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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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Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach
Chan, Joshua; Santi, Caterina - In: Journal of economic dynamics & control 127 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10012668503
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Okun's Law across time and frequencies
Aguiar-Conraria, Luís; Martins, Manuel Mota Freitas; … - In: Journal of economic dynamics & control 116 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012503221
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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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DSGE model with financial frictions over subsets of business cycle frequencies
Gallegati, Marco; Giri, Federico; Palestrini, Antonio - In: Journal of economic dynamics & control 100 (2019), pp. 152-163
Persistent link: https://www.econbiz.de/10012130956
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Testing for time variation in an unobserved components model for the U.S. economy
Berger, Tino; Everaert, Gerdie; Vierke, Hauke - In: Journal of economic dynamics & control 69 (2016), pp. 179-208
Persistent link: https://www.econbiz.de/10011708530
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Permanent shocks, signal extraction, and portfolio selection
Nazliben, K. Korhan; Rodríguez, Juan Carlos - In: Journal of economic dynamics & control 92 (2018), pp. 47-68
Persistent link: https://www.econbiz.de/10011974232
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Dynamic expected shortfall : a spectral decomposition of tail risk across time horizons
Bu, Di; Liao, Yin; Shi, Jing; Peng, Hongfeng - In: Journal of economic dynamics & control 108 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012313627
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Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael - In: Journal of economic dynamics & control 143 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
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Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo - In: Journal of economic dynamics & control 151 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014478697