Matthew Waldron

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

89

SSRN CITATIONS

3

CROSSREF CITATIONS

10

Scholarly Papers (4)

1.

Evaluating UK Point and Density Forecasts from an Estimated DSGE Model: The Role of Off-Model Information Over the Financial Crisis

Bank of England Working Paper No. 538
Number of pages: 54 Posted: 04 Aug 2015
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 41 (514,115)
Citation 18

Abstract:

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DSGE models, forecasting, financial crisis

2.

A Time Varying Parameter Structural Model of the UK Economy

Bank of England Working Paper No. 677
Number of pages: 33 Posted: 13 Sep 2017
University of St Andrews, Bank of England, Bank of England and Bank of England
Downloads 28 (583,070)
Citation 2

Abstract:

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DSGE models, Bayesian methods, local likelihood, time varying parameters, forecasting

3.

Optimal Policy with Occasionally Binding Constraints: Piecewise Linear Solution Methods

Bank of England Working Paper No. 911
Number of pages: 90 Posted: 02 Mar 2021
Richard Harrison and Matthew Waldron
Bank of England - Monetary Analysis and Bank of England
Downloads 20 (636,484)
Citation 1

Abstract:

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Optimal policy, commitment, discretion, occasionally binding constraints

4.

Threshold-Based Forward Guidance: Hedging the Zero Bound

CEPR Discussion Paper No. DP11749
Number of pages: 39 Posted: 09 Jan 2017
Lena Boneva, Richard Harrison and Matthew Waldron
Bank of England, Bank of England - Monetary Analysis and Bank of England
Downloads 0 (804,439)
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Abstract:

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forward guidance, monetary policy, thresholds, zero lower bound