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Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
Nonejad, Nima - In: Economics letters 133 (2015), pp. 35-39
Persistent link: https://www.econbiz.de/10011431849
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A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune; Österholm, Pär - In: Economics letters 197 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
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Systematic risk in pairs trading and dynamic parameterization
Li, Yiyun; Law, Keith K. F. - In: Economics letters 202 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012607236
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The time-varying effect of fiscal policy on inflation : evidence from historical US data
Klein, Mathias; Linnemann, Ludger - In: Economics letters 186 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012500641
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On the identification of multivariate correlated unobserved components models
Trenkler, Carsten; Weber, Enzo - In: Economics letters 138 (2016), pp. 15-18
Persistent link: https://www.econbiz.de/10011615339
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Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu - In: Economics letters 190 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
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Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space
Augustyniak, Maciej; Dufays, Arnaud - In: Economics letters 170 (2018), pp. 122-126
Persistent link: https://www.econbiz.de/10012019659
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Comparing hybrid time-varying parameter VARs
Chan, Joshua; Eisenstat, Eric - In: Economics letters 171 (2018), pp. 1-5
Persistent link: https://www.econbiz.de/10012021809
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A note on low-dimensional Kalman smoothers for systems with lagged states in the measurement equation
Kurz, Malte S. - In: Economics letters 168 (2018), pp. 42-45
Persistent link: https://www.econbiz.de/10012016692
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Application of wavelet decomposition in time-series forecasting
Zhang, Keyi; Gençay, Ramazan; Yazgan, Mustafa Ege - In: Economics letters 158 (2017), pp. 41-46
Persistent link: https://www.econbiz.de/10011849785