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Macroprudential regulation : a risk management approach
Dimitrov, Daniel; Wijnbergen, Sweder van - 2023
Persistent link: https://www.econbiz.de/10013539252
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Macroprudential regulation : a risk management approach
Dimitrov, Daniel; Wijnbergen, Sweder van - 2023
Persistent link: https://www.econbiz.de/10013502371
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Observation-driven filters for timeseries with stochastic trends and mixed causal non-causal dynamics
Blasques, Francisco; Koopman, Siem Jan; Mingoli, Gabriele - 2023
consistent with financial theory, for a decomposition of the time-series in trend and bubble components, and for meaningful real …
Persistent link: https://www.econbiz.de/10014380706