In this article we study a class of econometric models that imply a set of multiperiod conditional moment restrictions. These restrictions depend on an unknown parameter vector. We construct an ...
Our eLibrary offers over 25,000 IMF publications in multiple formats. This paper investigates the transmission mechanism of monetary policy in the four largest euro area countries by means Bayesian ...
The field of econometrics and statistical methods encompasses a suite of techniques designed to quantify economic relationships, test theories using real-world data, and forecast future trends. This ...