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~person:"Castelnuovo, Efrem"
~person:"Herbst, Edward P."
~person:"Inoue, Atsushi"
~person:"Liu, Zheng"
~person:"Sahuc, Jean-Guillaume"
~person:"Schorfheide, Frank"
~person:"Theodoridis, Konstantinos"
~subject:"Business cycle"
~subject:"Monte Carlo simulation"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"DYNAMICS"
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Business cycle
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74
Dynamisches Gleichgewicht
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37
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29
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Castelnuovo, Efrem
Herbst, Edward P.
Inoue, Atsushi
Liu, Zheng
Sahuc, Jean-Guillaume
Schorfheide, Frank
Theodoridis, Konstantinos
Minford, Patrick
12
Fève, Patrick
8
Meenagh, David
8
Le, Vo Phuong Mai
7
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7
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6
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6
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6
An, Sungbae
5
Guerrón-Quintana, Pablo A.
5
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5
Kolasa, Marcin
5
Lindé, Jesper
5
Matheron, Julien
5
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5
Rubio-Ramírez, Juan Francisco
5
Xu, Zhiwei
5
Zha, Tao
5
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4
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4
Iiboshi, Hirokuni
4
Khan, Hashmat
4
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4
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4
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4
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4
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3
Bianchi, Francesco
3
Caggiano, Giovanni
3
Caraiani, Petre
3
Cardani, Roberta
3
Cavallari, Lilia
3
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Econometric reviews
5
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4
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4
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3
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3
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1
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ECONIS (ZBW)
42
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1
Sequential Monte Carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10014631921
Saved in:
2
Precautionary liquidity shocks, excess reserves and business cycles
Bratsiotis, George
;
Theodoridis, Konstantinos
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013357095
Saved in:
3
Uncertainty shocks and the great recession : Nonlinearities matter
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Pellegrino, Giovanni
- In:
Economics letters
198
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012605757
Saved in:
4
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. C33-C58
Persistent link: https://www.econbiz.de/10012504440
Saved in:
5
Identifying the sources of model misspecification
Inoue, Atsushi
;
Kuo, Chun-Hung
;
Rossi, Barbara
- In:
Journal of monetary economics
110
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012494109
Saved in:
6
Dynamic effects of monetary policy shocks on macroeconomic volatility
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of monetary economics
114
(
2020
),
pp. 262-282
Persistent link: https://www.econbiz.de/10012494958
Saved in:
7
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10012303367
Saved in:
8
Uncertainty shocks and unemployment
dynamics
in US recessions
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Groshenny, Nicolas
- In:
Journal of monetary economics
67
(
2014
),
pp. 78-92
Persistent link: https://www.econbiz.de/10010510922
Saved in:
9
The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
Saved in:
10
Uncertainty-dependent effects of monetary policy shocks : a new-Keynesian interpretation
Castelnuovo, Efrem
;
Pellegrino, Giovanni
- In:
Journal of economic dynamics & control
93
(
2018
),
pp. 277-296
Persistent link: https://www.econbiz.de/10011974517
Saved in:
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