A time-varying parameter consumption model for the UK

Applied Economics Letters ◽

10.1080/758518984 ◽

1995 ◽

Vol 2 (10) ◽

pp. 339-342 ◽

Author(s):

Haiyan Song

Keyword(s):

Time Varying ◽

Time Varying Parameter ◽

Consumption Model ◽

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A time-varying parameter structural model of the UK economy

Journal of Economic Dynamics and Control ◽

10.1016/j.jedc.2019.05.012 ◽

2019 ◽

Vol 106 ◽

pp. 103705 ◽

Author(s):

George Kapetanios ◽

Riccardo M. Masolo ◽

Katerina Petrova ◽

Matthew Waldron

Keyword(s):

Structural Model ◽

Time Varying ◽

Time Varying Parameter ◽

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The UK consumption function and structural instability: improving forecasting performance using a time-varying parameter approach

Applied Economics ◽

10.1080/000368498325408 ◽

1998 ◽

Vol 30 (7) ◽

pp. 975-983 ◽

Author(s):

Haiyan Song ◽

Peter Romilly ◽

Xiaming Liu

Keyword(s):

Structural Instability ◽

Time Varying ◽

Consumption Function ◽

Time Varying Parameter ◽

Forecasting Performance ◽

The Uk ◽

Parameter Approach

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A Time Varying Parameter Structural Model of the UK Economy

SSRN Electronic Journal ◽

10.2139/ssrn.3035227 ◽

2017 ◽

Author(s):

Katerina Petrova ◽

George Kapetanios ◽

Riccardo Masolo ◽

Matthew Waldron

Keyword(s):

Structural Model ◽

Time Varying ◽

Time Varying Parameter ◽

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Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models

Empirical Economics ◽

10.1007/s00181-016-1127-z ◽

2016 ◽

Vol 53 (2) ◽

pp. 617-640 ◽

Author(s):

Hanxiong Zhang ◽

Robert Hudson ◽

Hugh Metcalf ◽

Viktor Manahov

Keyword(s):

Housing Market ◽

Structural Break ◽

Institutional Changes ◽

Time Varying ◽

Time Varying Parameter ◽

Structural Break Tests ◽

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A Treatise on Oil Price Shocks & Their Implications for the UK Financial Sector: Analysis Based on Time-Varying Structural VAR Model

SSRN Electronic Journal ◽

10.2139/ssrn.3056812 ◽

2017 ◽

Author(s):

Muhammad Ali Nasir ◽

Sabih Abbas Razvi ◽

Matteo Rossi

Keyword(s):

Financial Sector ◽

Structural Var ◽

Oil Price ◽

Var Model ◽

Time Varying ◽

Oil Price Shocks ◽

Price Shocks ◽

Sector Analysis ◽

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Estimating Time-Varying Parameter Models with Stochastic Volatility: An Application to Inflation Forecasting

SSRN Electronic Journal ◽

10.2139/ssrn.3236806 ◽

2018 ◽

Author(s):

Douglas E. Turatti

Keyword(s):

Stochastic Volatility ◽

Time Varying ◽

Inflation Forecasting ◽

Time Varying Parameter

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Estimation of a Time-Varying Parameter from Long Range Dependent Data

SSRN Electronic Journal ◽

10.2139/ssrn.3653458 ◽

2020 ◽

Author(s):

Michael Tseng

Keyword(s):

Dependent Data ◽

Time Varying ◽

Time Varying Parameter

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Estimation of a Forward-Looking Monetary Policy Rule: A Time-Varying Parameter Model using Ex-Post Data

SSRN Electronic Journal ◽

10.2139/ssrn.607663 ◽

2004 ◽

Author(s):

Chang-Jin Kim ◽

Charles R. Nelson

Keyword(s):

Monetary Policy ◽

Time Varying ◽

Policy Rule ◽

Ex Post ◽

Time Varying Parameter ◽

Monetary Policy Rule ◽

Forward Looking

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Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data

Journal of Applied Econometrics ◽

10.1002/jae.2813 ◽

2021 ◽

Author(s):

Arnoud Stevens ◽

Joris Wauters

Keyword(s):

Survey Data ◽

Euro Area ◽

Time Varying ◽

Time Varying Parameter

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An alternative numerical method for estimating large-scale time-varying parameter seemingly unrelated regressions models

Econometrics and Statistics ◽

10.1016/j.ecosta.2020.11.003 ◽

2021 ◽

Author(s):

Stella Hadjiantoni ◽

Erricos John Kontoghiorghes

Keyword(s):

Numerical Method ◽

Large Scale ◽

Time Varying ◽

Seemingly Unrelated Regressions ◽

Time Varying Parameter

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