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Chapter 7. DSGE Models for Mon...
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A quasi-Bayesian local likelihood approach to time varying parameter VAR models
Petrova, Katerina
- In:
Journal of econometrics
212
(
2019
)
1
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pp. 286-306
Persistent link: https://www.econbiz.de/10012303932
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Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
210
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2019
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1
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pp. 26-44
Persistent link: https://www.econbiz.de/10012303367
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Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano
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Sivec, Vasja
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
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Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.
;
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
196
(
2017
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1
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pp. 144-155
Persistent link: https://www.econbiz.de/10011743789
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SVARs with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013464897
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How to go viral : a COVID-19 model with endogenously time-varying parameters
Ho, Paul
;
Lubik, Thomas A.
;
Matthes, Christian
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10013472838
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Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
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pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
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Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco
- In:
Journal of econometrics
190
(
2016
)
1
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pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
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Bayesian
estimation
of state space models using moment conditions
Gallant, A. Ronald
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of econometrics
201
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2017
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2
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pp. 198-211
Persistent link: https://www.econbiz.de/10011918691
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Tests for overidentifying restrictions in Factor-Augmented VAR models
Han, Xu
- In:
Journal of econometrics
184
(
2015
)
2
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pp. 394-419
Persistent link: https://www.econbiz.de/10011339283
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