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Time varying cointegration and the UK Great Ratios

Vol: 53/2018 Authors: George Kapetanios, Stephen Millard, Katerina Petrova, Simon Price Month: October Year: 2018
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Multivariate Stochastic Volatility with Co- Heteroscedasticity

Vol: 52/2018 Authors: Joshua Chan, Arnaud Doucet, Roberto León-González, Rodney W. Strachan Month: October Year: 2018
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Korean Unification: Economic Adjustments Under German Assumptions

Vol: 51/2018 Authors: Jong Wha Lee, Warwick J. McKibbin Month: October Year: 2018
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Monetary Policy Transmission in Systemically Important Economies and China’s Impact

Vol: 50/2018 Authors: Domenico Lombardi, Pierre L. Siklos, Xiangyou Xie Month: October Year: 2018
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Reducing Dimensions in a Large TVP-VAR

Vol: 49/2018 Authors: Joshua C.C. Chan, Eric Eisenstat, Rodney W. Strachan Month: October Year: 2018
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What Drives Household Inflation Expectations in South Africa? Demographics and Anchoring Under Inflation Targeting

Vol: 48/2018 Authors: Stan Du Plessis, Monique Reid, Pierre Siklos Month: October Year: 2018

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