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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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Structural scenario analysis and stress testing with vector autoregressions
Antolín-Díaz, Juan; Petrella, Ivan; Rubio-Ramírez, … - 2017
Persistent link: https://www.econbiz.de/10011760772
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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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Estimating hysteresis effects
Furlanetto, Francesco; Lepetit, Antoine; Robstad, Ørjan; … - 2021
Persistent link: https://www.econbiz.de/10012745246
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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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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
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Inference based on SVARs identied with sign and Zero restrictions : theory and applications
Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; … - 2013
Persistent link: https://www.econbiz.de/10011664562
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Perturbation methods for Markov-switching DSGE models
Foerster, Andrew; Rubio-Ramírez, Juan Francisco; … - 2013
Persistent link: https://www.econbiz.de/10011664564
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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