Nonlinearities, smoothing and countercyclical monetary policy
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Publication:1624114
DOI10.1016/J.JEDC.2018.08.007zbMath1402.91462OpenAlexW3123135513MaRDI QIDQ1624114
Daniel Soques, Michael T. Owyang, Laura E. Jackson
Publication date: 15 November 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://research.stlouisfed.org/wp/2016/2016-008.pdf
Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)
Cites Work
- \(K\)-state switching models with time-varying transition distributions -- Does loan growth signal stronger effects of variables on inflation?
- Impulse response analysis in nonlinear multivariate models
- Bayes regression with autoregressive errors. A Gibbs sampling approach
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- On Gibbs sampling for state space models
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