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On adjusting the HP-Filter for the frequency of observations
Ravn, Morten O. - 2001
Persistent link: https://www.econbiz.de/10013423461
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Putting things in order : patterns of trade dynamics and macroeconomics
Feenstra, Robert C. - 1997
Persistent link: https://www.econbiz.de/10013422334
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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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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003976664
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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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Bridging DSGE models and the raw data
Canova, Fabio - 2013
Persistent link: https://www.econbiz.de/10009734278
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Gravity equations : workhorse, toolkit, and cookbook
Head, Keith; Mayer, Thierry - 2013
Persistent link: https://www.econbiz.de/10009715083
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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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Joint confidence sets for structual impulse responses
Inoue, Atsushi; Kilian, Lutz - 2014
Persistent link: https://www.econbiz.de/10010363307
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Estimating overidentified, non-recursive, time varying coefficients structural vars
Canova, Fabio; Forero, Fernando J. Pèrez - 2014
Persistent link: https://www.econbiz.de/10010382052