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Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - 2013
Persistent link: https://www.econbiz.de/10011664565
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Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - 2014
Persistent link: https://www.econbiz.de/10011661491
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Bayesian estimation of epidemiological models : methods, causality, and policy trade-offs
Arias, Jonas E.; Fernández-Villaverde, Jesús; … - 2021
Persistent link: https://www.econbiz.de/10012792594
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MEDEA: a DSGE model for the Spanish economy
Burriel, Pablo; Fernández-Villaverde, Jesús; … - 2009
Persistent link: https://www.econbiz.de/10011675170
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The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller; Fernández-Villaverde, Jesús; … - 2016
Persistent link: https://www.econbiz.de/10011661488
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Dividend momentum and stock return predictability : a Bayesian approach
Petrella, Ivan; Antolín-Díaz, Juan; … - 2021
Persistent link: https://www.econbiz.de/10012704972
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Estimating hysteresis effects
Furlanetto, Francesco; Lepetit, Antoine; Robstad, Ørjan; … - 2021
Persistent link: https://www.econbiz.de/10012745246
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Narrative sign restrictions for SVARs
Antolín-Díaz, Juan; Rubio-Ramírez, Juan Francisco - 2017 - This draft: December 12, 2016
Persistent link: https://www.econbiz.de/10011700688
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Can international macroeconomic models explain low-frequency movements of real exchange rates?
Rabanal, Pau; Rubio-Ramírez, Juan Francisco - 2015
Persistent link: https://www.econbiz.de/10011663979
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The systematic component of monetary policy in SVARs : an agnostic identification procedure
Arias, Jonas E.; Caldara, Dario; Rubio-Ramírez, Juan … - 2014
Persistent link: https://www.econbiz.de/10011664403