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Determining the number of factors after stationary univariate transformations

Corona, Francisco; Poncela, Pilar; Ruiz, Esther - In: Empirical economics : a journal of the Institute for … 53 (2017) 1, pp. 351-372

Persistent link: https://www.econbiz.de/10011941375

Lag length selection and p-hacking in Granger causality testing : prevalence and performance of meta-regression models

Bruns, Stephan B.; Stern, David I. - In: Empirical economics : a journal of the Institute for … 56 (2019) 3, pp. 797-830

Persistent link: https://www.econbiz.de/10012041668

Confronting model misspecification in macroeconomics

Waggoner, Daniel F.; Zha, Tao - 2012

We estimate a Markov-switching mixture of two familiar macroeconomic models: a richly parameterized dynamic stochastic general equilibrium (DSGE) model and a corresponding Bayesian vector autoregression (BVAR) model. We show that the Markov-switching mixture model dominates both individual...

Persistent link: https://www.econbiz.de/10010292369

Comparison of methods for constructing joint confidence bands for impulse response functions

Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - In: International journal of forecasting 31 (2015) 3, pp. 782-798

Persistent link: https://www.econbiz.de/10011474568

Public debt dynamics : the effects of austerity, inflation, and growth shocks

Chérif, Réda; Hasanov, Fuad - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 1087-1105

Persistent link: https://www.econbiz.de/10011949457

Calculating joint confidence bands for impulse response functions using highest density regions

Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1389-1411

Persistent link: https://www.econbiz.de/10011950253

Effects of idiosyncratic shocks on macroeconomic time series

Yang, Minxian - In: Empirical economics : a journal of the Institute for … 53 (2017) 4, pp. 1441-1461

Persistent link: https://www.econbiz.de/10012019377

Identifying shocks to business cycles with asynchronous propagation

Trenkler, Carsten; Weber, Enzo - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1815-1836

Persistent link: https://www.econbiz.de/10012219716

On the real effects of inflation in open economies: theory and empirics

Mallick, Sushanta; Mohsin, Mohammed - In: Empirical Economics 39 (2010) 3, pp. 643-673

Persistent link: https://www.econbiz.de/10008775751

Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand

Bloor, Chris; Matheson, Troy - In: Empirical Economics 39 (2010) 2, pp. 537-558

Persistent link: https://www.econbiz.de/10008674031