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Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model

Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model »

Source: Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model

Volume/Issue: 2011/219

Series: IMF Working Papers

Author(s): Maxym Kryshko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

ISBN: 9781463904210

Keywords: Regular and data-rich DSGE models, dynamic factor models, Bayesian estimation, inflation, real output, money demand, money balances, Bayesian Analysis, Multiple or Simultaneous Equation Models: Time-Series Models, Prices

When estimating DSGE models, the number of observable economic variables is usually kept small, and it is conveniently assumed that DSGE model variables are perfectly measured by a single data series. Building upon...

Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model

Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model »

Volume/Issue: 2011/219

Series: IMF Working Papers

Author(s): Maxym Kryshko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

DOI: http://dx.doi.org/10.5089/9781463904210.001

ISBN: 9781463904210

Keywords: Regular and data-rich DSGE models, dynamic factor models, Bayesian estimation, inflation, real output, money demand, money balances, Bayesian Analysis, Multiple or Simultaneous Equation Models: Time-Series Models, Prices

When estimating DSGE models, the number of observable economic variables is usually kept small, and it is conveniently assumed that DSGE model variables are perfectly measured by a single data series. Building upon...

Innocent Bystanders? Monetary Policy and Inequality in the U.S.

Innocent Bystanders? Monetary Policy and Inequality in the U.S. »

Volume/Issue: 2012/199

Series: IMF Working Papers

Author(s): John Silvia , Lorenz Kueng , Olivier Coibion , and Yuriy Gorodnichenko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

DOI: http://dx.doi.org/10.5089/9781475505498.001

ISBN: 9781475505498

Keywords: Consumption Inequality, inflation, contractionary monetary policy, inflation target, monetary shocks, Business Fluctuations, And Cycles, money And Interest Rates, monetary Policy, Central Banking

We study the effects and historical contribution of monetary policy shocks to consumption and income inequality in the United States since 1980. Contractionary monetary policy actions systematically increase inequa...

Innocent Bystanders? Monetary Policy and Inequality in the U.S.

Innocent Bystanders? Monetary Policy and Inequality in the U.S. »

Source: Innocent Bystanders? Monetary Policy and Inequality in the U.S.

Volume/Issue: 2012/199

Series: IMF Working Papers

Author(s): John Silvia , Lorenz Kueng , Olivier Coibion , and Yuriy Gorodnichenko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

ISBN: 9781475505498

Keywords: Consumption Inequality, inflation, contractionary monetary policy, inflation target, monetary shocks, Business Fluctuations, And Cycles, money And Interest Rates, monetary Policy, Central Banking

We study the effects and historical contribution of monetary policy shocks to consumption and income inequality in the United States since 1980. Contractionary monetary policy actions systematically increase inequa...