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Continuous time ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A.; Chambers, Marcus J. - In: Journal of economic dynamics & control 79 (2017), pp. 48-65
Persistent link: https://www.econbiz.de/10011817599
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Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua; Yu, Xuewen - In: Journal of economic dynamics & control 143 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
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Do TFP and the relative price of investment share a common I(1) component?
Benati, Luca - In: Journal of economic dynamics & control 45 (2014), pp. 239-261
Persistent link: https://www.econbiz.de/10010474428
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The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe; Ielpo, Florian; Sévi, Benoît - In: Journal of economic dynamics & control 113 (2020), pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
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Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael - In: Journal of economic dynamics & control 143 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
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Measurement errors and monetary policy : then and now
Amir Ahmadi, Pooyan; Matthes, Christian; Wang, Mu-Chun - In: Journal of economic dynamics & control 79 (2017), pp. 66-78
Persistent link: https://www.econbiz.de/10011817602
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A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts
Castle, Jennifer; Kurita, Takamitsu - In: Journal of economic dynamics & control 128 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012628234
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Sequential Bayesian inference for vector autoregressions with stochastic volatility
Bognanni, Mark; Zito, John - In: Journal of economic dynamics & control 113 (2020), pp. 1-35
Persistent link: https://www.econbiz.de/10012502544
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Inventory behavior with permanent sales shocks
Maccini, Louis J.; Moore, Bartholomew John; Schaller, … - In: Journal of economic dynamics & control 53 (2015), pp. 290-313
Persistent link: https://www.econbiz.de/10011526965
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A systematic framework for analyzing the dynamic effects of permanent and transitory shocks
Gonzalo, Jesús; Ng, Serena - In: Journal of economic dynamics & control 25 (2001) 10, pp. 1527-1546
Persistent link: https://www.econbiz.de/10001603789