22 Ergebnisse
Sortierung:
In: Working paper 2002,9
In: Working paper 2001,7
In: Army, Band 62, Heft 3, S. 18-22
ISSN: 0004-2455
In: International journal of forecasting, Band 39, Heft 4, S. 1502-1511
ISSN: 0169-2070
In: International journal of forecasting, Band 31, Heft 3, S. 680-681
ISSN: 0169-2070
In: International journal of forecasting, Band 27, Heft 3, S. 845-849
ISSN: 0169-2070
In: The Canadian journal of economics: the journal of the Canadian Economics Association = Revue canadienne d'économique, Band 49, Heft 1, S. 347-373
ISSN: 1540-5982
AbstractThis paper builds a structural VARMA (SVARMA) model for investigating Canadian monetary policy. Using the scalar component methodology proposed by Athanasopoulos and Vahid (2008a), we first identify a VARMA model and then construct a SVARMA for Canadian monetary policy. Relative to the responses by a structural VAR, the responses generated by the SVARMA are consistent with those supported by various theoretical models and solve economic puzzles commonly found in the empirical literature on monetary policy. The superior out‐of‐sample forecasting performance of the reduced form VARMA compared to VAR alternatives further advocates the suitability of this framework for small open economies.
In: International journal of forecasting, Band 31, Heft 2, S. 585
ISSN: 0169-2070
In: International journal of forecasting, Band 25, Heft 1, S. 146-166
ISSN: 0169-2070
In: Economic Record, Band 90, Heft 288, S. 49-62
SSRN
In: International journal of forecasting, Band 40, Heft 2, S. 427-429
ISSN: 0169-2070
In: International journal of forecasting, Band 40, Heft 2, S. 430-456
ISSN: 0169-2070
In: International journal of forecasting, Band 37, Heft 1, S. 343-359
ISSN: 0169-2070
In: International journal of forecasting, Band 34, Heft 4, S. 665-677
ISSN: 0169-2070