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Estimating U.S. monetary policy shocks using a factor-augmented vector autoregression : an EM algorithm apporach
Bork, Lasse - 2009
Persistent link: https://www.econbiz.de/10003849520
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Identification of macroeconomic factors in large panels
Bork, Lasse; Dewachter, Hans; Houssa, Romain - 2009
Persistent link: https://www.econbiz.de/10003883594
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The Taylor rule and "opportunistic" monetary policy
Bunzel, Helle; Enders, Walter - 2010
Persistent link: https://www.econbiz.de/10003926077
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Forecasting with universal approximators and a learning algorithm
Bredahl Kock, Anders - 2009
Persistent link: https://www.econbiz.de/10003849546
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Tails, fears and risk premia
Bollerslev, Tim; Todorov, Viktor - 2009
Persistent link: https://www.econbiz.de/10003849565
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Estimation of jump tails
Bollerslev, Tim; Todorov, Viktor - 2010
Persistent link: https://www.econbiz.de/10003959796
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Forecasting autoregressive time series under changing persistence
Kruse, Robinson - 2010
Persistent link: https://www.econbiz.de/10003988288
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The model confidence set
Hansen, Peter Reinhard; Lunde, Asger; Nason, James Michael - 2010
Persistent link: https://www.econbiz.de/10008780026
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Forecasting covariance matrices : a mixed frequency approach
Halbleib, Roxana; Voev, Valeri - 2011
Persistent link: https://www.econbiz.de/10008807445
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Level shifts in volatility and the implied-realized volatility relation
Christensen, Bent Jesper; Santucci de Magistris, Paolo - 2010
Persistent link: https://www.econbiz.de/10008651637