Debt regimes and the effectiveness of monetary policy

DOI10.1016/j.jedc.2018.01.027zbMath1401.91346OpenAlexW2794228590MaRDI QIDQ1657642

Florian Huber, Clara De Luigi

Publication date: 13 August 2018

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2018.01.027

zbMATH Keywords

stochastic volatilitythreshold modelsdebt dynamicsDSGE priors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)

Uses Software

• bvarsv
• stochvol
• Gensys

Cites Work

• Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models
• Dynamic prediction pools: an investigation of financial frictions and forecasting performance
• Dynamics of fiscal financing in the United States
• Optimal fiscal and monetary policy under sticky prices.
• Solving linear rational expectations models
• Structural changes in the US economy: is there a role for monetary policy?
• On the evolution of the monetary policy transmission mechanism
• Inference with normal-gamma prior distributions in regression problems
• BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS
• Time Varying Structural Vector Autoregressions and Monetary Policy
• Unnamed Item

This page was built for publication: Debt regimes and the effectiveness of monetary policy