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Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu - In: Economics letters 190 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
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Comparing hybrid time-varying parameter VARs
Chan, Joshua; Eisenstat, Eric - In: Economics letters 171 (2018), pp. 1-5
Persistent link: https://www.econbiz.de/10012021809
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Does US partisan conflict matter for the Euro area?
Cheng, Chak Hung Jack; Hankins, William B.; Chiu, Ching … - In: Economics letters 138 (2016), pp. 64-67
Persistent link: https://www.econbiz.de/10011615495
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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
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Discrete-response state space models with conditional heteroscedasticity : an application to forecasting the federal funds rate target
Dimitrakopoulos, Stefanos; Dey, Dipak - In: Economics letters 154 (2017), pp. 20-23
Persistent link: https://www.econbiz.de/10011810690
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Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic model
Dueker, Michael - In: Economics letters 93 (2006) 1, pp. 58-62
Persistent link: https://www.econbiz.de/10003380151
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On the identification of multivariate correlated unobserved components models
Trenkler, Carsten; Weber, Enzo - In: Economics letters 138 (2016), pp. 15-18
Persistent link: https://www.econbiz.de/10011615339
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The "price puzzle" in the monetary transmission VARs with long-run restrictions
Krusec, Dejan - In: Economics letters 106 (2010) 3, pp. 147-150
Persistent link: https://www.econbiz.de/10003952035
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News shocks and inflation
Jinnai, Ryo - In: Economics letters 119 (2013) 2, pp. 176-179
Persistent link: https://www.econbiz.de/10009745777
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Reconciling narrative monetary policy disturbances with structural VAR model shocks?
Kliem, Martin; Kriwoluzky, Alexander - In: Economics letters 121 (2013) 2, pp. 247-251
Persistent link: https://www.econbiz.de/10010346313