Liquidity Shocks and Real GDP Growth: Evidence From a Bayesian Time-Varying Parameter VAR

Journal of International Money and Finance - United Kingdom
doi 10.1016/j.jimonfin.2016.12.002
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Liquidity Shocks, Real Interest Rates, and Global Imbalances

2012English

International Transmission of Shocks: A Time-Varying Factor-Augmented VAR Approach to the Open Economy

SSRN Electronic Journal
2011English

Tracking U.S. GDP in Real Time

The Federal Reserve Bank of Kansas City Economic Review
2019English

Real-Time Forecasting US GDP From Small-Scale Factor Models

Empirical Economics
StatisticsProbabilityEconomicsEconometricsMathematicsSocial Sciences
2013English

Large Hybrid Time-Varying Parameter VARs

SSRN Electronic Journal
2019English

Real-Time Forecasting With a Mixed-Frequency VAR

2012English

Measuring Contagion With a Bayesian Time-Varying Coefficient Model

IMF Working Papers
2003English

Liquidity Shocks and Order Book Dynamics

2009English

Measuring, Forecasting and Explaining Time Varying Liquidity in the Stock Market

SSRN Electronic Journal
1998English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy