Monetary Policy Regimes, Fiscal Implications, and Policy Interactions Among Developing Economies

DOI10.1007/978-3-030-54108-8_10OpenAlexW3129247452MaRDI QIDQ5049435

Antonio Pacifico

Publication date: 11 November 2022

Published in: Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-54108-8_10

zbMATH Keywords

monetary policyBayesian inferenceemerging marketsfiscal implicationsMCMC integrationsstructural panel VAR

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Do institutional changes affect business cycles? Evidence from Europe
• Computing sunspot equilibria in linear rational expectations models
• Calculating posterior distributions and modal estimates in Markov mixture models
• Generalized impulse response analysis in linear multivariate models
• Parameter uncertainty and impulse response analysis
• Forecasting and turning point predictions in a Bayesian panel VAR model
• Marginal Likelihood from the Gibbs Output
• The Effect of Fixed Exchange Rates on Monetary Policy
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Marginal Likelihood From the Metropolis–Hastings Output
• The Generalized Dynamic Factor Model

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