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Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
Malley, James R.; Woitek, Ulrich - In: Journal of economic dynamics & control 34 (2010) 7, pp. 1214-1232
Persistent link: https://www.econbiz.de/10008659495
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Testing for international business cycles : A multilevel factor model with stochastic factor selection
Berger, Tino; Everaert, Gerdie; Pozzi, Lorenzo - In: Journal of economic dynamics & control 128 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012628242
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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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Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H.; Panchenko, Valentyn; Dijk, Dick van - In: Journal of economic dynamics & control 34 (2010) 9, pp. 1596-1609
Persistent link: https://www.econbiz.de/10009125848
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Assessing DSGE model nonlinearities
Aruoba, S. Borağan; Bocola, Luigi; Schorfheide, Frank - In: Journal of economic dynamics & control 83 (2017), pp. 34-54
Persistent link: https://www.econbiz.de/10011915578
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Portfolio management with robustness in both prediction and decision : a mixture model based learning approach
Zhu, Shushang; Fan, Minjie; Li, Duan - In: Journal of economic dynamics & control 48 (2014), pp. 1-25
Persistent link: https://www.econbiz.de/10010485842
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Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo; Poon, Aubrey; Rossini, Luca; Zhu, Dan - In: Journal of economic dynamics & control 157 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
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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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Complete subset regressions with large-dimensional sets of predictors
Elliott, Graham; Gargano, Antonio; Timmermann, Allan - In: Journal of economic dynamics & control 54 (2015), pp. 86-110
Persistent link: https://www.econbiz.de/10011587071
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Solving and estimating indeterminate DSGE models
Farmer, Roger E. A.; Khramov, Vadim; Nicolò, Giovanni - In: Journal of economic dynamics & control 54 (2015), pp. 17-36
Persistent link: https://www.econbiz.de/10011587015