Research Explorer

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Project

An analysis of the drivers of time-variation in macroeconomics

Outputs and Outcomes

Code

01D04711

Duration

01 October 2011 → 01 April 2016

Funding

Regional and community funding: Special Research Fund

Promotor

Gert Peersman

Fellow

Joris Wauters

Research disciplines

Social sciences
- Agricultural and natural resource economics, environmental and ecological economics
- Economic growth and aggregate productivity
- Macroeconomic policy, macroeconomic aspects of public finance and general outlook
- Monetary policy, central banking and the supply of money and credit
- Money and interest rates
- Prices, business fluctuations and cycles
- Macroeconomics and monetary economics not elsewhere classified

Keywords

endogenous parameter change macroeconometrics time-varying parameter VAR

Project description

We develop a model to study the determinants of time-variation in macroeconomic dynamics.