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Testing for time variation in an unobserved components model for the U.S. economy
Berger, Tino; Everaert, Gerdie; Vierke, Hauke - In: Journal of economic dynamics & control 69 (2016), pp. 179-208
Persistent link: https://www.econbiz.de/10011708530
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Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Grant, Angelia L.; Chan, Joshua - In: Journal of economic dynamics & control 75 (2017), pp. 114-121
Persistent link: https://www.econbiz.de/10011817152
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Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut; Woźniak, Tomasz - In: Journal of economic dynamics & control 113 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
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The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís; Martins, Manuel Mota Freitas; … - In: Journal of economic dynamics & control 151 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
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Decomposing the output gap with inflation learning
Panovska, Irina; Ramamurthy, Srikanth - In: Journal of economic dynamics & control 136 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013393796
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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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Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias - In: Journal of economic dynamics & control 55 (2015), pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
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Modeling structural breaks in economic relationships using large shocks
Kapetanios, George; Tzavalis, Elias - In: Journal of economic dynamics & control 34 (2010) 3, pp. 417-436
Persistent link: https://www.econbiz.de/10003966451
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Imperfect transparency and shifts in the central bank's output gap target
Westelius, Niklas J. - In: Journal of economic dynamics & control 33 (2009) 4, pp. 985-996
Persistent link: https://www.econbiz.de/10003844141
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Learning and time-varying macroeconomic volatility
Milani, Fabio - In: Journal of economic dynamics & control 47 (2014), pp. 94-114
Persistent link: https://www.econbiz.de/10010485928