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Large time-varying volatility models for hourly electricity prices

Gianfreda, Angelica; Ravazzolo, Francesco; Rossini, Luca - In: Oxford bulletin of economics and statistics 85 (2023) 3, pp. 545-573

Persistent link: https://www.econbiz.de/10014304428

Panel forecasts of country-level Covid-19 infections

Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - In: Journal of econometrics 220 (2021) 1, pp. 2-22

Persistent link: https://www.econbiz.de/10012618232

Comparing the forecasting performances of linear models for electricity prices with high RES penetration

Gianfreda, Angelica; Ravazzolo, Francesco; Rossini, Luca - In: International journal of forecasting 36 (2020) 3, pp. 974-986

Persistent link: https://www.econbiz.de/10012497125

Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)

Del Negro, Marco; Schorfheide, Frank - 2007

Persistent link: https://www.econbiz.de/10003432564

Estimation and evaluation of DSGE models : progress and challenges

Schorfheide, Frank - 2011

"Estimated dynamic stochastic equilibrium (DSGE) models are now widely used for empirical research in macroeconomics as well as for quantitative policy analysis and forecasting at central banks around the world. This paper reviews recent advances in the estimation and evaluation of DSGE models,...

Persistent link: https://www.econbiz.de/10008859591