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Comparing shocks and frictions in US and euro area business cycles : a Bayesian DSGE approach
Smets, Frank; Wouters, Rafael - In: Journal of applied econometrics 20 (2005) 2, pp. 161-183
Persistent link: https://www.econbiz.de/10002729071
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Real-time macroeconomic projection using narrative central bank communication
Lin, Jianhao; Fan, Jiacheng; Zhang, Yifan; Chen, Liangyuan - In: Journal of applied econometrics 38 (2023) 2, pp. 202-221
Persistent link: https://www.econbiz.de/10014287965
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The measurement and characteristics of professional forecasters' uncertainty
Boero, Gianna; Smith, Jeremy; Wallis, Kenneth Frank - In: Journal of applied econometrics 30 (2015) 7, pp. 1029-1046
Persistent link: https://www.econbiz.de/10011431723
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(Un)expected monetary policy shocks and term premia
Kliem, Martin; Meyer-Gohde, Alexander - In: Journal of applied econometrics 37 (2022) 3, pp. 477-499
Persistent link: https://www.econbiz.de/10013186692
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Inattention and the impact of monetary policy
An, Zidong; Abo-Zaid, Salem; Sheng, Xuguang - In: Journal of applied econometrics 38 (2023) 4, pp. 623-643
Persistent link: https://www.econbiz.de/10014288031
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Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut; Wang, Shu - In: Journal of applied econometrics 39 (2024) 4, pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
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Unit roots in the presence of abrupt governmental interventions with an application to Brazilian data
Cati, Regina Celia; Garcia, Marcio G. P.; Perron, Pierre - In: Journal of applied econometrics 14 (1999) 1, pp. 27-56
Persistent link: https://www.econbiz.de/10001356107
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Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
Rossi, Barbara; Sekhposyan, Tatevik - In: Journal of applied econometrics 31 (2016) 3, pp. 507-532
Persistent link: https://www.econbiz.de/10011642621
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Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - In: Journal of applied econometrics 32 (2017) 6, pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
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Responses to monetary policy shocks in the East and the West of Europe : a comparison
Jarociński, Marek - In: Journal of applied econometrics 25 (2010) 5, pp. 833-868
Persistent link: https://www.econbiz.de/10008667442