Changing Macroeconomic Dynamics at the Zero Lower Bound

DOI10.1080/07350015.2017.1350186zbMATH Open1548.62585MaRDI QIDQ6634870FDOQ6634870

Authors: Philip L.-F. Liu, Konstantinos Theodoridis, Haroon Mumtaz, Francesco Zanetti 

Publication date: 8 November 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Time Varying Structural Vector Autoregressions and Monetary Policy
• Forecasting the term structure of government bond yields
• Methods for inference in large multiple-equation Markov-switching models
• Estimation and comparison of multiple change-point models
• The macroeconomy and the yield curve: a dynamic latent factor approach
• A non-Walrasian labor market in a monetary model of the business cycle
• Neutral technology shocks and the dynamics of labor input: results from an agnostic identification
• On marginal likelihood computation in change-point models
• EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING*

Cited In (1)

• Sovereign uncertainty

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