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Chan, Joshua
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1
Nowcasting "true" monthly US GDP during the pandemic
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012585908
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2
Composite likelihood methods for large
Bayesian
VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
;
Hou, Chenghan
;
Koop, Gary
-
2018
Persistent link: https://www.econbiz.de/10012202274
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3
Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2017
-
Revised version
Persistent link: https://www.econbiz.de/10011746888
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4
Parameter bias in an estimated DSGE model : does
nonlinearity
matter?
Hirose, Yasuo
;
Sunakawa, Takeki
-
2015
Persistent link: https://www.econbiz.de/10011758109
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5
The natural rate of interest in a nonlinear DSGE model
Hirose, Yasuo
;
Sunakawa, Takeki
-
2017
Persistent link: https://www.econbiz.de/10011747745
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6
Household indebtedness and the macroeconomic effects of tax changes
Choi, Sangyup
;
Shin, Junhyeok
-
2022
Persistent link: https://www.econbiz.de/10013478658
Saved in:
7
Fast computation of the deviance information criterion for latent variable models
Chan, Joshua
;
Grant, Angelia L.
-
2014
Persistent link: https://www.econbiz.de/10010244614
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8
Will the real eigensystem VAR please stand up? : a univariate primer
Krippner, Leo
-
2019
Persistent link: https://www.econbiz.de/10012223627
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9
Variational
Bayesian
inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012223665
Saved in:
10
An automated prior robustness analysis in
Bayesian
model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012223998
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