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We consider structural vector autoregressions identified through stochastic volatility. Our focus is on whether a particular structural shock is identified by heteroskedasticity without the need to impose any sign or exclusion restrictions. Three con
Externí odkaz:
http://arxiv.org/abs/2404.11057
Autor:
Leiva-León, Danilo1 (AUTHOR), Uzeda, Luis2 (AUTHOR)
Publikováno v:
Review of Economics & Statistics. Jan2023, Vol. 105 Issue 1, p125-142. 18p. 2 Charts, 4 Graphs.
Akademický článek
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The rise in inflation in 2021–22 sparked a growing literature and debate over the causes of the surge as well as the near- and medium-term path for inflation. This review offers three key messages. First, the exceptional nature of shocks resulting
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fe2441f6401757f644f88bde5b48e43c
Monetary policy is largely concerned with managing the part of inflation that is persistent (or permanent), a quantity often referred to as trend inflation. For example, a casual reading of any monetary policy report from the Federal Reserve Board wi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c51941731e6b34d749b6bac20c5e5b7c
Autor:
Uzeda, Luis1 (AUTHOR) luis.uzeda@anu.edu.au, Jones, Callum2 (AUTHOR) jonescallum@gmail.com
Publikováno v:
Applied Economics Letters. Sep2013, Vol. 20 Issue 14, p1322-1327. 6p. 2 Charts, 3 Graphs.
Autor:
Uzeda, Luis de (S.I.)
Fecha probable de imp.
3 ej. de la misma obra
Lugar y fecha de imp. probables deducidos del texto, fechado en Granada, 20 enero 1632
Inic. grab.
Enc. Holandesa
Sign.: ¶4
3 ej. de la misma obra
Lugar y fecha de imp. probables deducidos del texto, fechado en Granada, 20 enero 1632
Inic. grab.
Enc. Holandesa
Sign.: ¶4
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::4098700badfcc9d5aebe245557810207
http://hdl.handle.net/10481/13323
http://hdl.handle.net/10481/13323