Narrow search
Showing 1 - 10 of 358
Cover Image
Bootstrap inference and diagnostics in state space models : with applications to dynamic macro models
Angelini, Giovanni; Cavaliere, Giuseppe; Fanelli, Luca - In: Journal of applied econometrics 37 (2022) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10013165161
Cover Image
Bootstrapping structural VARs : avoiding a potential bias in confidence intervals for impulse response functions
Phillips, Kerk Layne; Spencer, David E. - In: Journal of macroeconomics 33 (2011) 4, pp. 582-594
Persistent link: https://www.econbiz.de/10009530453
Cover Image
An explanation for the price puzzle : asymmetric information and expectation dynamics
Tas, Bedri Kamil Onur - In: Journal of macroeconomics 33 (2011) 2, pp. 259-275
Persistent link: https://www.econbiz.de/10009248401
Cover Image
The contractionary effects of tax shocks on productivity : an empirical and theoretical analysis
Hussain, Syed Muhammad - In: Journal of macroeconomics 43 (2015), pp. 93-107
Persistent link: https://www.econbiz.de/10011507008
Cover Image
Rare shocks, great recessions
Cúrdia, Vasco; Del Negro, Marco; Greenwald, Daniel L. - In: Journal of applied econometrics 29 (2014) 7, pp. 1031-1052
Persistent link: https://www.econbiz.de/10010492715
Cover Image
Fiscal foresight : do expectations have cross-border effects?
Romano, Simone - In: Journal of macroeconomics 57 (2018), pp. 71-82
Persistent link: https://www.econbiz.de/10012127887
Cover Image
Forecasting with instabilities : an application to DSGE models with financial frictions
Cardani, Roberta; Paccagnini, Alessia; Villa, Stefania - In: Journal of macroeconomics 61 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012243230
Cover Image
Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders; Coenen, Günter; Christoffel, Kai - In: Journal of applied econometrics 32 (2017) 1, pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
Cover Image
Euro area, oil and global shocks : an empirical model-based analysis
Forni, Lorenzo; Gerali, Andrea; Notarpietro, Alessandro; … - In: Journal of macroeconomics 46 (2015), pp. 295-314
Persistent link: https://www.econbiz.de/10011578264
Cover Image
Indeterminate forecast accuracy under indeterminacy
Fanelli, Luca; Sorge, Marco M. - In: Journal of macroeconomics 53 (2017), pp. 57-70
Persistent link: https://www.econbiz.de/10011753427