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Monetary policy regime shifts under the zero lower bound : an application of a stochastic rational expectations equilibrium to a Markov switching DSGE model
Iiboshi, Hirokuni - In: Economic modelling 52 (2016), pp. 186-205
Persistent link: https://www.econbiz.de/10011645621
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Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie; Poon, Aubrey - In: Economic modelling 58 (2016), pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
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Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling; Lou, Zhusheng - In: Economic modelling 123 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
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Parameter identification in mixed Brownian-fractional Brownian motions using Powell's optimization algorithm
Zhang, Pu; Sun, Qi; Xiao, Wei-lin - In: Economic modelling 40 (2014), pp. 314-319
Persistent link: https://www.econbiz.de/10010425614
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Dynamic mean-variance portfolio selection with liability and stochastic interest rate
Chang, Hao - In: Economic modelling 51 (2015), pp. 172-182
Persistent link: https://www.econbiz.de/10011475878
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Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei; Lu, Jiejun; Ching, Wai Ki; Siu, Tak Kuen - In: Economic modelling 66 (2017), pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
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Solving dynamic stochastic models with multiple occasionally binding constraints
Guerra Vallejos, Ernesto; Bobenrieth Hochfarber, Eugenio; … - In: Economic modelling 105 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013367160
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Financial market frictions in a model of the euro area
Lombardo, Giovanni; McAdam, Peter - In: Economic modelling 29 (2012) 6, pp. 2460-2485
Persistent link: https://www.econbiz.de/10009673676
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A new energy model to capture the behavior of energy price processes
Xu, Weijun; Sun, Qi; Xiao, Weilin - In: Economic modelling 29 (2012) 5, pp. 1585-1591
Persistent link: https://www.econbiz.de/10009667202
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How important are automatic stabilisers in Europe? : A stochastic simulation assessment
Barrell, Ray; Pina, Álvaro Manuel - In: Economic modelling 21 (2004) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10001857814