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Large vector autoregressions with stochastic volatility and flexible priors
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2016
Persistent link: https://www.econbiz.de/10011549652
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Using entropic tilting to combine BVAR forecasts with external nowcasts
Krueger, Fabian; Clark, Todd E.; Ravazzolo, Francesco - 2014
Persistent link: https://www.econbiz.de/10010497134
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A unified framework to estimate macroeconomic stars
Zaman, Saeed - 2021 - This version: October 10, 2021
Persistent link: https://www.econbiz.de/10012694862
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A unified framework to estimate macroeconomic stars
Zaman, Saeed - 2022 - This version: July 31, 2022
Persistent link: https://www.econbiz.de/10013375506
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Heterogeneity and aggregate fluctuations
Chang, Minsu; Chen, Xiaohong; Schorfheide, Frank - 2021
Persistent link: https://www.econbiz.de/10012515882
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A hitchhiker guide to empirical macro models
Canova, Fabio; Ferroni, Filippo - 2020
Persistent link: https://www.econbiz.de/10012321243
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Individual discount rates : a meta-analysis of experimental evidence
Matousek, Jindrich; Havránek, Tomáš; Havránková, Zuzana - 2021
Persistent link: https://www.econbiz.de/10012417660
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Identification versus misspecification in new keynesian monetary policy models
Lindé, Jesper; Laséen, Stefan; Ratto, Marco - 2019
Persistent link: https://www.econbiz.de/10012060953
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Dealing with misspecification in structural macroeconometric models
Canova, Fabio; Matthes, Christian - 2019
Persistent link: https://www.econbiz.de/10012102038
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Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions
Baumeister, Christiane; Hamilton, James D. - 2020
Persistent link: https://www.econbiz.de/10012196352