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The Shimer puzzle and the identification of productivity shocks
Barnichon, Regis - 2009
Persistent link: https://www.econbiz.de/10003832601
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Do shocks last forever? : local persistency in economic time series
Lima, Luiz Renato; Xiao, Zhijie - In: Journal of macroeconomics 29 (2007) 1, pp. 103-122
Persistent link: https://www.econbiz.de/10003437601
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Linear cointegration of nonlinear time series with an application to interest rate dynamics
Jones, Barry E.; Nesmith, Travis D. - 2007
Persistent link: https://www.econbiz.de/10003425995
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Improving real-time estimates of the output gap
Trimbur, Thomas M. - 2009
Persistent link: https://www.econbiz.de/10003911889
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Signal extraction for nonstationary multivariate time series with illustrations for trend inflation
McElroy, Tucker; Trimbur, Thomas M. - 2012
Persistent link: https://www.econbiz.de/10009658744
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Policy paradoxes in the new Keynesian model
Kiley, Michael T. - 2014
Persistent link: https://www.econbiz.de/10010433451
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Incorporating vintage differences and forecasts into Markov switching models
Nalewaik, Jeremy - 2007
Persistent link: https://www.econbiz.de/10003827127
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Modelling non-linear comovements between time series
Kyrtsou, Catherine; Vorlow, Costas - In: Journal of macroeconomics 31 (2009) 1, pp. 200-211
Persistent link: https://www.econbiz.de/10003840508
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Non-stationary dynamic factor models for large datasets
Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo - 2016
Persistent link: https://www.econbiz.de/10011500201
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Fiscal and monetary policy interactions : empirical evidence and optimal policy using a structural new-Keynesian model
Muscatelli, V. Anton; Tirelli, Patrizio; Trecroci, Carmine - In: Journal of macroeconomics 26 (2004) 2, pp. 257-280
Persistent link: https://www.econbiz.de/10002088618