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First and second order non-linear cointegration models
Lange, Theis - 2009
Persistent link: https://www.econbiz.de/10003849457
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Robust monetary policy with misspecified models : does model uncertainty always call for attenuated policy?
Tetlow, Robert; Von zur Mühlen, Peter - In: Journal of economic dynamics & control 25 (2001) 6/7, pp. 911-949
Persistent link: https://www.econbiz.de/10001571999
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Testing for international business cycles : A multilevel factor model with stochastic factor selection
Berger, Tino; Everaert, Gerdie; Pozzi, Lorenzo - In: Journal of economic dynamics & control 128 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012628242
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What to expect when you're calibrating : measuring the effect of calibration on the estimation of macroeconomic models
Iskrev, Nikolay - In: Journal of economic dynamics & control 99 (2019), pp. 54-81
Persistent link: https://www.econbiz.de/10012130799
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Model complexity and out-of-sample performance : evidence from S&P 500 index returns
Kaeck, Andreas; Rodrigues, Paulo Jorge Maurício; … - In: Journal of economic dynamics & control 90 (2018), pp. 1-29
Persistent link: https://www.econbiz.de/10011974016
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Blended identification in structural VARS
Carriero, Andrea; Marcellino, Massimiliano; Tornese, Tommaso - 2022
Persistent link: https://www.econbiz.de/10013426567
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Naive calibration
Antler, Yair; Bachi, Benjamin - 2022
Persistent link: https://www.econbiz.de/10013203256
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Using cost minimization to estimate markups
Doraszelski, Ulrich; Jaumandreu Balanzo, Jordi - 2019
Persistent link: https://www.econbiz.de/10012206527
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Market efficiency in the age of big data
Martin, Ian; Nagel, Stefan - 2019
Persistent link: https://www.econbiz.de/10012211562