Structural shocks and the comovements between output and interest rates

DOI10.1016/j.jedc.2010.02.008zbMath1230.91111OpenAlexW2130250868MaRDI QIDQ976532

Elmar Mertens

Publication date: 11 June 2010

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2010.02.008

zbMATH Keywords

business cyclesinterest ratesbandpass filterstructural VARnews shocks

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Dynamic stochastic general equilibrium theory (91B51)

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Estimation of structural changes in nonlinear time series models by using particle filters and genetic programming

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