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Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy. (2009). Nakajima, Jouchi ; Kasuya, Munehisa ; Watanabe, Toshiaki .
In: Global COE Hi-Stat Discussion Paper Series.
RePEc:hst:ghsdps:gd09-072.

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  1. On the role of Islamic banks in the monetary policy transmission in Saudi Arabia. (2022). Ben Amar, Amine.
    In: Eurasian Economic Review.
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  2. Impact of Oil Financialization on Oil Price Fluctuation: A Perspective of Heterogeneity. (2022). Wang, Xiaolei ; Feng, Yanhong ; Liu, Yanqiong ; Chen, Shuanglian.
    In: Energies.
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  3. Is gold a safe haven for exchange rate risks? An empirical study of major currency countries. (2022). Lee, Yuan-Ming ; Wang, Kuan-Min.
    In: Journal of Multinational Financial Management.
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  4. Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph.
    In: MPRA Paper.
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  5. EVOLUTION OF MONETARY POLICY TRANSMISSION MECHANISM IN MALAWI: A TVP-VAR APPROACH. (2016). Viegi, Nicola ; Bittencourt, Manoel ; Mwabutwa, Chance Ngamanya .
    In: Journal of Economic Development.
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  6. Bonanzas y crisis de la actividad petrolera y su efecto sobre la economía colombiana. (2016). Zarate-Solano, Hector ; Ramos Forero, Jorge ; Melo Becerra, Ligia ; Parrado-Galvis, Ligia Marcela ; Ramos-Forero, Jorge Enrique ; Melo-Becerra, Ligia Alba.
    In: Borradores de Economia.
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  7. HAS INFLATION PERSISTENCE IN INDIA CHANGED OVER TIME?. (2015). John, Joice.
    In: The Singapore Economic Review (SER).
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  8. The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic. (2014). Vašíček, Bořek ; Král, Petr ; Holub, Tomas ; Franta, Michal ; Kubicova, Ivana ; Kral, Petr ; Smidkova, Katerina .
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  9. Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR Approach. (2013). Viegi, Nicola ; Bittencourt, Manoel ; Mwabutwa, Chance.
    In: Working Papers.
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  10. The response of tail risk perceptions to unconventional monetary policy. (2013). Sushko, Vladyslav ; Schrimpf, Andreas ; Hattori, Masazumi.
    In: BIS Working Papers.
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  11. The changing role of expectations in US monetary policy: A new look using the Livingston Survey. (2012). malik, Sachin ; Banerjee, Anindya.
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  12. Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications. (2011). Nakajima, Jouchi.
    In: Monetary and Economic Studies.
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  13. Identification of Monetary Policy Shocks in Japan Using Sign Restrictions within the TVP-VAR Framework. (2011). Franta, Michal.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:11-e-13.

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  14. Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications. (2011). Nakajima, Jouchi.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:11-e-09.

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  15. Quantitative easing works: Lessons from the unique experience in Japan 2001â2006. (2011). Moussa, Zakaria ; girardin, eric.
    In: Journal of International Financial Markets, Institutions and Money.
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  16. Exploring the core factors and its dynamic effects on oil price: An application on path analysis and BVAR-TVP model. (2011). Guo, Ju-E., ; Wang, Shou-Yang ; Meng, Lei ; Chai, Jian.
    In: Energy Policy.
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  17. The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model. (2010). Moussa, Zakaria.
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  18. Quantitative Easing, Credibility and the Time-Varying Dynamics of the Term Structure of Interest rate in Japan. (2010). Moussa, Zakaria ; Kagraoka, Yusho .
    In: Working Papers.
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References

References cited by this document

  1. D'Agostino, A., L. Gambetti, and D. Giannone (2008). Macroeconomic forecasting and structural change. Manuscript.

  2. de Jong, P. and N. Shephard (1995). The simulation smoother for time series models. Biometrika 82, 339350.
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