models , 1996 .
[24] A. Gelfand,et al. Bayesian Model Choice: Asymptotics and Exact Calculations , 1994 .
[25] R. McCulloch,et al. Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series , 1993 .