The heterogeneous impact of monetary policy on the US labor market

DOI10.1016/j.jedc.2020.103989zbMath1475.91217OpenAlexW3084741893MaRDI QIDQ2246730

Gregor Zens, Maximilian Böck, Thomas O. Zörner

Publication date: 16 November 2021

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2020.103989

zbMATH Keywords

FAVARmonetary policyjobless recoveriesjob polarizationoccupation-level

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Labor markets (91B39)

Related Items (1)

Comparing stochastic volatility specifications for large Bayesian VARs

Uses Software

• bvarsv
• stochvol
• fredr

Cites Work

• Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models
• A non-Walrasian labor market in a monetary model of the business cycle
• Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
• Inference with normal-gamma prior distributions in regression problems
• Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility
• Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
• The Bayesian Lasso
• DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
• On Gibbs sampling for state space models
• The Skill Content of Recent Technological Change: An Empirical Exploration
• Forecasting Using Principal Components From a Large Number of Predictors
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Unemployment and Business Cycles
• Time Varying Structural Vector Autoregressions and Monetary Policy

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