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~accessRights:"restricted"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Fernández-Villaverde, Jesús"
~person:"Gambetti, Luca"
~person:"Rubio-Ramírez, Juan Francisco"
~person:"Timmermann, Allan"
~subject:"Deutschland"
~subject:"Japan"
~subject:"Share price"
~subject:"Theory"
~subject:"VAR model"
~subject:"Wirkungsanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Conference proceedings"
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Fernández-Villaverde, Jesús
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VAR information and the empirical validation of DSGE models
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
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2016
Persistent link: https://www.econbiz.de/10011482286
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2
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
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3
Narrative sign restrictions for SVARs
Antolin-Diaz, Juan
;
Rubio-Ramírez, Juan Francisco
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2016
Persistent link: https://www.econbiz.de/10011550991
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4
The systematic component of monetary policy in SVARs : an agnostic identification procedure
Arias, Jonas
;
Caldara, Dario
;
Rubio-Ramírez, Juan Francisco
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2016
Persistent link: https://www.econbiz.de/10011586664
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5
A Bayesian midas approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2014
Persistent link: https://www.econbiz.de/10010416812
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6
On the empirical (ir)relevance of the zero lower bound constraint
Debortoli, Davide
;
Galí, Jordi
;
Gambetti, Luca
-
2018
Persistent link: https://www.econbiz.de/10011884335
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7
Pockets of predictability
Farmer, Leland
;
Schmidt, Lawrence
;
Timmermann, Allan
-
2018
Persistent link: https://www.econbiz.de/10011915958
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8
The effects of monetary policy on stock market bubbles : some evidence
Galí, Jordi
;
Gambetti, Luca
-
2014
Persistent link: https://www.econbiz.de/10010395173
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9
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001845274
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10
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003814581
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