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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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Vector autoregressions with parsimoniously time varying parameters and an application to monetary policy
Callot, Laurent; Kristensen, Johannes Tang - 2014
Persistent link: https://www.econbiz.de/10010425547
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The New Keynesian model and bond yields
Andreasen, Martin Møller - 2021
Persistent link: https://www.econbiz.de/10012433979
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Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation
Asgharian, Hossein; Christiansen, Charlotte; Gupta, Rangan - 2016
Persistent link: https://www.econbiz.de/10011541711
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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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On a numerical and graphical technique for evaluating some models involving rational expectations
Johansen, Søren; Swensen, Anders Rygh - 2009
Persistent link: https://www.econbiz.de/10003849547
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Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - 2010
Persistent link: https://www.econbiz.de/10003934481
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Likelihood inference for a fractionally conitegrated vector autoregressive model
Johansen, Søren; Nielsen, Morten Ørregaard - 2010
Persistent link: https://www.econbiz.de/10003968441
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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