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Nonlinearity in deviations from uncovered interest parity : an explanation of the forward bias puzzle
Sarno, Lucio; Valente, Giorgio; Leon, Hyginus - 2006
Persistent link: https://www.econbiz.de/10003310568
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Testing a model of the UK by the method of indirect inference
Meenagh, David; Minford, Patrick; Theodoridis, Konstantinos - 2008
Persistent link: https://www.econbiz.de/10003728832
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The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller; Villaverde, Jesús … - 2013
Persistent link: https://www.econbiz.de/10009745582
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Macroeconomic forecasting during the great recession : the return of non-linearity?
Ferrara, Laurent; Marcellino, Massimiliano; Mogliani, Matteo - 2013
Persistent link: https://www.econbiz.de/10009715172
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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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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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On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena - 2016
Persistent link: https://www.econbiz.de/10011521697
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Should we use linearized models to calculate fiscal multipliers?
Lindé, Jesper; Trabandt, Mathias - 2017
Persistent link: https://www.econbiz.de/10011821234
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Currency crisis, sunspots and Markov-switching regimes
Jeanne, Olivier; Masson, Paul - 1998
Persistent link: https://www.econbiz.de/10000680182
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Unemployment persistence : does the size of the shock matter?
Bianchi, Marco; Gylfi Zoega - 1994
Persistent link: https://www.econbiz.de/10000673527