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Effects of US monetary policy shocks during financial crises : a threshold vector autoregression approach
Fry-McKibbin, Renée
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Zheng, Jasmine
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2016
Persistent link: https://www.econbiz.de/10011756827
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Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
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2015
Persistent link: https://www.econbiz.de/10011341627
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3
Modelling inflation volatility
Eisenstat, Eric
;
Strachan, Rodney W.
-
2014
Persistent link: https://www.econbiz.de/10011341971
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4
Issues in comparing stochastic volatility models using the deviance information criterion
Chan, Joshua
;
Grant, Angelia L.
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2014
Persistent link: https://www.econbiz.de/10011341989
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5
Adaptive forcasting in the presence of recent and ongoing structural change
Giraitis, Liudas
;
Kapetanios, George
;
Price, Simon
-
2012
Persistent link: https://www.econbiz.de/10009561176
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6
Modifying Gaussian term structure models when interest rates are near the zero lower bound
Krippner, Leo
-
2012
Persistent link: https://www.econbiz.de/10009561215
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7
Identifying new shocks with forecast data
Hirose, Yasuo
;
Kurozumi, Takushi
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2012
Persistent link: https://www.econbiz.de/10009561233
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8
Matching efficiency and business cycle fluctuations
Furlanetto, Francesco
;
Groshenny, Nicolas
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2012
Persistent link: https://www.econbiz.de/10009562389
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9
Sales, inventories, and real interest rates : a century of stylized facts
Benati, Luca
;
Lubik, Thomas A.
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2012
Persistent link: https://www.econbiz.de/10009562436
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10
Modifying Gaussian term structure models when interest rates are near the zero lower bound
Krippner, Leo
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2011
Persistent link: https://www.econbiz.de/10009405654
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