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Bayesian analysis of boundary and nearboundary evidence in econometric models with reduced rank
Basturk, Nalan; Hoogerheide, Lennart; Dijk, Herman K. van - 2017
Persistent link: https://www.econbiz.de/10011708511
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Applying flexible parameter restrictions in Markov-Switching vector autoregression models
Binning, Andrew; Maih, Junior - 2015
Persistent link: https://www.econbiz.de/10011410311
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The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren; Nielsen, Bent - 2016
Persistent link: https://www.econbiz.de/10011524568
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Implementing the zero lower bound in an estimated regime-switching DSGE model
Binning, Andrew; Maih, Junior - 2016
Persistent link: https://www.econbiz.de/10011449725
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Using low frequency information for predicting high frequency variables
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - 2015
Persistent link: https://www.econbiz.de/10011391720
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Forecasting commodity currencies : the role of fundamentals with short-lived predictive content
Foroni, Claudia; Ravazzolo, Francesco; Ribeiro, Pinho J. - 2015
Persistent link: https://www.econbiz.de/10011391725
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Output gap, monetary policy trade-offs and financial frictions
Furlanetto, Francesco; Gelain, Paolo; Taheri Sanjani, Marzie - 2017
Persistent link: https://www.econbiz.de/10011661857
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Constrained optimization approaches to estimation of structural models : comment
Iskhakov, Fedor; Lee, Jinhyuk; Rust, John; Schjerning, … - 2015
Persistent link: https://www.econbiz.de/10010501993
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Euler equation estimation : children and credit constraints
Jørgensen, Thomas H. - 2014
Persistent link: https://www.econbiz.de/10010418933
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Times series : cointegration
Johansen, Søren - 2014
Persistent link: https://www.econbiz.de/10010418934