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Visualizing the invisible : estimating the New Keynesian output gap via a Bayesian approach
Willems, Tim - 2009
Persistent link: https://www.econbiz.de/10003874408
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Visualizing the invisible : estimating the New Keynesian output gap via a Bayesian approach
Willems, Tim - 2010
As both the natural level of output and the New Keynesian output gap cannot be observed in practice, there is quite some debate on the question how these variables look like in practice. Rather than taking the standard approach of using a time trend or the HP-filter to obtain estimates of these...
Persistent link: https://www.econbiz.de/10011378920
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Penalized indirect inference
Blasques, Francisco; Duplinskiy, Artem - 2015
economic theory. Bayesian methods have become increasingly popular as a tool for conducting inference on structural models …
Persistent link: https://www.econbiz.de/10010464781
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Priors, posterior odds and Lagrange multiplier statistics in Bayesian analyses of cointegration
Kleibergen, Frank; Paap, Richard - 1997
Persistent link: https://www.econbiz.de/10000952475
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Bayesian analysis of ARMA models using noninformative priors
Kleibergen, Frank; Hoek, Henk - 1997
Persistent link: https://www.econbiz.de/10000952481
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Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000952484
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Equality restricted random variables : densities and sampling algorithms
Kleibergen, Frank - 1997
Persistent link: https://www.econbiz.de/10000953441
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Using a bootstrap method to choose the sample fraction in tail index estimation
Daníelsson, Jón (contributor) - 1997
Persistent link: https://www.econbiz.de/10000953451
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Experimental studies of signaling games
Winden, Frans A. A. M. van - 1997
Persistent link: https://www.econbiz.de/10000956144