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Endogenous monetary policy regimes and the great moderation
Galvão, Ana Beatriz C.; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003976656
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Nonlinearities in the oil price-output relationship
Kilian, Lutz; Vigfusson, Robert J. - 2011
Persistent link: https://www.econbiz.de/10008859151
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Approximating time varying structural models with time invariant structures
Canova, Fabio; Ferroni, Filippo; Matthes, Christian - 2015
Persistent link: https://www.econbiz.de/10011391930
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Sign restrictions, structural vector autoregressions, and useful prior information
Baumeister, Christiane; Hamilton, James D. - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 5, pp. 1963-1999
Persistent link: https://www.econbiz.de/10011417080
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Are small scale vars useful for business cycle analysis? : revisiting non-fundamentalness
Canova, Fabio; Sahneh, Mehdi Hamidi - 2016
Persistent link: https://www.econbiz.de/10011437217
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Time series econometrics
Neusser, Klaus - 2016
Persistent link: https://www.econbiz.de/10011485298
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Structural VARs, deterministic and stochastic trends : how much detrending matters for shock identification
Varang Wiriyawit; Wong, Benjamin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 2, pp. 141-157
Persistent link: https://www.econbiz.de/10011507446
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Sign restrictions, structural vector autoregressions, and useful prior information
Baumeister, Christiane; Hamilton, James D. - 2014
Persistent link: https://www.econbiz.de/10010467592
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How good are out of sample forecasting tests on DSGE models?
Minford, Patrick; Xu, Yongdeng; Zhou, Peng - 2014
Persistent link: https://www.econbiz.de/10010409089
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Inference about non-identified SVARs
Giacomini, Raffaella; Kitagawa, Toru - 2014
Persistent link: https://www.econbiz.de/10010465647