Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century
Amir-Ahmadi, Pooyan, Matthes, Christian, Wang, Mu-Chun
Published in Quantitative economics (01.07.2016)
Published in Quantitative economics (01.07.2016)
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Journal Article
Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models
Amir-Ahmadi, Pooyan, Matthes, Christian, Wang, Mu-Chun
Published in Journal of business & economic statistics (02.01.2020)
Published in Journal of business & economic statistics (02.01.2020)
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Journal Article
Measurement errors and monetary policy: Then and now
Amir-Ahmadi, Pooyan, Matthes, Christian, Wang, Mu-Chun
Published in Journal of economic dynamics & control (01.06.2017)
Published in Journal of economic dynamics & control (01.06.2017)
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Journal Article
Identification Through Heterogeneity
Amir-Ahmadi, Pooyan, Drautzburg, Thorsten
Published in IDEAS Working Paper Series from RePEc (01.01.2017)
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Published in IDEAS Working Paper Series from RePEc (01.01.2017)
Paper
Choosing Prior Hyperparameters
Amir-Ahmadi, Pooyan, Matthes, Christian, Wang, Mu-Chun
Published in Federal Reserve Bank of Richmond. Working Paper Series (01.08.2016)
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Published in Federal Reserve Bank of Richmond. Working Paper Series (01.08.2016)
Web Resource
Choosing Prior Hyperparameters
Amir-Ahmadi, Pooyan, Matthes, Christian, Wang, Mu-Chun
Published in IDEAS Working Paper Series from RePEc (01.01.2016)
Get full text
Published in IDEAS Working Paper Series from RePEc (01.01.2016)
Paper
Measurement Errors and Monetary Policy: Then and Now
Amir-Ahmadi, Pooyan, Matthes, Christian, Wang, Mu-Chun
Published in Federal Reserve Bank of Richmond. Working Paper Series (01.11.2015)
Get full text
Published in Federal Reserve Bank of Richmond. Working Paper Series (01.11.2015)
Web Resource