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Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan
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Cuba-Borda, Pablo
;
Higa-Flores, Kenji
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2020
Persistent link: https://www.econbiz.de/10012314239
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2
Density forecasts of inflation : a quantile regression forest approach
Lenza, Michele
;
Moutachaker, Ines
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Paredes, Joan
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2023
Persistent link: https://www.econbiz.de/10014328189
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3
Estimating nonlinear heterogeneous agents models with neural networks
Kase, Hanno
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Melosi, Leonardo
;
Rottner, Matthias
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2022
Persistent link: https://www.econbiz.de/10013263361
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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
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2019
Persistent link: https://www.econbiz.de/10012205777
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High dimensional factor models with an application to mutual fund characteristics
Lettau, Martin
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2022
Persistent link: https://www.econbiz.de/10012887586
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6
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10012806332
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7
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
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2020
Persistent link: https://www.econbiz.de/10012253930
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8
LM tests for joint breaks in the dynamics and level of a long-memory time series
Dolado, Juan J.
;
Rachinger, Heiko
;
Velasco, Carlos
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2020
Persistent link: https://www.econbiz.de/10012321115
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Gaussian process vector autoregressions and macroeconomic uncertainty
Hauzenberger, Niko
;
Huber, Florian
;
Marcellino, Massimiliano
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2022
Persistent link: https://www.econbiz.de/10013426600
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Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano
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Pfarrhofer, Michael
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2024
Persistent link: https://www.econbiz.de/10014520837
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