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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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An auxiliary particle filter for nonlinear dynamic equilibrium models
Yang, Yuan; Wang, Lu - In: Economics letters 144 (2016), pp. 112-114
Persistent link: https://www.econbiz.de/10011617229
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A new approach to multi-step forecasting using dynamic stochastic general equilibrium models
Kapetanios, George; Price, Simon; Theodoridis, Konstantinos - In: Economics letters 136 (2015), pp. 237-242
Persistent link: https://www.econbiz.de/10011436166
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Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah; Koop, Gary; Poon, Aubrey - In: Economics letters 191 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
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VARMA representation of DSGE models
Morris, Stephen D. - In: Economics letters 138 (2016), pp. 30-33
Persistent link: https://www.econbiz.de/10011615439
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On weak identification in structural VARMA models
Yao, Wenying; Kam, Timothy; Vahid, Farshid - In: Economics letters 156 (2017), pp. 1-6
Persistent link: https://www.econbiz.de/10011822327
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Estimating the cumulative rate of SARS-CoV-2 infection
Bollinger, Christopher R.; Hasselt, Martijn van - In: Economics letters 197 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012511165
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Regime shifts and the Canada/US exchange rate in a multivariate framework
Beckmann, Joscha; Czudaj, Robert - In: Economics letters 123 (2014) 2, pp. 206-211
Persistent link: https://www.econbiz.de/10010400293
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A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune; Österholm, Pär - In: Economics letters 197 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
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Has the FED Fallen behind the Curve? : evidence from VAR models
Conti, Antonio M. - In: Economics letters 159 (2017), pp. 164-168
Persistent link: https://www.econbiz.de/10011903489