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Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo; Poon, Aubrey; Rossini, Luca; Zhu, Dan - In: Journal of economic dynamics & control 157 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
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Identifying heterogeneous income profiles using covariances of income levels and future growth rates
Druedahl, Jeppe; Munk-Nielsen, Anders - In: Journal of economic dynamics & control 94 (2018), pp. 24-42
Persistent link: https://www.econbiz.de/10012004205
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Cultural persistence in corruption, economic growth, and the environment
Varvarigos, Dimitrios - In: Journal of economic dynamics & control 147 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014249725
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Black-box Bayesian inference for agent-based models
Dyer, Joel; Cannon, Patrick; Farmer, J. Doyne; Schmon, … - In: Journal of economic dynamics & control 161 (2024), pp. 1-36
Persistent link: https://www.econbiz.de/10015050047
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Factor adjustment costs : a structural investigation
Mumtaz, Haroon; Zanetti, Francesco - In: Journal of economic dynamics & control 51 (2015), pp. 341-355
Persistent link: https://www.econbiz.de/10011474416
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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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The horseshoe prior for time-varying parameter VARs and monetary policy
Prüser, Jan - In: Journal of economic dynamics & control 129 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013205477
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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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Macroeconomic disasters and the equity premium puzzle : are emerging countries riskier?
Horvath, Jaroslav - In: Journal of economic dynamics & control 112 (2020), pp. 1-41
Persistent link: https://www.econbiz.de/10012502310
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Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut; Woźniak, Tomasz - In: Journal of economic dynamics & control 113 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012502522