Measurement errors and monetary policy: then and now
type: Item
instance of: scholarly article
title: Measurement errors and monetary policy: then and now
zbMATH Open document ID: 1401.91298
author: Pooyan Amir-Ahmadi
author: Christian Matthes
author: Mu-Chun Wang
publication date: 2018-08-09T00:00:00Z
full work available at URL: wp15-13.pdf
Mathematics Subject Classification ID: 91B64
zbMATH DE Number: 6915593
zbMATH Keywords: real-time data
zbMATH Keywords: time-varying parameters
zbMATH Keywords: stochastic volatility
zbMATH Keywords: impulse responses
describes a project that uses: bvarsv
MaRDI profile type: Publication
OpenAlex ID: W2184980620
cites work: Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century
cites work: Structural changes in the US economy: is there a role for monetary policy?
cites work: A real-time data set for macroeconomists
cites work: Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum
cites work: Inference on impulse response functions in structural VAR models
cites work: Modeling data revisions: measurement error and dynamics of ``true'' values
cites work: Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
cites work: Time Varying Structural Vector Autoregressions and Monetary Policy
cites work: Indicator variables for optimal policy under asymmetric information
DOI: 10.1016/J.JEDC.2017.03.015
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6915593