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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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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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The Taylor rule and "opportunistic" monetary policy
Bunzel, Helle; Enders, Walter - 2010
Persistent link: https://www.econbiz.de/10003926077
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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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Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard; Timmermann, Allan - 2012
Persistent link: https://www.econbiz.de/10009660753
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Choice of sample split in out-of-sample forecast evaluation
Hansen, Peter Reinhard; Timmermann, Allan - 2012
Persistent link: https://www.econbiz.de/10009660807
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Long and short memory in dynamic term structure models
Huseynov, Salman - 2021 - This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
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Origins of mutual fund skill : market versus accounting based asset pricing anomalies
Christiansen, Charlotte; Xing, Ran; Xu, Yue - 2020 - This version: December 3, 2020
Persistent link: https://www.econbiz.de/10012433903
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Temperature anomalies, long memory, and aggregation
Vera-Valdés, J. Eduardo - 2020
Persistent link: https://www.econbiz.de/10012433973
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The New Keynesian model and bond yields
Andreasen, Martin Møller - 2021
Persistent link: https://www.econbiz.de/10012433979