Measurement errors and monetary policy: then and now

DOI10.1016/j.jedc.2017.03.015zbMath1401.91298OpenAlexW2184980620MaRDI QIDQ1655584

Christian Matthes, Mu-Chun Wang, Pooyan Amir-Ahmadi

Publication date: 9 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://www.richmondfed.org/-/media/richmondfedorg/publications/research/working_papers/2015/pdf/wp15-13.pdf

zbMATH Keywords

stochastic volatilitytime-varying parametersimpulse responsesreal-time data

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Uses Software

• bvarsv

Cites Work

• Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
• Modeling data revisions: measurement error and dynamics of ``true values
• Indicator variables for optimal policy under asymmetric information
• Structural changes in the US economy: is there a role for monetary policy?
• Inference on impulse response functions in structural VAR models
• Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century
• Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum
• Time Varying Structural Vector Autoregressions and Monetary Policy
• A real-time data set for macroeconomists

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