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1
Temporal aggregation bias in stock-flow models
Burdett, Kenneth
;
Coles, Melvyn Glyn
;
Ours, Jan C. van
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1994
Persistent link: https://www.econbiz.de/10000887465
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2
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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3
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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4
Bridging DSGE models and the raw data
Canova, Fabio
-
2013
Persistent link: https://www.econbiz.de/10009734278
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5
Gravity equations : workhorse, toolkit, and cookbook
Head, Keith
;
Mayer, Thierry
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2013
Persistent link: https://www.econbiz.de/10009715083
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6
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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7
Joint confidence sets for structual impulse responses
Inoue, Atsushi
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010363307
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8
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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9
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
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10
Gaussian mixture approximations of impulse responses and the non-linear effects of monetary shocks
Barnichon, Régis
;
Matthes, Christian
-
2016
Persistent link: https://www.econbiz.de/10011524293
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