Structural evolution of the postwar U.S. economy

DOI10.1016/j.jedc.2014.03.002zbMath1402.91919OpenAlexW3124074786MaRDI QIDQ1994526

Yuelin Liu, James C. Morley

Publication date: 1 November 2018

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

Full work available at URL: http://research.economics.unsw.edu.au/RePEc/papers/2013-15.pdf

zbMATH Keywords

time-varying parametersPhillips curvegreat moderationLucas critiquemixture innovationsnatural rate of unemployment

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (3)

Testing for time variation in an unobserved components model for the U.S. economy ⋮ The evolution of U.S. monetary policy: 2000--2007 ⋮ Specification tests for time-varying parameter models with stochastic volatility

Uses Software

• bvarsv

Cites Work

• Unnamed Item
• On the evolution of the monetary policy transmission mechanism
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
• On Gibbs sampling for state space models
• Efficient Bayesian Inference for Dynamic Mixture Models
• An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output
• Time Varying Structural Vector Autoregressions and Monetary Policy
• Estimation and Forecasting in Models with Multiple Breaks

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