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aggregate demand ahead forecast Altissimo approach assess the information assume assumption autocorrelation BANCA D'ITALIA Bank deposit rate bank interest rates Bank of Italy behaviour of money business cycle coefficients contained in monetary content of money correlation among surprises cost-push shock covariance matrix credit aggregates credit variables Cristadoro Currency current-period Dotsey dynamic econometric endogenous variables euro area European Central Bank exogenous experiment F-test financial variables forecast error variance forecast horizon forward-looking GDP deflator inflation forecasts information contained information content information lag information set Italian economy Kalman filter monetary aggregates monetary and credit monetary and financial monetary data monetary indicators monetary surprises monetary variables Nicoletti-Altimari nominal GDP obtained optimal parameters policymaker post-recursive previous-period quarterly model real GDP recursive equation reduced-form regression Reichlin and G revision simulations step ahead structural disturbances structural models structural shocks surprises in monetary target transition equation transmission mechanism uncertainty unobserved state variables update vector velocity shocks