Narrow search
Showing 1 - 10 of 37
Cover Image
Too many shocks spoil the interpretation
Pagan, Adrian R.; Robinson, Tim - 2020
Persistent link: https://www.econbiz.de/10012225079
Cover Image
Discovering stars : problems in recovering latent variables from models
Buncic, Daniel; Pagan, Adrian R. - 2022
Persistent link: https://www.econbiz.de/10013478646
Cover Image
Issues in comparing stochastic volatility models using the deviance information criterion
Chan, Joshua; Grant, Angelia L. - 2014
Persistent link: https://www.econbiz.de/10011341989
Cover Image
Comparing hybrid time-varying parameter VARs
Chan, Joshua; Eisenstat, Eric - 2018
Persistent link: https://www.econbiz.de/10012202336
Cover Image
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo; Chan, Joshua; Cross, Jamie L. - 2018
Persistent link: https://www.econbiz.de/10012202537
Cover Image
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - 2018
Persistent link: https://www.econbiz.de/10012203994
Cover Image
A state space approach to evaluate multi-horizon forecasts
Goodwin, Thomas; Tian, Jing - 2017
Persistent link: https://www.econbiz.de/10011746840
Cover Image
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
Cover Image
The natural rate of interest in a nonlinear DSGE model
Hirose, Yasuo; Sunakawa, Takeki - 2017
Persistent link: https://www.econbiz.de/10011747745
Cover Image
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Chan, Joshua; Grant, Angelia L. - 2016
Persistent link: https://www.econbiz.de/10011756222