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3032 Results

GAUSS™ Programs for the Estimation of State-Space Models with ARCH Errors: A User's Guide

Staff Working Paper 2000-2 Maral Kichian
State-space models have long been popular in explaining the evolution of various economic variables. This is mainly because they generally have more economic content than do others in their class of parsimonious models (for example, VARs). Yet, in spite of their advantages, use of these models until recently was limited by the assumption that all […]
Content Type(s): Staff research, Staff working papers Research Topic(s): Econometric and statistical methods JEL Code(s): C, C3, C32, C8, C82, C87, C89

Exchange Rates and Oil Prices

Staff Working Paper 1995-8 Robert Amano, Simon van Norden
This paper derives analytical gradients for a broad class of regime-switching models with Markovian state-transition probabilities. Such models are usually estimated by maximum likelihood methods, which require the derivatives of the likelihood function with respect to the parameter vector. These gradients are usually calculated by means of numerical techniques. The paper shows that analytical gradients […]
Content Type(s): Staff research, Staff working papers Research Topic(s): Exchange rates

Gaining Credibility for Inflation Targets

Staff Working Paper 2001-11 James Yetman
In this paper, I consider a simple model in which agents learn about the inflation target of a central bank over time by observing the policy instrument or inflation outcomes. Measuring credibility as the distance between the perceived target and the actual target, an increase in credibility is beneficial to the central bank because it brings the policy consistent with attaining the inflation target closer to that required to attain the output target.
Content Type(s): Staff research, Staff working papers Research Topic(s): Credibility, Inflation targets JEL Code(s): E, E5, E52

Term Structure Transmission of Monetary Policy

Staff Working Paper 2007-30 Sharon Kozicki, P. A. Tinsley
Under bond-rate transmission of monetary policy, the authors show that a generalized Taylor Principle applies, in which the average anticipated path of policy responses to inflation is subject to a lower bound of unity. This result helps explain how bond rates may exhibit stable responses to inflation, even in periods of passive policy.
Content Type(s): Staff research, Staff working papers Research Topic(s): Interest rates, Monetary policy transmission JEL Code(s): E, E3, E5, N, N1

Do Low Interest Rates Sow the Seeds of Financial Crises?

Staff Working Paper 2011-31 Simona Cociuba, Malik Shukayev, Alexander Ueberfeldt
A view advanced in the aftermath of the late-2000s financial crisis is that lower than optimal interest rates lead to excessive risk taking by financial intermediaries.

The Neutral Rate of Interest in Canada

Staff Discussion Paper 2014-5 Rhys R. Mendes
A measure of the neutral policy interest rate can be used to gauge the stance of monetary policy. We define the neutral rate as the real policy rate consistent with output at its potential level and inflation equal to target after the effects of all cyclical shocks have dissipated.
Content Type(s): Staff research, Staff discussion papers Research Topic(s): Interest rates, Monetary policy transmission JEL Code(s): E, E4, E40, E42, E43, E5, E50, E52, E58

Education and Self-Employment: Changes in Earnings and Wealth Inequality

Staff Working Paper 2006-40 Yaz Terajima
The author quantitatively studies the interaction between education and occupation choices and its implication for the relationship between the changes in earnings inequality and the changes in wealth inequality in the United States over the 1983–2001 period.
Content Type(s): Staff research, Staff working papers Research Topic(s): Economic models, Labour markets JEL Code(s): D, D3, D31, I, I2, I21, J, J2, J23
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