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Panel forecasts of country-level Covid-19 infections

Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - In: Journal of econometrics 220 (2021) 1, pp. 2-22

Persistent link: https://www.econbiz.de/10012618232

A Bayesian chi-squared test for hypothesis testing

Li, Yong; Liu, Xiao-Bin; Yu, Jun - In: Journal of econometrics 189 (2015) 1, pp. 54-69

Persistent link: https://www.econbiz.de/10011502408

Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale

Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of econometrics 205 (2018) 1, pp. 140-155

Persistent link: https://www.econbiz.de/10012110246

Dynamic prediction pools : an investigation of financial frictions and forecasting performance

Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - In: Journal of econometrics 192 (2016) 2, pp. 391-405

Persistent link: https://www.econbiz.de/10011704724

Bayesian estimation of state space models using moment conditions

Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - In: Journal of econometrics 201 (2017) 2, pp. 198-211

Persistent link: https://www.econbiz.de/10011918691

On the determination of general scientific models

Gallant, A. Ronald (contributor); … - 2004 - This draft September 2004

Persistent link: https://www.econbiz.de/10003770545

A new approach to Bayesian hypothesis testing

Li, Yong; Zeng, Tao; Yu, Jun - In: Journal of econometrics 178 (2014) 1, pp. 602-612

Persistent link: https://www.econbiz.de/10010256849

Learning and Monetary Policy Shifts

Schorfheide, Frank - 2015

This paper estimates a dynamic stochastic equilibrium model in which agents use a Bayesian rule to learn about the state of monetary policy. Monetary policy follows a nominal interest rate rule that is subject to regime shifts. The following results are obtained. First, the author's policy...

Persistent link: https://www.econbiz.de/10013032845

On the complex relationship between different aspects of social capital and group loan repayment

Al-Azzam, Moh’d; Parmeter, Christopher F.; Sarangi, … - In: Economic modelling 90 (2020), pp. 92-107

Persistent link: https://www.econbiz.de/10012428036

Tempered particle filtering

Herbst, Edward P.; Schorfheide, Frank - In: Journal of econometrics 210 (2019) 1, pp. 26-44

Persistent link: https://www.econbiz.de/10012303367