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Title:Essays in macroeconomics and macroeconometrics Author(s):LORIA, Francesca
Date:2018Citation:
- Florence : European University Institute, 2018
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This thesis investigates topics in macroeconomics and macroeconometrics. Chapter 1, joint with Knut Are Aastveit and Francesco Furlanetto, uses a structural VAR model with time-varying parameters and stochastic volatility ...
Date:2018Citation:
Title:Has the fed responded to house and stock prices? : a time-varying analysis Banco de Espana ; Working Paper / Documento de trabajo; 2017/1713 Author(s):AASTVEIT, Knut Are; FURLANETTO, Francesco; LORIA, FrancescaDate:2017Type:Working PaperSeries/Number:Banco de Espana; Working Paper ; Documento de trabajo; 2017/1713Abstract:In this paper we use a structural VAR model with time-varying parameters and stochastic volatility to investigate whether the Federal Reserve has responded systematically to asset prices and whether this response has changed ...
Date:2017Type:Working PaperSeries/Number:Banco de Espana; Working Paper ; Documento de trabajo; 2017/1713Abstract:In this paper we use a structural VAR model with time-varying parameters and stochastic volatility to investigate whether the Federal Reserve has responded systematically to asset prices and whether this response has changed ...
Title:Has the fed responded to house and stock prices? : a time-varying analysis Author(s):AASTVEIT, Knut Are; FURLANETTO, Francesco; LORIA, FrancescaDate:2017Type:Working PaperSeries/Number:Norges Bank Working Paper; 2017/01Abstract:In this paper we use a structural VAR model with time-varying parameters and stochastic volatility to investigate whether the Federal Reserve has responded systematically to asset prices and whether this response has changed ...
Date:2017Type:Working PaperSeries/Number:Norges Bank Working Paper; 2017/01Abstract:In this paper we use a structural VAR model with time-varying parameters and stochastic volatility to investigate whether the Federal Reserve has responded systematically to asset prices and whether this response has changed ...