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Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut - In: Economics letters 195 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
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Factor-augmented vector autoregression with narrative identification : an application to monetary policy in the US
De Nora, Giorgia - In: Economics letters 229 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014456276
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Calibration and the volatility of labor : a cautionary note
Salyer, Kevin Duff - In: Economics letters 77 (2002) 2, pp. 265-269
Persistent link: https://www.econbiz.de/10001705617
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Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
Meyer-Gohde, Alexander; Neuhoff, Daniel - In: Economics letters 133 (2015), pp. 89-91
Persistent link: https://www.econbiz.de/10011432004
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Learning-by-doing and aggregate fluctuations : does the form of the accumulation technology matter?
Clarke, Andrew J. - In: Economics letters 92 (2006) 3, pp. 434-439
Persistent link: https://www.econbiz.de/10003373592
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Monopolistic competition, increasing returns to specialization and output persistence
Bénassy, Jean-Pascal - In: Economics letters 52 (1996) 2, pp. 187-191
Persistent link: https://www.econbiz.de/10001208404
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Variable capital utilization and investment shocks
Ejarque, João - In: Economics letters 65 (1999) 2, pp. 199-203
Persistent link: https://www.econbiz.de/10001416529
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Monopolistic competition, technology shocks, and aggregate fluctuations
Devereux, Michael B. - In: Economics letters 41 (1993) 1, pp. 57-61
Persistent link: https://www.econbiz.de/10001144002
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On the determinants of political polarization
Grechyna, Daryna - In: Economics letters 144 (2016), pp. 10-14
Persistent link: https://www.econbiz.de/10011617153
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A general equilibrium model of investor sentiment
Bottazzi, Giulio; Giachini, Daniele - In: Economics letters 218 (2022), pp. 1-3
Persistent link: https://www.econbiz.de/10013466435