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Are monetary rules and reforms complements or substitutes? : A panel analysis for the world versus OECD countries

Belke, Ansgar (contributor); Herz, Bernhard (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003410689

Inference on multivariate heteroscedastic time varying random coefficient models

Giraitis, Liudas; Kapetanios, George; Yates, Anthony - 2015

series and estimation of time varying parameter processes by well-known rolling regression estimation techniques. We … point for further research on numerous open problems including establishing estimation results of time-varying parameters …

Persistent link: https://www.econbiz.de/10011405250

Estimating time-varying DSGE models using minimum distance methods

Giraitis, Liudas; Kapetanios, George; Theodoridis, … - 2015

Following Giraitis, Kapetanios, and Yates (2014b), this paper uses kernel methods to estimate a seven variable time-varying (TV) vector autoregressive (VAR) model on the data set constructed by Smets and Wouters (2007). We apply an indirect inference method to map from this TV VAR to time...

Persistent link: https://www.econbiz.de/10011405253

Are monetary rules and reforms complements or substitutes? : A panel analysis for the world versus OECD countries

Belke, Ansgar; Herz, Bernhard; Vogel, Lukas - 2006

Persistent link: https://www.econbiz.de/10003350030

Nonlinear modelling of autoregressive structural breaks in a US diffusion index dataset

Kapetanios, George (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002808239

How puzzling is the PPP puzzle? : An alternative half-life measure of convergence to PPP

Chortareas, Georgios E. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002403125

A stochastic variance factor model for large datasets and an application to S&P data

Cipollini, Andrea (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001920657