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Have exchange rates become more closely tied? : Evidence from a new multivariate GARCH model

Klaassen, Franc - 1999

Persistent link: https://www.econbiz.de/10000168325

Preparing for a Pandemic : Accelerating Vaccine Availability

Ahuja, Amrita; Athey, Susan; Baker, Arthur; Budish, Eric B. - National Bureau of Economic Research - 2021

Vaccinating the world's population quickly in a pandemic has enormous health and economic benefits. We analyze the …

Persistent link: https://www.econbiz.de/10012482707

Statistical algorithms for models in state space using SsfPack 2.2

Koopman, Siem Jan; Shephard, Neil G.; Doornik, Jurgen A. - 1998

Persistent link: https://www.econbiz.de/10000167948

Fast filtering and smoothing for multivariate state space models

Koopman, Siem Jan; Durbin, James - 1998

Persistent link: https://www.econbiz.de/10000981433

Improving GARCH volatility forecasts

Klaassen, Franc - 1998

Persistent link: https://www.econbiz.de/10000986444

Incomplete panels and selection bias : a survey

Verbeek, Marno; Nijman, Theodore E. - 1992

Persistent link: https://www.econbiz.de/10000834351

Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives

Durbin, James; Koopman, Siem Jan - 1998

Persistent link: https://www.econbiz.de/10000998337

Minimum MSE estimation of a regression model with fixed effects from a series of cross sections

Verbeek, Marno; Nijman, Theodore E. - 1992 - Rev

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Two-step estimation of simultaneous equation panel data models with censored endogenous variables

Vella, Francis; Verbeek, Marno - 1994

Persistent link: https://www.econbiz.de/10000894085

Liquidity, Liquidity Everywhere, Not a Drop to Use - Why Flooding Banks with Central Bank Reserves May Not Expand Liquidity

Acharya, Viral V.; Rajan, Raghuram Govind - National Bureau of Economic Research - 2022

Central bank balance sheet expansion is financed by commercial banks. It involves not just a substitution of liquid central bank reserves for other assets held by commercial banks, but also a counterpart alteration in commercial bank liabilities, such as in short-term deposits issued to finance...

Persistent link: https://www.econbiz.de/10012814455