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DSGE model with financial frictions over subsets of business cycle frequencies
Gallegati, Marco; Giri, Federico; Palestrini, Antonio - In: Journal of economic dynamics & control 100 (2019), pp. 152-163
Persistent link: https://www.econbiz.de/10012130956
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Estimation of correlations in portfolio credit risk models based on noisy security prices
Boudreault, Mathieu; Gauthier, Geneviève; Thomassin, Tommy - In: Journal of economic dynamics & control 61 (2015), pp. 334-349
Persistent link: https://www.econbiz.de/10011589542
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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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Changes in federal reserve preferences
Lakdawala, Aeimit - In: Journal of economic dynamics & control 70 (2016), pp. 124-143
Persistent link: https://www.econbiz.de/10011708662
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On the cyclicity of regional house prices : new evidence for U.S. metropolitan statistical areas
Flor, Michael A.; Klarl, Torben - In: Journal of economic dynamics & control 77 (2017), pp. 134-156
Persistent link: https://www.econbiz.de/10011817461
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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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Robust hidden Markov LQG problems
Hansen, Lars Peter; Mayer, Ricardo; Sargent, Thomas J. - In: Journal of economic dynamics & control 34 (2010) 10, pp. 1951-1966
Persistent link: https://www.econbiz.de/10009126828
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Estimation of agent-based models using sequential Monte Carlo methods
Lux, Thomas - In: Journal of economic dynamics & control 91 (2018), pp. 391-408
Persistent link: https://www.econbiz.de/10011974212
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Permanent shocks, signal extraction, and portfolio selection
Nazliben, K. Korhan; Rodríguez, Juan Carlos - In: Journal of economic dynamics & control 92 (2018), pp. 47-68
Persistent link: https://www.econbiz.de/10011974232
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Computing observation weights for signal extraction and filtering
Koopman, Siem Jan; Harvey, Andrew C. - In: Journal of economic dynamics & control 27 (2003) 7, pp. 1317-1333
Persistent link: https://www.econbiz.de/10001736096