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 ...

Time series econometrics and forecasting constitute a dynamic research area that combines sophisticated statistical methodologies with economic theory to model, interpret and predict economic and ...