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Is quantity theory still alive?
Teles, Pedro; Uhlig, Harald; Azevedo, João Valle e - In: The economic journal : the journal of the Royal … 126 (2016) 591, pp. 442-464
Persistent link: https://www.econbiz.de/10011481863
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Model-based vs. professional forecasts : implications for models with nominal rigidities
Azevedo, João Valle e; Jalles, João Tovar - In: Macroeconomic dynamics 21 (2017) 1, pp. 130-159
Persistent link: https://www.econbiz.de/10011686119
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Macroeconomic forecasting using low-frequency filters
Azevedo, João Valle e; Pereira, Ana - In: Oxford bulletin of economics and statistics 80 (2018) 1, pp. 39-64
Persistent link: https://www.econbiz.de/10011969542
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How can the government spending multiplier be small at the zero lower bound?
Ercolani, Valerio; Azevedo, João Valle e - In: Macroeconomic dynamics 23 (2019) 8, pp. 3457-3482
Persistent link: https://www.econbiz.de/10012166274
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The neutrality of nominal rates : how long is the long run?
Azevedo, João Valle e; Ritto, João; Teles, Pedro - In: International economic review 63 (2022) 4, pp. 1745-1777
Persistent link: https://www.econbiz.de/10013464707
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Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.; Koopman, Siem Jan; Ooms, Marius - In: Econometric reviews 35 (2016) 1/4, pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
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Estimating stochastic volatility models : a comparison of two importance samplers
Lee, Kai Ming (contributor); Koopman, Siem Jan (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 2
Persistent link: https://www.econbiz.de/10002651712
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Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel; Hillebrand, Eric; Koopman, Siem Jan - In: Energy economics 96 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
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Joint decomposition of business and financial cycles : evidence from eight advanced economies
Winter, Jasper de; Koopman, Siem Jan; Hindrayanto, Irma - In: Oxford bulletin of economics and statistics 84 (2022) 1, pp. 57-79
Persistent link: https://www.econbiz.de/10012818978
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Missing observations in observation-driven time series models
Blasques, F.; Gorgi, P.; Koopman, Siem Jan - In: Journal of econometrics 221 (2021) 2, pp. 542-568
Persistent link: https://www.econbiz.de/10012619249