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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of empirical finance"
~person:"Kapetanios, George"
~person:"Smets, Frank"
~subject:"Estimation"
~subject:"Time varying parameters"
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Zeitreihenanalyse
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Newbold, Paul
Kapetanios, George
Smets, Frank
Forni, Mario
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ECONIS (ZBW)
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A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
Saved in:
2
Large time-varying parameter VARs : a non-parametric approach
Kapetanios, George
;
Marcellino, Massimiliano
;
Venditti, …
-
2016
Persistent link: https://www.econbiz.de/10011571327
Saved in:
3
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
4
Unemployment in an estimated New Keynesian model
Galí, Jordi
;
Smets, Frank
;
Wouters, Rafael
-
2011
Persistent link: https://www.econbiz.de/10009155811
Saved in:
5
Exchange rate regimes and the expectations hypothesis of the term structure
Gerlach, Stefan
-
1997
Persistent link: https://www.econbiz.de/10013422398
Saved in:
6
Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States
Smets, Frank
-
1997
Persistent link: https://www.econbiz.de/10013422405
Saved in:
7
The term structure of Euro-rates : some evidence in support of the expectations hypothesis
Gerlach, Stefan
;
Smets, Frank
-
1995
Persistent link: https://www.econbiz.de/10013422134
Saved in:
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