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A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States. (2020). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par.
In: Economics Letters.
RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303827.

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Cited: 8

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Cites: 22

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Cocites: 21

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Modelling Okun’s law: Does non-Gaussianity matter?. (2023). Österholm, Pär ; Kiss, Tamas ; Osterholm, Par ; Nguyen, Hoang.
    In: Empirical Economics.
    RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02309-2.

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  2. A Note of Caution on the Relation between Money Growth and Inflation. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par ; Berger, Helge.
    In: Working Papers.
    RePEc:hhs:oruesi:2023_009.

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  3. Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par ; Edvinsson, Rodney.
    In: Working Papers.
    RePEc:hhs:oruesi:2023_003.

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  4. A note of caution on the relation between money growth and inflation. (2023). Österholm, Pär ; Karlsson, Sune ; Berger, Helge.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:70:y:2023:i:5:p:479-496.

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  5. Modelling Stock Market Prices Using the Open, High and Closes Prices. Evidence from International Financial Markets. (2022). Enow, Samuel Tabot.
    In: International Journal of Business and Economic Sciences Applied Research (IJBESAR).
    RePEc:tei:journl:v:15:y:2022:i:3:p:52-59.

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  6. Modelling Okun’s Law – Does non-Gaussianity Matter?. (2022). Österholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par.
    In: Working Papers.
    RePEc:hhs:oruesi:2022_001.

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  7. Explaining deviations from Okun’s law. (2022). Furlanetto, Francesco ; Foroni, Claudia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222699.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Akram, F. ; Mumtaz, H. Time-varying dynamics of the Norwegian economy. 2019 Scand. J. Econ.. 121 407-434

  2. An, Z. ; Ball, L. ; Jalles, J. ; Loungani, P. Do IMF forecasts respect Okun’s law? Evidence for advanced and developing economies. 2019 Int. J. Forecast.. 35 1131-1142

  3. Ball, L. ; Furceri, D. ; Leigh, D. ; Loungani, P. Does one law fit all? Cross-country evidence on Okun’s law. 2019 Open Econ. Rev.. 30 841-874

  4. Ball, L. ; Leigh, D. ; Loungani, P. Okun’s law: Fit at 50?. 2017 J. Money Credit Bank.. 49 1413-1441
    Paper not yet in RePEc: Add citation now
  5. Chan, J.C.C. ; Eisenstat, E. Comparing hybrid time-varying parameter VARs. 2018 Econom. Lett.. 171 1-5

  6. Cogley, T. ; Sargent, T.J. Drifts and volatilities: Monetary policies and outcomes in the post WWII US. 2005 Rev. Econ. Dyn.. 8 262-302

  7. Cuaresma, J.C. Okun’s law revisited. 2003 Oxf. Bull. Econ. Stat.. 65 439-451
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  8. Holmes, M.J. ; Silverstone, B. Okun’s law asymmetries and jobless recoveries in the United States: A Markov-switching approach. 2006 Econom. Lett.. 92 293-299

  9. IMF Unemployment dynamics during recessions and recoveries: Okun’s law and beyond. 2010 En : World Economic Outlook April 2010. :
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  10. Kass, R.E. ; Raftery, A.E. Bayes factors. 1995 J. Amer. Statist. Assoc.. 90 773-795
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  11. Knotek, E.S. How useful is Okun’s law?. 2007 Fed. Reserve Bank Kans. City Econ. Rev.. 92 73-103
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  12. Meyer, B. ; Tasci, M. An unstable Okun’s law not the best rule of thumb. 2012 En : Economic Commentary No. 2012-08. Federal Reserve Bank of Cleveland:
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  13. Okun, A.M. Potential GNP: Its measurement and significance. 1962 En : Proceedings of the Business and Economics Statistics Section. American Statistical Association: Washington DC
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  14. Owyang, M.T. ; Sekhposyan, T. Okun’s law over the business cycle: Was the Great Recession all that different?. 2012 En : Federal Reserve Bank of St. Louis Review September/October 2012. :

  15. Prieto, E. ; Eickmeier, S. ; Marcellino, M. Time-variation in macro-financial linkages. 2016 J. Appl. Econometrics. 31 1215-1233

  16. Primiceri, G. Time varying structural vector autoregressions and monetary policy. 2005 Rev. Econom. Stud.. 72 821-852

  17. Rülke, J. Do professional forecasters apply the Phillips curve and Okun’s law? Evidence from six Asian-Pacific countries. 2012 Jpn. World Econ.. 24 317-324
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  18. Schwarz, G. Estimating the dimension of a model. 1978 Ann. Statist.. 6 461-464
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  19. Stock, J.H. [Evolving post-world war II U.S. inflation dynamics]: comment. 2001 NBER Macroecon. Annu.. 16 379-387
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  20. Stock, J.H. ; Watson, M.W. Disentangling the channels of the 2007-09 recession. 2012 Brook. Pap. Econ. Act.. 43 81-135

  21. Valadkhani, A. ; Smyth, R. Switching and asymmetric behaviour of the Okun coefficient in the US: Evidence for the 1948-2015 period. 2015 Econ. Model.. 50 281-290

  22. Zanin, L. ; Marra, G. Rolling regression versus time-varying coefficient modelling: An empiical investigation of the Okun’s law in some euro area countries. 2012 Bull. Econ. Res.. 64 91-108

Cocites

Documents in RePEc which have cited the same bibliography

  1. Modelling Okun’s law: Does non-Gaussianity matter?. (2023). Österholm, Pär ; Kiss, Tamas ; Osterholm, Par ; Nguyen, Hoang.
    In: Empirical Economics.
    RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02309-2.

    Full description at Econpapers || Download paper

  2. Assessing the World Bank’s growth forecasts. (2023). Tsuchiya, Yoichi.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:77:y:2023:i:c:p:64-84.

    Full description at Econpapers || Download paper

  3. Monetary policy, financial shocks and economic activity. (2022). Malliaris, Anastasios ; Evgenidis, Anastasios.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01045-z.

    Full description at Econpapers || Download paper

  4. Modelling Okun’s Law – Does non-Gaussianity Matter?. (2022). Österholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par.
    In: Working Papers.
    RePEc:hhs:oruesi:2022_001.

    Full description at Econpapers || Download paper

  5. Explaining deviations from Okun’s law. (2022). Furlanetto, Francesco ; Foroni, Claudia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222699.

    Full description at Econpapers || Download paper

  6. Explaining Deviations from Okun’s Law. (2022). Furlanetto, Francesco ; Foroni, Claudia.
    In: Working Paper.
    RePEc:bno:worpap:2022_4.

    Full description at Econpapers || Download paper

  7. Crude oil price point forecasts of the Norwegian GDP growth rate. (2021). Nonejad, Nima.
    In: Empirical Economics.
    RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01964-7.

    Full description at Econpapers || Download paper

  8. Impacto de la política de empleo juvenil en la disminución del desempleo en los países de la Unión Europea, período 2002-2017. (2021). Cuesta, Lizeth.
    In: MPRA Paper.
    RePEc:pra:mprapa:111026.

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  9. Growth Forecasts vs. Realizations: The Role of Stimulus and Stringency Measures during the Pandemic. (2021). Gudum, Melis.
    In: MPRA Paper.
    RePEc:pra:mprapa:108447.

    Full description at Econpapers || Download paper

  10. A nonlinear ARDL model of inflation dynamics in the Philippine economy. (2021). Tatlonghari, Virgilio M ; Isabelle, Jeanette ; Deluna, Roperto S.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821001019.

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  11. Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2021). Reif, Magnus.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9271.

    Full description at Econpapers || Download paper

  12. A note on the stability of the Swedish Phillips curve. (2020). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par.
    In: Empirical Economics.
    RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01746-w.

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  13. Crude oil price changes and the United Kingdom real gross domestic product growth rate: An out-of-sample investigation. (2020). Nonejad, Nima.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300013.

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  14. Inflation targeting & implications of oil shocks for inflation expectations in oil-importing and exporting economies: Evidence from three Nordic Kingdoms. (2020). Nasir, Muhammad Ali ; Yarovaya, Larisa ; Duc, Toan Luu.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302027.

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  15. Oil price drivers, geopolitical uncertainty and oil exporters currencies. (2020). Akram, Qaisar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301419.

    Full description at Econpapers || Download paper

  16. A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States. (2020). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par.
    In: Economics Letters.
    RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303827.

    Full description at Econpapers || Download paper

  17. The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?. (2020). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par.
    In: Economics Letters.
    RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304458.

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  18. The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?. (2019). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par.
    In: Working Papers.
    RePEc:hhs:oruesi:2019_007.

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  19. The Output Gap and Youth Unemployment: An Analysis Based on Okun’s Law. (2019). Seputiene, Janina ; Butkus, Mindaugas.
    In: Economies.
    RePEc:gam:jecomi:v:7:y:2019:i:4:p:108-:d:283496.

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  20. Oil price drivers, geopolitical uncertainty and oil exporters’ currencies. (2019). Akram, Qaisar.
    In: Working Paper.
    RePEc:bno:worpap:2019_15.

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