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1
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
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2010
Persistent link: https://www.econbiz.de/10003976664
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2
Path forecast evaluation
Jordà, Òscar
;
Marcellino, Massimiliano
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2008
Persistent link: https://www.econbiz.de/10003773998
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3
Out-of-sample forecast tests robust to the choice of window size
Inoue, Atsushi
;
Rossi, Barbara
-
2011
Persistent link: https://www.econbiz.de/10009310117
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4
Temporal aggregation bias in stock-flow models
Burdett, Kenneth
;
Coles, Melvyn Glyn
;
Ours, Jan C. van
-
1994
Persistent link: https://www.econbiz.de/10000887465
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5
Choosing the variable to estimate singular DSGE models
Canova, Fabio
;
Ferroni, Filippo
;
Ciccarelli, Matteo
-
2013
Persistent link: https://www.econbiz.de/10009734276
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6
Bridging DSGE models and the raw data
Canova, Fabio
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2013
Persistent link: https://www.econbiz.de/10009734278
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7
Gravity equations : workhorse, toolkit, and cookbook
Head, Keith
;
Mayer, Thierry
-
2013
Persistent link: https://www.econbiz.de/10009715083
Saved in:
8
Tractable latent state filtering for non-linear DSGE models using a second-order approximation
Kollmann, Robert
-
2013
Persistent link: https://www.econbiz.de/10009759742
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9
Joint confidence sets for structual impulse responses
Inoue, Atsushi
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010363307
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10
Estimating overidentified, non-recursive, time varying coefficients structural vars
Canova, Fabio
;
Forero, Fernando J. Pèrez
-
2014
Persistent link: https://www.econbiz.de/10010382052
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