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The effects of permanent technology shocks on hours : can the RBC-model fit the VAR evidence?
Lindé, Jesper - In: Journal of economic dynamics & control 33 (2009) 3, pp. 597-613
Persistent link: https://www.econbiz.de/10003817947
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Strategic asset allocation in a continuous-time VAR model
Campbell, John Y.; Chacko, George; Rodriguez, Jorge; … - In: Journal of economic dynamics & control 28 (2004) 11, pp. 2195-2214
Persistent link: https://www.econbiz.de/10002171788
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A Gibbs sampler for structural vector autoregressions
Waggoner, Daniel F.; Zha, Tao - In: Journal of economic dynamics & control 28 (2003) 2, pp. 349-366
Persistent link: https://www.econbiz.de/10001799563
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A method for taking models to the data
Ireland, Peter N. - In: Journal of economic dynamics & control 28 (2004) 6, pp. 1205-1226
Persistent link: https://www.econbiz.de/10001856133
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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
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Multi-agent-based VaR forecasting
Tubbenhauer, Tobias; Fieberg, Christian; Poddig, Thorsten - In: Journal of economic dynamics & control 131 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10012818249
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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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A method for agent-based models validation
Guerini, Mattia; Moneta, Alessio - In: Journal of economic dynamics & control 82 (2017), pp. 125-141
Persistent link: https://www.econbiz.de/10011915555
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Debt dynamics in Europe : a Network General Equilibrium GVAR approach
Michaēlidēs, Panagiōtēs G.; Tsionas, Efthymios G.; … - In: Journal of economic dynamics & control 93 (2018), pp. 175-202
Persistent link: https://www.econbiz.de/10011974489
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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