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- Title
Summaries of recent Bank of England working papers.
- Abstract
The article presents the summaries of the working papers published by Bank of England in Great Britain. Working paper number 401 explores the dynamics of the U.S. macroeconomy using a vector autoregression (VAR) model that features economic information. Meanwhile, working paper number 402 proposes an identification strategy for VAR that extends an idea introduced by Harald Uhlig, a penalty function that effectively weights various restrictions suggested by theory.
- Subjects
UNITED Kingdom; ECONOMIC research; WORKING papers; BANK of England; MACROECONOMICS; AUTOREGRESSION (Statistics); UHLIG, Harald
- Publication
Bank of England Quarterly Bulletin, 2010, Vol 50, Issue 4, p346
- ISSN
0005-5166
- Publication type
Article