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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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Structural VARs, deterministic and stochastic trends : does detrending matter?
Varang Wiriyawit; Wong, Benjamin - 2014
Persistent link: https://www.econbiz.de/10011341994
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Underidentied SVAR models : a framework for combining short and long-run restrictions with sign-restrictions
Binning, Andrew - 2013
Persistent link: https://www.econbiz.de/10009751555
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Interactions between Eurozone and US booms and busts : a Bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10009786985
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Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric; Chan, Joshua; Strachan, Rodney W. - 2014
Persistent link: https://www.econbiz.de/10010348808
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Efficient perturbation methods for solving regime-switching DSGE models
Maih, Junior - 2015
Persistent link: https://www.econbiz.de/10010507823
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Modelling breaks and clusters in the steady states of macroeconomic variables
Chan, Joshua C. C.; Koop, Gary - 2012
Persistent link: https://www.econbiz.de/10009561206
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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 anatomy of small open economy trends
Görtz, Christoph; Theodoridis, Konstantinos; … - 2022
Persistent link: https://www.econbiz.de/10012878884
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An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua; Jacobi, Liana; Zhu, Dan - 2019
Persistent link: https://www.econbiz.de/10012223998