scholarly journals Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR

2017 ◽  
Vol 72 ◽  
pp. 93-117 ◽  
Author(s):  
Michael Ellington ◽  
Chris Florackis ◽  
Costas Milas
Keyword(s):  
Gdp Growth ◽  
Time Varying ◽  
Liquidity Shocks ◽  
Real Gdp ◽  
Time Varying Parameter

Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model

2018 ◽  
Vol 72 ◽  
pp. 177-187 ◽  
Author(s):  
Zhiyuan Pan ◽  
Qing Wang ◽  
Yudong Wang ◽  
Li Yang
Keyword(s):  
Oil Prices ◽  
Time Varying ◽  
Real Gdp ◽  
Time Varying Parameter

Capital mobility in Sweden: a time-varying parameter approach

2007 ◽  
Vol 14 (15) ◽  
pp. 1115-1118 ◽  
Author(s):  
Abdulnasser Hatemi-J ◽  
R. Scott Hacker
Keyword(s):  
Capital Mobility ◽  
Time Varying ◽  
Time Varying Parameter ◽  
Parameter Approach
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