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Bridging DSGE models and the raw data
Canova, Fabio - In: Journal of monetary economics 67 (2014), pp. 1-15
Persistent link: https://www.econbiz.de/10010510931
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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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Identifying the sources of model misspecification
Inoue, Atsushi; Kuo, Chun-Hung; Rossi, Barbara - In: Journal of monetary economics 110 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012494109
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Inference in structural vector autoregressions when the identifying assumptions are not fully believed : re-evaluating the role of monetary policy in economic fluctuations
Baumeister, Christiane; Hamilton, James D. - In: Journal of monetary economics 100 (2018), pp. 48-65
Persistent link: https://www.econbiz.de/10012109069
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Economic theories and macroeconomic reality
Loria, Francesca; Matthes, Christian; Wang, Mu-Chun - In: Journal of monetary economics 126 (2022), pp. 105-117
Persistent link: https://www.econbiz.de/10013364923
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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