A Structured VAR under Changing Monetary Policy

Keyphrases

• Monetary Policy 100%
• Steady State 100%
• Macroeconomic System 50%
• Economic Interpretation 50%
• Money Income 50%
• Dynamic Adjustment 50%
• ML Estimate 50%
• Interest Rates 50%
• Regime Shift 50%
• State Relations 50%
• Capital Liberalization 50%
• Identifying Restrictions 50%
• Political Intervention 50%
• I(2) 50%
• Small Open Economy 50%
• Stable Parameters 50%
• Capital Movements 50%
• Cointegrated VAR Model 50%
• Common Trends 50%
• Income Rate 50%
• Aggregate Demand 50%
• Cointegration 50%
• Statistical Properties 50%
• Final Model 50%
• Demand for Money 50%

Economics, Econometrics and Finance

• Interest Rate 100%
• Machine Learning 100%
• Aggregate Demand 100%
• Small Open Economy 100%
• Price 100%
• Macroeconomics 100%
• Money Demand 100%
• Monetary Policy 100%