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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
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Analyzing strongly periodic series in the frequency domain : a comparison of alternative approaches with applications
Artis, Michael J.; Clavel, Jose Garcia; Hoffmann, Mathias; … - 2007
Persistent link: https://www.econbiz.de/10003574540
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The European Business Cycle
Artis, Michael J. - 1999
Persistent link: https://www.econbiz.de/10013422871
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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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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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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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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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Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - 2014
Persistent link: https://www.econbiz.de/10010416755
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Long-run bulls and bears
Albuquerque, Rui; Eichenbaum, Martin S.; Papanikolaou, … - 2015
Persistent link: https://www.econbiz.de/10010483549
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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