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Structural and reduced approaches of the equilibrium rate of unemployment, a comparison between France and the United States
Heyer, Eric; Reynés, Frédéric; Sterdyniak, Henri - In: Economic modelling 24 (2007) 1, pp. 42-65
Persistent link: https://www.econbiz.de/10003408605
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A closed form multivariate linear filter
Boadway, Robin W.; Vitek, Francis - 2018
This paper considers the problem of jointly decomposing a set of time series variables into cyclical and trend components, subject to sets of stochastic linear restrictions among these cyclical and trend components. We derive a closed form solution to an ordinary problem featuring homogeneous...
Persistent link: https://www.econbiz.de/10011978601
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Is the slope of the Phillips curve time-varying? : evidence from unobserved components models
Fu, Bowen - In: Economic modelling 88 (2020), pp. 320-340
Persistent link: https://www.econbiz.de/10012417237
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Revisiting the inflation-output gap relationship for France using a wavelet transform approach
Tiwari, Aviral Kumar; Oros, Cornel; Albulescu, Claudiu … - In: Economic modelling 37 (2014), pp. 464-475
Persistent link: https://www.econbiz.de/10010417628
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A time-varying Phillips curve with global factors : are global factors important?
Kabundi, Alain; Poon, Aubrey; Wu, Ping - In: Economic modelling 126 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014462575
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Econometric issues in the estimation of the natural rate of interest
Buncic, Daniel - In: Economic modelling 132 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014547947
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Intervention analysis based on exponential smoothing methods : applications to 9/11 and COVID-19 effects
Seong, Byeongchan; Lee, Kiseop - In: Economic modelling 98 (2021), pp. 290-301
Persistent link: https://www.econbiz.de/10012793898
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A century of gaps : untangling business cycles from secular trends
Constantinescu, Mihnea; Nguyen, Anh D. M. - In: Economic modelling 100 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012795846
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The macroeconomic drivers in hedge fund beta management
Lambert, Marie; Platania, Federico - In: Economic modelling 91 (2020), pp. 65-80
Persistent link: https://www.econbiz.de/10012429017
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Smoothing and forecasting mixed-frequency time series with vector exponential smoothing models
Seong, Byeongchan - In: Economic modelling 91 (2020), pp. 463-468
Persistent link: https://www.econbiz.de/10012429116