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Large vector autoregressions with stochastic volatility and flexible priors
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2016
Persistent link: https://www.econbiz.de/10011549652
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Using entropic tilting to combine BVAR forecasts with external nowcasts
Krueger, Fabian; Clark, Todd E.; Ravazzolo, Francesco - 2014
Persistent link: https://www.econbiz.de/10010497134
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A unified framework to estimate macroeconomic stars
Zaman, Saeed - 2021 - This version: October 10, 2021
Persistent link: https://www.econbiz.de/10012694862
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Identification versus misspecification in New Keynesian monetary policy models
Adolfson, Malin; Laséen, Stefan; Lindé, Jesper; … - In: European economic review : EER 113 (2019), pp. 225-246
Persistent link: https://www.econbiz.de/10012238032
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On the sources of information about latent variables in DSGE models
Iskrev, Nikolay - In: European economic review : EER 119 (2019), pp. 318-332
Persistent link: https://www.econbiz.de/10012263304
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Habit formation in consumption : a meta-analysis
Havránek, Tomáš; Rusnak, Marek; Sokolova, Anna - In: European economic review : EER 95 (2017), pp. 142-167
Persistent link: https://www.econbiz.de/10011812015
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Dynamic model averaging in large model spaces using dynamic Occam's window
Onorante, Luca; Raftery, Adrian E. - In: European economic review : EER 81 (2016), pp. 2-14
Persistent link: https://www.econbiz.de/10011742038
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Model uncertainty in Panel Vector Autoregressive models
Koop, Gary; Korobilis, Dimitris - In: European economic review : EER 81 (2016), pp. 115-131
Persistent link: https://www.econbiz.de/10011742044
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A unified framework to estimate macroeconomic stars
Zaman, Saeed - 2022 - This version: July 31, 2022
Persistent link: https://www.econbiz.de/10013375506