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Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrián
- In:
Macroeconomic dynamics
28
(
2024
)
1
,
pp. 32-50
Persistent link: https://www.econbiz.de/10014465380
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2
Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
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