Credit Supply Dynamics and Economic Activity in Euro Area Countries: A Time-Varying Parameter VAR Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.2474681 ◽

2014 ◽

Author(s):

Martin Bijsterbosch ◽

Matteo Falagiarda

Keyword(s):

Euro Area ◽

Economic Activity ◽

Time Varying ◽

Var Analysis ◽

Credit Supply ◽

Time Varying Parameter

Download Full-text

Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data

Journal of Applied Econometrics ◽

10.1002/jae.2813 ◽

2021 ◽

Author(s):

Arnoud Stevens ◽

Joris Wauters

Keyword(s):

Survey Data ◽

Euro Area ◽

Time Varying ◽

Time Varying Parameter

Download Full-text

Sources of Monetary Growth Uncertainty and Economic Activity: The Time- Varying-Parameter Model with Heteroskedastic Disturbances

Review of Economics and Statistics ◽

10.2307/2109462 ◽

1993 ◽

Vol 75 (3) ◽

pp. 483 ◽

Cited By ~ 30

Author(s):

Chang-Jin Kim

Keyword(s):

Economic Activity ◽

Time Varying ◽

Time Varying Parameter

Download Full-text

Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area

Economic Modelling ◽

10.1016/j.econmod.2014.02.015 ◽

2014 ◽

Vol 38 ◽

pp. 619-626 ◽

Cited By ~ 8

Author(s):

Stelios Bekiros

Keyword(s):

State Space ◽

Euro Area ◽

Space Time ◽

Var Model ◽

Time Varying ◽

Time Varying Parameter ◽

Model Evidence

Download Full-text

A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States

Economics Letters ◽

10.1016/j.econlet.2020.109622 ◽

2020 ◽

Vol 197 ◽

pp. 109622

Author(s):

Sune Karlsson ◽

Pär Österholm

Keyword(s):

United States ◽

The United States ◽

Time Varying ◽

Okun’S Law ◽

Bayesian Var ◽

Okun's Law ◽

Var Analysis ◽

Time Varying Parameter

Download Full-text

The Effect of Credit Supply Shocks on Economic Activity - The Interwar Period

SSRN Electronic Journal ◽

10.2139/ssrn.3107277 ◽

2018 ◽

Author(s):

Joshua Wojnilower

Keyword(s):

Interwar Period ◽

Economic Activity ◽

Credit Supply ◽

Supply Shocks

Download Full-text

Estimating Time-Varying Parameter Models with Stochastic Volatility: An Application to Inflation Forecasting

SSRN Electronic Journal ◽

10.2139/ssrn.3236806 ◽

2018 ◽

Author(s):

Douglas E. Turatti

Keyword(s):

Stochastic Volatility ◽

Time Varying ◽

Inflation Forecasting ◽

Time Varying Parameter

Download Full-text

The Effect of Credit Supply Shocks on Economic Activity: A Threshold Vector Autoregression Approach

SSRN Electronic Journal ◽

10.2139/ssrn.3330077 ◽

2017 ◽

Author(s):

Joshua Wojnilower

Keyword(s):

Economic Activity ◽

Vector Autoregression ◽

Credit Supply ◽

Supply Shocks

Download Full-text

Estimation of a Time-Varying Parameter from Long Range Dependent Data

SSRN Electronic Journal ◽

10.2139/ssrn.3653458 ◽

2020 ◽

Author(s):

Michael Tseng

Keyword(s):

Long Range ◽

Dependent Data ◽

Time Varying ◽

Time Varying Parameter

Download Full-text

Estimation of a Forward-Looking Monetary Policy Rule: A Time-Varying Parameter Model using Ex-Post Data

SSRN Electronic Journal ◽

10.2139/ssrn.607663 ◽

2004 ◽

Author(s):

Chang-Jin Kim ◽

Charles R. Nelson

Keyword(s):

Monetary Policy ◽

Time Varying ◽

Policy Rule ◽

Ex Post ◽

Time Varying Parameter ◽

Monetary Policy Rule ◽

Forward Looking

Download Full-text

An alternative numerical method for estimating large-scale time-varying parameter seemingly unrelated regressions models

Econometrics and Statistics ◽

10.1016/j.ecosta.2020.11.003 ◽

2021 ◽

Author(s):

Stella Hadjiantoni ◽

Erricos John Kontoghiorghes

Keyword(s):

Numerical Method ◽

Large Scale ◽

Time Varying ◽

Seemingly Unrelated Regressions ◽

Time Varying Parameter

Download Full-text