Philip Liu - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2010 | 2006 | 2004

Title Other author(s)

DSGE Model Restrictions for Structural VAR Identification

IJCB International Journal of Central Banking [View] (Paper: 12q4a3, 30.11.2012)

Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics

Bank of Canada Working papers [View] (Paper: 2012-13, 01.05.2012)

JEL: E30, E32

International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy

Bank of England Working papers [View] (Paper: 425, 27.05.2011)

Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR

Bank of England Working papers [View] (Paper: 401, 28.10.2010)

DSGE model restrictions for structural VAR identification

Bank of England Working papers [View] (Paper: 402, 28.10.2010)

Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom

Bank of England Working papers [View] (Paper: 397, 29.07.2010)

JEL: E23, E32

Uncovering the Hit-list for Small Inflation Targeters: A Bayesian Structural Analysis

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2006/09, 01.12.2006)

A Small New Keynesian Model of the New Zealand economy

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2006/03, 19.05.2006)

JEL: C15, C51, E12, E17

Improving implementation of inflation targeting in New Zealand: an investigation of the Reserve Bank's inflation errors

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2004/06, 01.08.2004)

Papers by year: All | 2012 | 2011 | 2010 | 2006 | 2004