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1
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Doz, Catherine
;
Giannone, Domenico
;
Reichlin, Lucrezia
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2007
Persistent link: https://www.econbiz.de/10003413769
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2
Exact present solution with consistent future approximation : a gridless algorithm to solve stochastic dynamics models
Den Haan, Wouter J.
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Kobielarz, Michal L.
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Rendahl, Pontus
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2015
Persistent link: https://www.econbiz.de/10011442792
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3
Adaptive state space models with applications to the business cycle and financial stress
Delle Monache, Davide
;
Petrella, Ivan
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Venditti, Fabrizio
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2016
Persistent link: https://www.econbiz.de/10011586667
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4
Price manipulation in the bitcom ecosystem
Gandal, Neil
;
Hamrick, J. T.
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Moore, Tyler
;
Oberman, Tali
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2017
Persistent link: https://www.econbiz.de/10011684924
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The great wars, the great crash, and the unit root hypothesis : some new evidence about an old stylized fact
Ben-David, Dan
;
Papell, David H.
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1994
Persistent link: https://www.econbiz.de/10000888934
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Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
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2008
Persistent link: https://www.econbiz.de/10003774002
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7
On the dynamics of hedge fund risk exposures
Patton, Andrew J.
;
Ramadorai, Tarun
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2010
Persistent link: https://www.econbiz.de/10003969312
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8
The time-varying systematic risk of carry trade strategies
Christiansen, Charlotte
;
Ranaldo, Angelo
;
Söderlind, Paul
-
2009
Persistent link: https://www.econbiz.de/10003875726
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Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
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2013
Persistent link: https://www.econbiz.de/10009734264
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10
Does a currency union affect trade? : the time series evidence
Glick, Reuven
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2001
Persistent link: https://www.econbiz.de/10013423469
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