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Testing for international business cycles : A multilevel factor model with stochastic factor selection
Berger, Tino; Everaert, Gerdie; Pozzi, Lorenzo - In: Journal of economic dynamics & control 128 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012628242
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Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Grant, Angelia L.; Chan, Joshua - In: Journal of economic dynamics & control 75 (2017), pp. 114-121
Persistent link: https://www.econbiz.de/10011817152
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Measuring dynamic pandemic-related policy effects : a time-varying parameter multi-level dynamic factor model approach
Wang, Zongrun; Zhou, Ling; Mi, Yunlong; Shi, Yong - In: Journal of economic dynamics & control 139 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013464787
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Latent variables analysis in structural models : A new decomposition of the kalman smoother
Chung, Hess; Fuentes-Albero, Cristina; Paustian, Matthias; … - In: Journal of economic dynamics & control 125 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012667010
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Commodity price shocks, labour market dynamics and monetary policy in small open economies
Naraidoo, Ruthira; Paez-Farrell, Juan - In: Journal of economic dynamics & control 151 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014478610
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Time-varying risk premium in large cross-sectional equity data sets
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 3, pp. 985-1046
Persistent link: https://www.econbiz.de/10011579614
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Inventory behavior with permanent sales shocks
Maccini, Louis J.; Moore, Bartholomew John; Schaller, … - In: Journal of economic dynamics & control 53 (2015), pp. 290-313
Persistent link: https://www.econbiz.de/10011526965
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Monetary transmission in money markets : The not-so-elusive missing piece of the puzzle
Chen, Zhengyang; Valcarcel, Victor J. - In: Journal of economic dynamics & control 131 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012818085
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Stability between cryptocurrency prices and the term structure
Castle, Jennifer; Kurita, Takamitsu - In: Journal of economic dynamics & control 165 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015051128
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What does financial volatility tell us about macroeconomic fluctuations?
Chauvet, Marcelle; Senyuz, Zeynep; Yoldas, Emre - In: Journal of economic dynamics & control 52 (2015), pp. 340-360
Persistent link: https://www.econbiz.de/10011474221