Browsing Department of Economics (ECO) by Author "GALVAO, Ana Beatriz C."

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Browsing Department of Economics (ECO) by Author "GALVAO, Ana Beatriz C."

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    Title: Endogenous Monetary Policy Regimes and the Great Moderation  Author(s): GALVAO, Ana Beatriz C.; MARCELLINO, Massimiliano Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: This paper contributes to the literature on the changing transmission mechanism of monetary policy by introducing a model whose parameter evolution explicitly depends on the conduct of monetary policy. We find that the ...
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    Title: The Transmission Mechanism in a Changing World  Author(s): ARTIS, Michael J.; GALVAO, Ana Beatriz C.; MARCELLINO, Massimiliano Date: 2003 Type of Publication: Working Paper Series/Report no.: EUI ECO
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    Title: The Transmission Mechanism in a Changing World  Author(s): ARTIS, Michael J.; GALVAO, Ana Beatriz C.; MARCELLINO, Massimiliano Date: 2003 Type of Publication: Working Paper Series/Report no.: CEPR Discussion Paper
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    Title: Testing the Expectations Theory of the Term Structure of Interest Rates in Threshold Models  Author(s): CLEMENTS, Michael P.; GALVAO, Ana Beatriz C. Date: 2003 Type of Publication: Article Abstract: We test the expectations theory of the term structure of U.S. interest rates in nonlinear systems. These models allow the response of the change in short rates to past values of the spread to depend upon the level of the ...
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    Title: Can Non-Linear Time Series Models Generate US Business Cycle Asymmetric Shape?  Author(s): GALVAO, Ana Beatriz C. Date: 2002 Type of Publication: Article Abstract: Fifteen univariate non-linear time series models of US output are evaluated by their ability to reproduce the asymmetric shape of the US business cycle. Two models account for the growth being faster after a trough and ...