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Nowcasting GDP growth for small open economies with a mixed-frequency structural model
Yau, Ruey; Hueng, C. James - In: Computational economics 54 (2019) 1, pp. 177-198
Persistent link: https://www.econbiz.de/10012134110
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DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and T errors
Chib, Siddhartha; Shin, Minchul; Tan, Fei - In: Computational economics 61 (2023) 1, pp. 69-111
Persistent link: https://www.econbiz.de/10014228405
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Asset market volatility and New Keynesian macroeconomics : a game-theoretic approach
Cho, Namun; Jang, Tae-Seok - In: Computational economics 54 (2019) 1, pp. 245-266
Persistent link: https://www.econbiz.de/10012134144
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Forecasting with second-order approximations and Markov-switching DSGE models
Ivashchenko, Sergey; Çekin, Semih Emre; Kotzé, Kevin; … - In: Computational economics 56 (2020) 4, pp. 747-771
Persistent link: https://www.econbiz.de/10012390465
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Volatility modeling by asymmetrical quadratic effect with diminishing marginal impact
Huang, Alex - In: Computational economics 37 (2011) 3, pp. 301-330
Persistent link: https://www.econbiz.de/10008902921
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An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models
Li, Yong; Ni, Zhongxin; Zhang, Jie - In: Computational economics 37 (2011) 3, pp. 237-248
Persistent link: https://www.econbiz.de/10008902927
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Different approaches to forecast interval time series : a comparison in finance
Arroyo, Javier; Espínola, Rosa; Maté, Carlos - In: Computational economics 37 (2011) 2, pp. 169-191
Persistent link: https://www.econbiz.de/10008902936
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Equilibrium information acquisition, prediction abilities and asset prices
Guo, Wen-chung; Guu, Sy-Ming; Chang, Ting-yun - In: Computational economics 37 (2011) 1, pp. 89-111
Persistent link: https://www.econbiz.de/10008902940
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A long memory model with normal mixture GARCH
Cheung, Yin-Wong; Chung, Sang-Kuck - In: Computational economics 38 (2011) 4, pp. 517-539
Persistent link: https://www.econbiz.de/10009356868
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Can endogenous participation explain price volatility? : evidence from an agent-based cobweb model
Colucci, Domenico; Valori, Vincenzo - In: Computational economics 38 (2011) 3, pp. 425-437
Persistent link: https://www.econbiz.de/10009357276