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A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US
Fernandes, Marcelo; Vieira, Fausto - In: Journal of economic dynamics & control 106 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012132004
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A calibration procedure for analyzing stock price dynamics in an agent-based framework
Recchioni, Maria Cristina; Tedeschi, Gabriele; … - In: Journal of economic dynamics & control 60 (2015), pp. 1-25
Persistent link: https://www.econbiz.de/10011575069
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Inflation as a global phenomenon : some implications for inflation modeling and forecasting
Kabukçuoğlu, Ayşe; Martínez-García, Enrique - In: Journal of economic dynamics & control 87 (2018), pp. 46-73
Persistent link: https://www.econbiz.de/10011973884
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Model complexity and out-of-sample performance : evidence from S&P 500 index returns
Kaeck, Andreas; Rodrigues, Paulo Jorge Maurício; … - In: Journal of economic dynamics & control 90 (2018), pp. 1-29
Persistent link: https://www.econbiz.de/10011974016
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Improving daily Value-at-Risk forecasts : the relevance of short-run volatility for regulatory quality assessment
Berger, Theo; Gençay, Ramazan - In: Journal of economic dynamics & control 92 (2018), pp. 30-46
Persistent link: https://www.econbiz.de/10011974231
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Mind the gap! : a monetarist view of the open-economy Phillips curve
Dur, Ayşe; Martínez-García, Enrique - In: Journal of economic dynamics & control 117 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012503356
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Disciplining expectations and the forward guidance puzzle
Müller, Tobias; Christoffel, Kai; Mazelis, Falk; … - In: Journal of economic dynamics & control 137 (2022), pp. 1-39
Persistent link: https://www.econbiz.de/10013464694
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Forecasting in a complex environment : machine learning sales expectations in a stock flow consistent agent-based simulation model
Catullo, Ermanno; Gallegati, Mauro; Russo, Alberto - In: Journal of economic dynamics & control 139 (2022), pp. 1-32
Persistent link: https://www.econbiz.de/10013464770
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Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-rich environment
Gelfer, Sacha - In: Journal of economic dynamics & control 129 (2021), pp. 1-52
Persistent link: https://www.econbiz.de/10013205421
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Multivariate detrending under common trend restrictions : implications bur business cycle research
Kozicki, Sharon - In: Journal of economic dynamics & control 23 (1999) 7, pp. 997-1028
Persistent link: https://www.econbiz.de/10001379552