Výsledky vyhledávání - "Melolinna, Marko"

This paper studies factors behind inflation dynamics in the euro area, the UK and the US. It introduces a factor-augmented vector autoregression (FAVAR) framework with sign restrictions to study the effects of fundamental macroeconomic shocks on infl

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4645f4ce57d916639820ca3d3f3db99d
https://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1802.en.pdf

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Macroeconomic shocks in an oil market var

Autor: Melolinna, Marko

This paper studies oil market and other macroeconomic shocks in a structural vector autoregression with sign restrictions. It introduces a new indicator for oil demand, and uniquely, performs a sign restriction set-up with a penalty function approach

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______1687::a700912c0e7d02de8e4c28ce17b02ebe
https://hdl.handle.net/10419/153865

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Using financial markets information to identify oil supply shocks in a restricted VAR

Autor: Melolinna, Marko

This paper introduces a methodology for identifying oil supply shocks in a restricted VAR system for a small open economy. Financial market information is used to construct an identification scheme that forces the response of the restricted VAR model

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______1687::b49f5291ebee0b77a1d6ee05d675cb24
https://hdl.handle.net/10419/212100

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Akademický článek

The financial system and productive investment: new survey evidence.

Autor: Saleheen, Jumana, Levina, Iren, Melolinna, Marko, Tatomir, Srđan

Publikováno v: Bank of England Quarterly Bulletin. 2017 1st Quarter, Vol. 57 Issue 1, p4-17. 14p.

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