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Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan; Cuba-Borda, Pablo; Higa-Flores, Kenji - 2020
Persistent link: https://www.econbiz.de/10012314239
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Density forecasts of inflation : a quantile regression forest approach
Lenza, Michele; Moutachaker, Ines; Paredes, Joan - 2023
Persistent link: https://www.econbiz.de/10014328189
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Estimating nonlinear heterogeneous agents models with neural networks
Kase, Hanno; Melosi, Leonardo; Rottner, Matthias - 2022
Persistent link: https://www.econbiz.de/10013263361
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Correlation risk, strings and asset prices
Mele, Antonio; Distaso, Walter; Vilkov, Grigory - 2019
Persistent link: https://www.econbiz.de/10012181112
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Price dividend ratio and long-run stock returns : a score driven state space model
Delle Monache, Davide; Petrella, Ivan; Venditti, Fabrizio - 2019
Persistent link: https://www.econbiz.de/10012205777
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Forecasting in the presence of instabilities : how do we know whether models predict well and how to improve them
Rossi, Barbara - 2020
Persistent link: https://www.econbiz.de/10012214103
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Forecasting US inflation using bayesian nonparametric models
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2023
Persistent link: https://www.econbiz.de/10014326677
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Modelling the term structure with trends in yields and cycles in excess returns
Favero, Carlo A.; Fernandez-Fuertes, Ruben - 2023
Persistent link: https://www.econbiz.de/10014422591
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High dimensional factor models with an application to mutual fund characteristics
Lettau, Martin - 2022
Persistent link: https://www.econbiz.de/10012887586
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Macroeconomic forecasting in a multi-country context
Bai, Yu; Carriero, Andrea; Clark, Todd E.; Marcellino, … - 2022
Persistent link: https://www.econbiz.de/10012806332