https://monetarypolicy2018.weaconferences.net/papers/money-supply-volatility-and-the-macroeconomy/ 19th February to 20th April, 2018 Mon, 09 Jun 2025 12:37:55 +0000 hourly 1 https://monetarypolicy2018.weaconferences.net/papers/money-supply-volatility-and-the-macroeconomy/#comment-40 Wed, 04 Apr 2018 07:57:21 +0000 http://monetarypolicy2018.weaconferences.net/?post_type=wea_paper&p=172#comment-40 Excellent paper. Markov switching, structural vector error correction (VEC) model that is modified to accommodate GARCH-in-Mean errors is a flexible and useful approach to modelling the effects of money growth volatility on output growth.

]]> https://monetarypolicy2018.weaconferences.net/papers/money-supply-volatility-and-the-macroeconomy/#comment-34 Tue, 20 Mar 2018 15:58:08 +0000 http://monetarypolicy2018.weaconferences.net/?post_type=wea_paper&p=172#comment-34 Have you run DM3? As I recall Barnett, Chauvet, and de Leon show that is the better one in Nowcasting. I’m not sure it makes much difference, but I’m curious to see.

]]> https://monetarypolicy2018.weaconferences.net/papers/money-supply-volatility-and-the-macroeconomy/#comment-15 Sun, 11 Mar 2018 00:16:01 +0000 http://monetarypolicy2018.weaconferences.net/?post_type=wea_paper&p=172#comment-15 A paper shows very good potential. I think that you made a right decision in terms of GARCH.

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